Did you see bubbles forming at the screw tips? Did one screw emit more bubbles than the other? Look and see which battery terminal is associated with which volume of bubbles, and which terminal is associated with which indicator color.
The molecular formula for water is H2O, where H stands for the element hydrogen and O stands for the element oxygen. In a glass of water, many of the molecules naturally separate out into hydrogen ions (H+) that are positively charged and hydroxide ions (OH-) that are negatively charged. Your electrolysis device causes reactions that pull apart the water even more.
Since opposite charges attract, the hydrogen ion migrates towards and bubbles from the negative electrode and the oxygen-containing hydroxide ion migrates towards and bubbles from the positive electrode. At the same time, you also create a change in pH, or the amount of acid and base, in local areas around the electrodes.
At the positive electrode, two oxygen atoms get pulled from two hydroxide ions and combine to make oxygen gas (O2). This leaves an abundance of free hydrogen ions, which makes it more acidic at the positive terminal—so your indicator should show an increase of acid at the positive terminal. Likewise, when hydrogen ions combine to make hydrogen gas (H2) at the negative terminal, an abundance of freed hydroxide ions are produced near the negative terminal. Therefore, your indicator should show the production of a base at the negative terminal.
The Epsom salt, also know as magnesium sulfate (the chemical formula for magnesium sulfate is MgSO4), is dissolved in the water to help your battery break up the water more efficiently. Epsom salt breaks up into ions, and these charged particles help carry the electric current around the solution.