We report a multi-resolution search for anisotropies in the arrival directions of cosmic rays detected at the Pierre Auger Observatory with local zenith angles up to $80^circ$ and energies in excess of 4 EeV ($4 times 10^{18}$ eV). This search is conducted by measuring the angular power spectrum and performing a needlet wavelet analysis in two independent energy ranges. Both analyses are complementary since the angular power spectrum achieves a better performance in identifying large-scale patterns while the needlet wavelet analysis, considering the parameters used in this work, presents a higher efficiency in detecting smaller-scale anisotropies, potentially providing directional information on any observed anisotropies. No deviation from isotropy is observed on any angular scale in the energy range between 4 and 8 EeV. Above 8 EeV, an indication for a dipole moment is captured; while no other deviation from isotropy is observed for moments beyond the dipole one. The corresponding $p$-values obtained after accounting for searches blindly performed at several angular scales, are $1.3 times 10^{-5}$ in the case of the angular power spectrum, and $2.5 times 10^{-3}$ in the case of the needlet analysis. While these results are consistent with previous reports making use of the same data set, they provide extensions of the previous works through the thorough scans of the angular scales.