S&P500 Cash Index


Trading Metrics calculated at close of trading on 06-Jul-1995
Day Change Summary
Previous Current
05-Jul-1995 06-Jul-1995 Change Change % Previous Week
Open 547.09 547.09 0.00 0.0% 549.71
High 549.98 549.98 0.00 0.0% 549.79
Low 546.28 546.28 0.00 0.0% 540.72
Close 547.26 547.26 0.00 0.0% 544.75
Range 3.70 3.70 0.00 0.0% 9.07
ATR 4.21 4.18 -0.04 -0.9% 0.00
Volume
Daily Pivots for day following 06-Jul-1995
Classic Woodie Camarilla DeMark
R4 558.94 556.80 549.30
R3 555.24 553.10 548.28
R2 551.54 551.54 547.94
R1 549.40 549.40 547.60 550.47
PP 547.84 547.84 547.84 548.38
S1 545.70 545.70 546.92 546.77
S2 544.14 544.14 546.58
S3 540.44 542.00 546.24
S4 536.74 538.30 545.23
Weekly Pivots for week ending 30-Jun-1995
Classic Woodie Camarilla DeMark
R4 572.30 567.59 549.74
R3 563.23 558.52 547.24
R2 554.16 554.16 546.41
R1 549.45 549.45 545.58 547.27
PP 545.09 545.09 545.09 544.00
S1 540.38 540.38 543.92 538.20
S2 536.02 536.02 543.09
S3 526.95 531.31 542.26
S4 517.88 522.24 539.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 549.98 540.79 9.19 1.7% 3.75 0.7% 70% True False
10 551.07 540.72 10.35 1.9% 4.48 0.8% 63% False False
20 551.07 526.08 24.99 4.6% 4.04 0.7% 85% False False
40 551.07 517.07 34.00 6.2% 4.30 0.8% 89% False False
60 551.07 501.19 49.88 9.1% 4.12 0.8% 92% False False
80 551.07 490.05 61.02 11.2% 3.89 0.7% 94% False False
100 551.07 479.91 71.16 13.0% 3.75 0.7% 95% False False
120 551.07 461.24 89.83 16.4% 3.63 0.7% 96% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.74
Fibonacci Retracements and Extensions
4.250 565.71
2.618 559.67
1.618 555.97
1.000 553.68
0.618 552.27
HIGH 549.98
0.618 548.57
0.500 548.13
0.382 547.69
LOW 546.28
0.618 543.99
1.000 542.58
1.618 540.29
2.618 536.59
4.250 530.56
Fisher Pivots for day following 06-Jul-1995
Pivot 1 day 3 day
R1 548.13 547.24
PP 547.84 547.22
S1 547.55 547.21

These figures are updated between 7pm and 10pm EST after a trading day.

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