S&P500 Cash Index


Trading Metrics calculated at close of trading on 30-Aug-1995
Day Change Summary
Previous Current
29-Aug-1995 30-Aug-1995 Change Change % Previous Week
Open 559.05 560.00 0.95 0.2% 559.21
High 560.01 561.52 1.51 0.3% 563.34
Low 555.74 559.49 3.75 0.7% 555.20
Close 560.00 560.92 0.92 0.2% 560.10
Range 4.27 2.03 -2.24 -52.5% 8.14
ATR 4.02 3.87 -0.14 -3.5% 0.00
Volume
Daily Pivots for day following 30-Aug-1995
Classic Woodie Camarilla DeMark
R4 566.73 565.86 562.04
R3 564.70 563.83 561.48
R2 562.67 562.67 561.29
R1 561.80 561.80 561.11 562.24
PP 560.64 560.64 560.64 560.86
S1 559.77 559.77 560.73 560.21
S2 558.61 558.61 560.55
S3 556.58 557.74 560.36
S4 554.55 555.71 559.80
Weekly Pivots for week ending 25-Aug-1995
Classic Woodie Camarilla DeMark
R4 583.97 580.17 564.58
R3 575.83 572.03 562.34
R2 567.69 567.69 561.59
R1 563.89 563.89 560.85 565.79
PP 559.55 559.55 559.55 560.50
S1 555.75 555.75 559.35 557.65
S2 551.41 551.41 558.61
S3 543.27 547.61 557.86
S4 535.13 539.47 555.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 562.22 555.20 7.02 1.3% 3.47 0.6% 81% False False
10 563.34 555.20 8.14 1.5% 3.47 0.6% 70% False False
20 563.34 553.08 10.26 1.8% 3.56 0.6% 76% False False
40 565.62 542.51 23.11 4.1% 4.35 0.8% 80% False False
60 565.62 526.08 39.54 7.0% 4.25 0.8% 88% False False
80 565.62 517.07 48.55 8.7% 4.33 0.8% 90% False False
100 565.62 501.19 64.43 11.5% 4.20 0.7% 93% False False
120 565.62 489.35 76.27 13.6% 4.03 0.7% 94% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.84
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 570.15
2.618 566.83
1.618 564.80
1.000 563.55
0.618 562.77
HIGH 561.52
0.618 560.74
0.500 560.51
0.382 560.27
LOW 559.49
0.618 558.24
1.000 557.46
1.618 556.21
2.618 554.18
4.250 550.86
Fisher Pivots for day following 30-Aug-1995
Pivot 1 day 3 day
R1 560.78 560.27
PP 560.64 559.63
S1 560.51 558.98

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

View Archives - Comment on this page... - Back to Index of Symbols