S&P500 Cash Index


Trading Metrics calculated at close of trading on 08-Nov-1995
Day Change Summary
Previous Current
07-Nov-1995 08-Nov-1995 Change Change % Previous Week
Open 588.46 586.32 -2.14 -0.4% 579.70
High 588.46 591.71 3.25 0.6% 590.57
Low 584.37 586.32 1.95 0.3% 579.70
Close 586.32 591.71 5.39 0.9% 590.57
Range 4.09 5.39 1.30 31.8% 10.87
ATR 4.32 4.40 0.08 1.8% 0.00
Volume
Daily Pivots for day following 08-Nov-1995
Classic Woodie Camarilla DeMark
R4 606.08 604.29 594.67
R3 600.69 598.90 593.19
R2 595.30 595.30 592.70
R1 593.51 593.51 592.20 594.41
PP 589.91 589.91 589.91 590.36
S1 588.12 588.12 591.22 589.02
S2 584.52 584.52 590.72
S3 579.13 582.73 590.23
S4 573.74 577.34 588.75
Weekly Pivots for week ending 03-Nov-1995
Classic Woodie Camarilla DeMark
R4 619.56 615.93 596.55
R3 608.69 605.06 593.56
R2 597.82 597.82 592.56
R1 594.19 594.19 591.57 596.01
PP 586.95 586.95 586.95 587.85
S1 583.32 583.32 589.57 585.14
S2 576.08 576.08 588.58
S3 565.21 572.45 587.58
S4 554.34 561.58 584.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 591.71 584.22 7.49 1.3% 3.85 0.6% 100% True False
10 591.71 572.53 19.18 3.2% 4.83 0.8% 100% True False
20 591.71 572.53 19.18 3.2% 4.35 0.7% 100% True False
40 591.71 571.55 20.16 3.4% 4.43 0.7% 100% True False
60 591.71 555.20 36.51 6.2% 4.04 0.7% 100% True False
80 591.71 542.51 49.20 8.3% 4.24 0.7% 100% True False
100 591.71 540.72 50.99 8.6% 4.24 0.7% 100% True False
120 591.71 519.19 72.52 12.3% 4.34 0.7% 100% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.63
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 614.62
2.618 605.82
1.618 600.43
1.000 597.10
0.618 595.04
HIGH 591.71
0.618 589.65
0.500 589.02
0.382 588.38
LOW 586.32
0.618 582.99
1.000 580.93
1.618 577.60
2.618 572.21
4.250 563.41
Fisher Pivots for day following 08-Nov-1995
Pivot 1 day 3 day
R1 590.81 590.49
PP 589.91 589.26
S1 589.02 588.04

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

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