S&P500 Cash Index


Trading Metrics calculated at close of trading on 01-Feb-1995
Day Change Summary
Previous Current
31-Jan-1995 01-Feb-1995 Change Change % Previous Week
Open 468.51 470.42 1.91 0.4% 464.78
High 471.03 472.73 1.70 0.4% 471.36
Low 468.18 469.31 1.13 0.2% 461.24
Close 470.42 470.40 -0.02 0.0% 470.39
Range 2.85 3.42 0.57 20.0% 10.12
ATR 3.10 3.12 0.02 0.7% 0.00
Volume
Daily Pivots for day following 01-Feb-1995
Classic Woodie Camarilla DeMark
R4 481.07 479.16 472.28
R3 477.65 475.74 471.34
R2 474.23 474.23 471.03
R1 472.32 472.32 470.71 471.57
PP 470.81 470.81 470.81 470.44
S1 468.90 468.90 470.09 468.15
S2 467.39 467.39 469.77
S3 463.97 465.48 469.46
S4 460.55 462.06 468.52
Weekly Pivots for week ending 27-Jan-1995
Classic Woodie Camarilla DeMark
R4 498.02 494.33 475.96
R3 487.90 484.21 473.17
R2 477.78 477.78 472.25
R1 474.09 474.09 471.32 475.94
PP 467.66 467.66 467.66 468.59
S1 463.97 463.97 469.46 465.82
S2 457.54 457.54 468.53
S3 447.42 453.85 467.61
S4 437.30 443.73 464.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 472.73 466.90 5.83 1.2% 2.81 0.6% 60% True False
10 472.73 461.24 11.49 2.4% 3.07 0.7% 80% True False
20 472.73 458.71 14.02 3.0% 3.03 0.6% 83% True False
40 472.73 442.90 29.83 6.3% 3.11 0.7% 92% True False
60 472.73 442.90 29.83 6.3% 3.45 0.7% 92% True False
80 474.70 442.90 31.80 6.8% 3.63 0.8% 86% False False
100 474.81 442.90 31.91 6.8% 3.66 0.8% 86% False False
120 477.59 442.90 34.69 7.4% 3.62 0.8% 79% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.54
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 487.27
2.618 481.68
1.618 478.26
1.000 476.15
0.618 474.84
HIGH 472.73
0.618 471.42
0.500 471.02
0.382 470.62
LOW 469.31
0.618 467.20
1.000 465.89
1.618 463.78
2.618 460.36
4.250 454.78
Fisher Pivots for day following 01-Feb-1995
Pivot 1 day 3 day
R1 471.02 470.30
PP 470.81 470.21
S1 470.61 470.11

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

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