S&P500 Cash Index


Trading Metrics calculated at close of trading on 23-Feb-1995
Day Change Summary
Previous Current
22-Feb-1995 23-Feb-1995 Change Change % Previous Week
Open 482.74 485.07 2.33 0.5% 481.46
High 486.15 489.17 3.02 0.6% 485.52
Low 482.49 485.07 2.58 0.5% 480.89
Close 485.07 486.91 1.84 0.4% 481.97
Range 3.66 4.10 0.44 12.0% 4.63
ATR 2.86 2.95 0.09 3.1% 0.00
Volume
Daily Pivots for day following 23-Feb-1995
Classic Woodie Camarilla DeMark
R4 499.35 497.23 489.17
R3 495.25 493.13 488.04
R2 491.15 491.15 487.66
R1 489.03 489.03 487.29 490.09
PP 487.05 487.05 487.05 487.58
S1 484.93 484.93 486.53 485.99
S2 482.95 482.95 486.16
S3 478.85 480.83 485.78
S4 474.75 476.73 484.66
Weekly Pivots for week ending 17-Feb-1995
Classic Woodie Camarilla DeMark
R4 496.68 493.96 484.52
R3 492.05 489.33 483.24
R2 487.42 487.42 482.82
R1 484.70 484.70 482.39 486.06
PP 482.79 482.79 482.79 483.48
S1 480.07 480.07 481.55 481.43
S2 478.16 478.16 481.12
S3 473.53 475.44 480.70
S4 468.90 470.81 479.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 489.17 481.94 7.23 1.5% 2.88 0.6% 69% True False
10 489.17 479.53 9.64 2.0% 2.61 0.5% 77% True False
20 489.17 466.90 22.27 4.6% 2.87 0.6% 90% True False
40 489.17 457.20 31.97 6.6% 2.92 0.6% 93% True False
60 489.17 442.90 46.27 9.5% 3.15 0.6% 95% True False
80 489.17 442.90 46.27 9.5% 3.38 0.7% 95% True False
100 489.17 442.90 46.27 9.5% 3.56 0.7% 95% True False
120 489.17 442.90 46.27 9.5% 3.56 0.7% 95% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 506.60
2.618 499.90
1.618 495.80
1.000 493.27
0.618 491.70
HIGH 489.17
0.618 487.60
0.500 487.12
0.382 486.64
LOW 485.07
0.618 482.54
1.000 480.97
1.618 478.44
2.618 474.34
4.250 467.65
Fisher Pivots for day following 23-Feb-1995
Pivot 1 day 3 day
R1 487.12 486.46
PP 487.05 486.01
S1 486.98 485.56

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

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