S&P500 Cash Index


Trading Metrics calculated at close of trading on 24-Apr-1995
Day Change Summary
Previous Current
21-Apr-1995 24-Apr-1995 Change Change % Previous Week
Open 505.63 508.49 2.86 0.6% 509.23
High 508.49 513.02 4.53 0.9% 512.03
Low 505.63 507.44 1.81 0.4% 501.19
Close 508.49 512.89 4.40 0.9% 508.49
Range 2.86 5.58 2.72 95.1% 10.84
ATR 3.43 3.58 0.15 4.5% 0.00
Volume
Daily Pivots for day following 24-Apr-1995
Classic Woodie Camarilla DeMark
R4 527.86 525.95 515.96
R3 522.28 520.37 514.42
R2 516.70 516.70 513.91
R1 514.79 514.79 513.40 515.75
PP 511.12 511.12 511.12 511.59
S1 509.21 509.21 512.38 510.17
S2 505.54 505.54 511.87
S3 499.96 503.63 511.36
S4 494.38 498.05 509.82
Weekly Pivots for week ending 21-Apr-1995
Classic Woodie Camarilla DeMark
R4 539.76 534.96 514.45
R3 528.92 524.12 511.47
R2 518.08 518.08 510.48
R1 513.28 513.28 509.48 510.26
PP 507.24 507.24 507.24 505.73
S1 502.44 502.44 507.50 499.42
S2 496.40 496.40 506.50
S3 485.56 491.60 505.51
S4 474.72 480.76 502.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 513.02 501.19 11.83 2.3% 3.89 0.8% 99% True False
10 513.02 501.19 11.83 2.3% 3.66 0.7% 99% True False
20 513.02 495.70 17.32 3.4% 3.55 0.7% 99% True False
40 513.02 479.91 33.11 6.5% 3.44 0.7% 100% True False
60 513.02 467.49 45.53 8.9% 3.26 0.6% 100% True False
80 513.02 457.20 55.82 10.9% 3.17 0.6% 100% True False
100 513.02 442.90 70.12 13.7% 3.26 0.6% 100% True False
120 513.02 442.90 70.12 13.7% 3.40 0.7% 100% True 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 0.99
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 536.74
2.618 527.63
1.618 522.05
1.000 518.60
0.618 516.47
HIGH 513.02
0.618 510.89
0.500 510.23
0.382 509.57
LOW 507.44
0.618 503.99
1.000 501.86
1.618 498.41
2.618 492.83
4.250 483.73
Fisher Pivots for day following 24-Apr-1995
Pivot 1 day 3 day
R1 512.00 511.34
PP 511.12 509.78
S1 510.23 508.23

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

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