S&P500 Cash Index


Trading Metrics calculated at close of trading on 03-May-1995
Day Change Summary
Previous Current
02-May-1995 03-May-1995 Change Change % Previous Week
Open 514.23 514.86 0.63 0.1% 508.49
High 515.18 520.54 5.36 1.0% 515.22
Low 513.03 514.86 1.83 0.4% 507.44
Close 514.86 520.48 5.62 1.1% 514.71
Range 2.15 5.68 3.53 164.2% 7.78
ATR 3.22 3.39 0.18 5.5% 0.00
Volume
Daily Pivots for day following 03-May-1995
Classic Woodie Camarilla DeMark
R4 535.67 533.75 523.60
R3 529.99 528.07 522.04
R2 524.31 524.31 521.52
R1 522.39 522.39 521.00 523.35
PP 518.63 518.63 518.63 519.11
S1 516.71 516.71 519.96 517.67
S2 512.95 512.95 519.44
S3 507.27 511.03 518.92
S4 501.59 505.35 517.36
Weekly Pivots for week ending 28-Apr-1995
Classic Woodie Camarilla DeMark
R4 535.80 533.03 518.99
R3 528.02 525.25 516.85
R2 520.24 520.24 516.14
R1 517.47 517.47 515.42 518.86
PP 512.46 512.46 512.46 513.15
S1 509.69 509.69 514.00 511.08
S2 504.68 504.68 513.28
S3 496.90 501.91 512.57
S4 489.12 494.13 510.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 520.54 510.90 9.64 1.9% 3.26 0.6% 99% True False
10 520.54 503.44 17.10 3.3% 3.26 0.6% 100% True False
20 520.54 501.19 19.35 3.7% 3.29 0.6% 100% True False
40 520.54 481.57 38.97 7.5% 3.31 0.6% 100% True False
60 520.54 479.53 41.01 7.9% 3.19 0.6% 100% True False
80 520.54 458.71 61.83 11.9% 3.23 0.6% 100% True False
100 520.54 442.90 77.64 14.9% 3.15 0.6% 100% True False
120 520.54 442.90 77.64 14.9% 3.32 0.6% 100% 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 0.86
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 544.68
2.618 535.41
1.618 529.73
1.000 526.22
0.618 524.05
HIGH 520.54
0.618 518.37
0.500 517.70
0.382 517.03
LOW 514.86
0.618 511.35
1.000 509.18
1.618 505.67
2.618 499.99
4.250 490.72
Fisher Pivots for day following 03-May-1995
Pivot 1 day 3 day
R1 519.55 519.25
PP 518.63 518.02
S1 517.70 516.79

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

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