S&P500 Cash Index


Trading Metrics calculated at close of trading on 04-May-1995
Day Change Summary
Previous Current
03-May-1995 04-May-1995 Change Change % Previous Week
Open 514.86 520.48 5.62 1.1% 508.49
High 520.54 525.36 4.82 0.9% 515.22
Low 514.86 519.44 4.58 0.9% 507.44
Close 520.48 520.54 0.06 0.0% 514.71
Range 5.68 5.92 0.24 4.2% 7.78
ATR 3.39 3.57 0.18 5.3% 0.00
Volume
Daily Pivots for day following 04-May-1995
Classic Woodie Camarilla DeMark
R4 539.54 535.96 523.80
R3 533.62 530.04 522.17
R2 527.70 527.70 521.63
R1 524.12 524.12 521.08 525.91
PP 521.78 521.78 521.78 522.68
S1 518.20 518.20 520.00 519.99
S2 515.86 515.86 519.45
S3 509.94 512.28 518.91
S4 504.02 506.36 517.28
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
5 525.36 510.90 14.46 2.8% 4.05 0.8% 67% True False
10 525.36 505.63 19.73 3.8% 3.54 0.7% 76% True False
20 525.36 501.19 24.17 4.6% 3.46 0.7% 80% True False
40 525.36 482.13 43.23 8.3% 3.40 0.7% 89% True False
60 525.36 479.53 45.83 8.8% 3.26 0.6% 89% True False
80 525.36 458.71 66.65 12.8% 3.26 0.6% 93% True False
100 525.36 445.62 79.74 15.3% 3.17 0.6% 94% True False
120 525.36 442.90 82.46 15.8% 3.33 0.6% 94% 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 0.82
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 550.52
2.618 540.86
1.618 534.94
1.000 531.28
0.618 529.02
HIGH 525.36
0.618 523.10
0.500 522.40
0.382 521.70
LOW 519.44
0.618 515.78
1.000 513.52
1.618 509.86
2.618 503.94
4.250 494.28
Fisher Pivots for day following 04-May-1995
Pivot 1 day 3 day
R1 522.40 520.09
PP 521.78 519.64
S1 521.16 519.20

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

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