S&P500 Cash Index


Trading Metrics calculated at close of trading on 05-May-1995
Day Change Summary
Previous Current
04-May-1995 05-May-1995 Change Change % Previous Week
Open 520.48 520.75 0.27 0.1% 514.76
High 525.36 522.31 -3.05 -0.6% 525.36
Low 519.44 518.28 -1.16 -0.2% 513.03
Close 520.54 520.12 -0.42 -0.1% 520.12
Range 5.92 4.03 -1.89 -31.9% 12.33
ATR 3.57 3.61 0.03 0.9% 0.00
Volume
Daily Pivots for day following 05-May-1995
Classic Woodie Camarilla DeMark
R4 532.33 530.25 522.34
R3 528.30 526.22 521.23
R2 524.27 524.27 520.86
R1 522.19 522.19 520.49 521.22
PP 520.24 520.24 520.24 519.75
S1 518.16 518.16 519.75 517.19
S2 516.21 516.21 519.38
S3 512.18 514.13 519.01
S4 508.15 510.10 517.90
Weekly Pivots for week ending 05-May-1995
Classic Woodie Camarilla DeMark
R4 556.49 550.64 526.90
R3 544.16 538.31 523.51
R2 531.83 531.83 522.38
R1 525.98 525.98 521.25 528.91
PP 519.50 519.50 519.50 520.97
S1 513.65 513.65 518.99 516.58
S2 507.17 507.17 517.86
S3 494.84 501.32 516.73
S4 482.51 488.99 513.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 525.36 513.03 12.33 2.4% 3.99 0.8% 58% False False
10 525.36 507.44 17.92 3.4% 3.66 0.7% 71% False False
20 525.36 501.19 24.17 4.6% 3.56 0.7% 78% False False
40 525.36 483.16 42.20 8.1% 3.46 0.7% 88% False False
60 525.36 479.53 45.83 8.8% 3.29 0.6% 89% False False
80 525.36 460.64 64.72 12.4% 3.25 0.6% 92% False False
100 525.36 449.43 75.93 14.6% 3.17 0.6% 93% False False
120 525.36 442.90 82.46 15.9% 3.34 0.6% 94% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.97
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 539.44
2.618 532.86
1.618 528.83
1.000 526.34
0.618 524.80
HIGH 522.31
0.618 520.77
0.500 520.30
0.382 519.82
LOW 518.28
0.618 515.79
1.000 514.25
1.618 511.76
2.618 507.73
4.250 501.15
Fisher Pivots for day following 05-May-1995
Pivot 1 day 3 day
R1 520.30 520.12
PP 520.24 520.11
S1 520.18 520.11

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

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