S&P500 Cash Index


Trading Metrics calculated at close of trading on 10-May-1995
Day Change Summary
Previous Current
09-May-1995 10-May-1995 Change Change % Previous Week
Open 523.96 523.74 -0.22 0.0% 514.76
High 525.99 524.40 -1.59 -0.3% 525.36
Low 521.79 521.53 -0.26 0.0% 513.03
Close 523.56 524.36 0.80 0.2% 520.12
Range 4.20 2.87 -1.33 -31.7% 12.33
ATR 3.81 3.74 -0.07 -1.8% 0.00
Volume
Daily Pivots for day following 10-May-1995
Classic Woodie Camarilla DeMark
R4 532.04 531.07 525.94
R3 529.17 528.20 525.15
R2 526.30 526.30 524.89
R1 525.33 525.33 524.62 525.82
PP 523.43 523.43 523.43 523.67
S1 522.46 522.46 524.10 522.95
S2 520.56 520.56 523.83
S3 517.69 519.59 523.57
S4 514.82 516.72 522.78
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
5 525.99 518.28 7.71 1.5% 4.61 0.9% 79% False False
10 525.99 510.90 15.09 2.9% 3.93 0.7% 89% False False
20 525.99 501.19 24.80 4.7% 3.74 0.7% 93% False False
40 525.99 490.83 35.16 6.7% 3.47 0.7% 95% False False
60 525.99 479.91 46.08 8.8% 3.41 0.6% 96% False False
80 525.99 461.24 64.75 12.3% 3.28 0.6% 97% False False
100 525.99 455.35 70.64 13.5% 3.20 0.6% 98% False False
120 525.99 442.90 83.09 15.8% 3.39 0.6% 98% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 1.04
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 536.60
2.618 531.91
1.618 529.04
1.000 527.27
0.618 526.17
HIGH 524.40
0.618 523.30
0.500 522.97
0.382 522.63
LOW 521.53
0.618 519.76
1.000 518.66
1.618 516.89
2.618 514.02
4.250 509.33
Fisher Pivots for day following 10-May-1995
Pivot 1 day 3 day
R1 523.90 523.76
PP 523.43 523.16
S1 522.97 522.57

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

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