S&P500 Cash Index


Trading Metrics calculated at close of trading on 19-May-1995
Day Change Summary
Previous Current
18-May-1995 19-May-1995 Change Change % Previous Week
Open 526.88 519.58 -7.30 -1.4% 525.55
High 526.88 519.58 -7.30 -1.4% 529.05
Low 519.58 517.07 -2.51 -0.5% 517.07
Close 519.58 519.19 -0.39 -0.1% 519.19
Range 7.30 2.51 -4.79 -65.6% 11.98
ATR 3.76 3.67 -0.09 -2.4% 0.00
Volume
Daily Pivots for day following 19-May-1995
Classic Woodie Camarilla DeMark
R4 526.14 525.18 520.57
R3 523.63 522.67 519.88
R2 521.12 521.12 519.65
R1 520.16 520.16 519.42 519.39
PP 518.61 518.61 518.61 518.23
S1 517.65 517.65 518.96 516.88
S2 516.10 516.10 518.73
S3 513.59 515.14 518.50
S4 511.08 512.63 517.81
Weekly Pivots for week ending 19-May-1995
Classic Woodie Camarilla DeMark
R4 557.71 550.43 525.78
R3 545.73 538.45 522.48
R2 533.75 533.75 521.39
R1 526.47 526.47 520.29 524.12
PP 521.77 521.77 521.77 520.60
S1 514.49 514.49 518.09 512.14
S2 509.79 509.79 516.99
S3 497.81 502.51 515.90
S4 485.83 490.53 512.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 529.05 517.07 11.98 2.3% 3.64 0.7% 18% False True
10 529.05 517.07 11.98 2.3% 3.72 0.7% 18% False True
20 529.05 507.44 21.61 4.2% 3.69 0.7% 54% False False
40 529.05 495.70 33.35 6.4% 3.60 0.7% 70% False False
60 529.05 479.91 49.14 9.5% 3.47 0.7% 80% False False
80 529.05 466.90 62.15 12.0% 3.32 0.6% 84% False False
100 529.05 457.20 71.85 13.8% 3.25 0.6% 86% False False
120 529.05 442.90 86.15 16.6% 3.31 0.6% 89% 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 0.72
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 530.25
2.618 526.15
1.618 523.64
1.000 522.09
0.618 521.13
HIGH 519.58
0.618 518.62
0.500 518.33
0.382 518.03
LOW 517.07
0.618 515.52
1.000 514.56
1.618 513.01
2.618 510.50
4.250 506.40
Fisher Pivots for day following 19-May-1995
Pivot 1 day 3 day
R1 518.90 522.75
PP 518.61 521.56
S1 518.33 520.38

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

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