S&P500 Cash Index


Trading Metrics calculated at close of trading on 22-May-1995
Day Change Summary
Previous Current
19-May-1995 22-May-1995 Change Change % Previous Week
Open 519.58 519.19 -0.39 -0.1% 525.55
High 519.58 524.34 4.76 0.9% 529.05
Low 517.07 519.19 2.12 0.4% 517.07
Close 519.19 523.65 4.46 0.9% 519.19
Range 2.51 5.15 2.64 105.2% 11.98
ATR 3.67 3.77 0.11 2.9% 0.00
Volume
Daily Pivots for day following 22-May-1995
Classic Woodie Camarilla DeMark
R4 537.84 535.90 526.48
R3 532.69 530.75 525.07
R2 527.54 527.54 524.59
R1 525.60 525.60 524.12 526.57
PP 522.39 522.39 522.39 522.88
S1 520.45 520.45 523.18 521.42
S2 517.24 517.24 522.71
S3 512.09 515.30 522.23
S4 506.94 510.15 520.82
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% 4.12 0.8% 55% False False
10 529.05 517.07 11.98 2.3% 3.63 0.7% 55% False False
20 529.05 510.47 18.58 3.5% 3.67 0.7% 71% False False
40 529.05 495.70 33.35 6.4% 3.61 0.7% 84% False False
60 529.05 479.91 49.14 9.4% 3.51 0.7% 89% False False
80 529.05 467.49 61.56 11.8% 3.36 0.6% 91% False False
100 529.05 457.20 71.85 13.7% 3.27 0.6% 92% False False
120 529.05 442.90 86.15 16.5% 3.33 0.6% 94% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.64
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 546.23
2.618 537.82
1.618 532.67
1.000 529.49
0.618 527.52
HIGH 524.34
0.618 522.37
0.500 521.77
0.382 521.16
LOW 519.19
0.618 516.01
1.000 514.04
1.618 510.86
2.618 505.71
4.250 497.30
Fisher Pivots for day following 22-May-1995
Pivot 1 day 3 day
R1 523.02 523.09
PP 522.39 522.53
S1 521.77 521.98

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

View Archives - Comment on this page... - Back to Index of Symbols