S&P500 Cash Index


Trading Metrics calculated at close of trading on 23-May-1995
Day Change Summary
Previous Current
22-May-1995 23-May-1995 Change Change % Previous Week
Open 519.19 523.65 4.46 0.9% 525.55
High 524.34 528.59 4.25 0.8% 529.05
Low 519.19 523.65 4.46 0.9% 517.07
Close 523.65 528.59 4.94 0.9% 519.19
Range 5.15 4.94 -0.21 -4.1% 11.98
ATR 3.77 3.86 0.08 2.2% 0.00
Volume
Daily Pivots for day following 23-May-1995
Classic Woodie Camarilla DeMark
R4 541.76 540.12 531.31
R3 536.82 535.18 529.95
R2 531.88 531.88 529.50
R1 530.24 530.24 529.04 531.06
PP 526.94 526.94 526.94 527.36
S1 525.30 525.30 528.14 526.12
S2 522.00 522.00 527.68
S3 517.06 520.36 527.23
S4 512.12 515.42 525.87
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
5 528.59 517.07 11.52 2.2% 4.59 0.9% 100% True False
10 529.05 517.07 11.98 2.3% 3.70 0.7% 96% False False
20 529.05 510.47 18.58 3.5% 3.80 0.7% 98% False False
40 529.05 495.70 33.35 6.3% 3.68 0.7% 99% False False
60 529.05 479.91 49.14 9.3% 3.51 0.7% 99% False False
80 529.05 467.49 61.56 11.6% 3.39 0.6% 99% False False
100 529.05 457.20 71.85 13.6% 3.30 0.6% 99% False False
120 529.05 442.90 86.15 16.3% 3.34 0.6% 99% 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 0.44
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 549.59
2.618 541.52
1.618 536.58
1.000 533.53
0.618 531.64
HIGH 528.59
0.618 526.70
0.500 526.12
0.382 525.54
LOW 523.65
0.618 520.60
1.000 518.71
1.618 515.66
2.618 510.72
4.250 502.66
Fisher Pivots for day following 23-May-1995
Pivot 1 day 3 day
R1 527.77 526.67
PP 526.94 524.75
S1 526.12 522.83

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

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