S&P500 Cash Index


Trading Metrics calculated at close of trading on 26-May-1995
Day Change Summary
Previous Current
25-May-1995 26-May-1995 Change Change % Previous Week
Open 528.03 528.59 0.56 0.1% 519.19
High 529.03 528.59 -0.44 -0.1% 531.91
Low 524.89 522.56 -2.33 -0.4% 519.19
Close 528.59 523.65 -4.94 -0.9% 523.65
Range 4.14 6.03 1.89 45.7% 12.72
ATR 4.04 4.18 0.14 3.5% 0.00
Volume
Daily Pivots for day following 26-May-1995
Classic Woodie Camarilla DeMark
R4 543.02 539.37 526.97
R3 536.99 533.34 525.31
R2 530.96 530.96 524.76
R1 527.31 527.31 524.20 526.12
PP 524.93 524.93 524.93 524.34
S1 521.28 521.28 523.10 520.09
S2 518.90 518.90 522.54
S3 512.87 515.25 521.99
S4 506.84 509.22 520.33
Weekly Pivots for week ending 26-May-1995
Classic Woodie Camarilla DeMark
R4 563.08 556.08 530.65
R3 550.36 543.36 527.15
R2 537.64 537.64 525.98
R1 530.64 530.64 524.82 534.14
PP 524.92 524.92 524.92 526.67
S1 517.92 517.92 522.48 521.42
S2 512.20 512.20 521.32
S3 499.48 505.20 520.15
S4 486.76 492.48 516.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 531.91 519.19 12.72 2.4% 5.31 1.0% 35% False False
10 531.91 517.07 14.84 2.8% 4.47 0.9% 44% False False
20 531.91 513.03 18.88 3.6% 4.18 0.8% 56% False False
40 531.91 495.70 36.21 6.9% 3.77 0.7% 77% False False
60 531.91 479.91 52.00 9.9% 3.64 0.7% 84% False False
80 531.91 469.96 61.95 11.8% 3.48 0.7% 87% False False
100 531.91 458.71 73.20 14.0% 3.39 0.6% 89% False False
120 531.91 442.90 89.01 17.0% 3.36 0.6% 91% 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 0.61
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 554.22
2.618 544.38
1.618 538.35
1.000 534.62
0.618 532.32
HIGH 528.59
0.618 526.29
0.500 525.58
0.382 524.86
LOW 522.56
0.618 518.83
1.000 516.53
1.618 512.80
2.618 506.77
4.250 496.93
Fisher Pivots for day following 26-May-1995
Pivot 1 day 3 day
R1 525.58 527.24
PP 524.93 526.04
S1 524.29 524.85

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

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