S&P500 Cash Index


Trading Metrics calculated at close of trading on 30-May-1995
Day Change Summary
Previous Current
26-May-1995 30-May-1995 Change Change % Previous Week
Open 528.59 523.65 -4.94 -0.9% 519.19
High 528.59 525.58 -3.01 -0.6% 531.91
Low 522.56 521.38 -1.18 -0.2% 519.19
Close 523.65 523.58 -0.07 0.0% 523.65
Range 6.03 4.20 -1.83 -30.3% 12.72
ATR 4.18 4.18 0.00 0.0% 0.00
Volume
Daily Pivots for day following 30-May-1995
Classic Woodie Camarilla DeMark
R4 536.11 534.05 525.89
R3 531.91 529.85 524.74
R2 527.71 527.71 524.35
R1 525.65 525.65 523.97 524.58
PP 523.51 523.51 523.51 522.98
S1 521.45 521.45 523.20 520.38
S2 519.31 519.31 522.81
S3 515.11 517.25 522.43
S4 510.91 513.05 521.27
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
5 531.91 521.38 10.53 2.0% 5.12 1.0% 21% False True
10 531.91 517.07 14.84 2.8% 4.62 0.9% 44% False False
20 531.91 513.03 18.88 3.6% 4.28 0.8% 56% False False
40 531.91 500.20 31.71 6.1% 3.72 0.7% 74% False False
60 531.91 479.91 52.00 9.9% 3.67 0.7% 84% False False
80 531.91 472.78 59.13 11.3% 3.49 0.7% 86% False False
100 531.91 458.71 73.20 14.0% 3.41 0.7% 89% False False
120 531.91 442.90 89.01 17.0% 3.36 0.6% 91% 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 0.75
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 543.43
2.618 536.58
1.618 532.38
1.000 529.78
0.618 528.18
HIGH 525.58
0.618 523.98
0.500 523.48
0.382 522.98
LOW 521.38
0.618 518.78
1.000 517.18
1.618 514.58
2.618 510.38
4.250 503.53
Fisher Pivots for day following 30-May-1995
Pivot 1 day 3 day
R1 523.55 525.21
PP 523.51 524.66
S1 523.48 524.12

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

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