S&P500 Cash Index


Trading Metrics calculated at close of trading on 31-May-1995
Day Change Summary
Previous Current
30-May-1995 31-May-1995 Change Change % Previous Week
Open 523.65 523.70 0.05 0.0% 519.19
High 525.58 533.41 7.83 1.5% 531.91
Low 521.38 522.17 0.79 0.2% 519.19
Close 523.58 533.40 9.82 1.9% 523.65
Range 4.20 11.24 7.04 167.6% 12.72
ATR 4.18 4.68 0.50 12.1% 0.00
Volume
Daily Pivots for day following 31-May-1995
Classic Woodie Camarilla DeMark
R4 563.38 559.63 539.58
R3 552.14 548.39 536.49
R2 540.90 540.90 535.46
R1 537.15 537.15 534.43 539.03
PP 529.66 529.66 529.66 530.60
S1 525.91 525.91 532.37 527.79
S2 518.42 518.42 531.34
S3 507.18 514.67 530.31
S4 495.94 503.43 527.22
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
5 533.41 521.38 12.03 2.3% 6.38 1.2% 100% True False
10 533.41 517.07 16.34 3.1% 5.48 1.0% 100% True False
20 533.41 514.86 18.55 3.5% 4.74 0.9% 100% True False
40 533.41 501.19 32.22 6.0% 3.96 0.7% 100% True False
60 533.41 479.91 53.50 10.0% 3.79 0.7% 100% True False
80 533.41 478.38 55.03 10.3% 3.55 0.7% 100% True False
100 533.41 458.71 74.70 14.0% 3.50 0.7% 100% True False
120 533.41 442.90 90.51 17.0% 3.43 0.6% 100% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.77
Widest range in 332 trading days
Fibonacci Retracements and Extensions
4.250 581.18
2.618 562.84
1.618 551.60
1.000 544.65
0.618 540.36
HIGH 533.41
0.618 529.12
0.500 527.79
0.382 526.46
LOW 522.17
0.618 515.22
1.000 510.93
1.618 503.98
2.618 492.74
4.250 474.40
Fisher Pivots for day following 31-May-1995
Pivot 1 day 3 day
R1 531.53 531.40
PP 529.66 529.40
S1 527.79 527.40

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

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