S&P500 Cash Index


Trading Metrics calculated at close of trading on 01-Jun-1995
Day Change Summary
Previous Current
31-May-1995 01-Jun-1995 Change Change % Previous Week
Open 523.70 533.40 9.70 1.9% 519.19
High 533.41 534.17 0.76 0.1% 531.91
Low 522.17 530.05 7.88 1.5% 519.19
Close 533.40 533.49 0.09 0.0% 523.65
Range 11.24 4.12 -7.12 -63.3% 12.72
ATR 4.68 4.64 -0.04 -0.9% 0.00
Volume
Daily Pivots for day following 01-Jun-1995
Classic Woodie Camarilla DeMark
R4 544.93 543.33 535.76
R3 540.81 539.21 534.62
R2 536.69 536.69 534.25
R1 535.09 535.09 533.87 535.89
PP 532.57 532.57 532.57 532.97
S1 530.97 530.97 533.11 531.77
S2 528.45 528.45 532.73
S3 524.33 526.85 532.36
S4 520.21 522.73 531.22
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
5 534.17 521.38 12.79 2.4% 5.95 1.1% 95% True False
10 534.17 517.07 17.10 3.2% 5.59 1.0% 96% True False
20 534.17 517.07 17.10 3.2% 4.66 0.9% 96% True False
40 534.17 501.19 32.98 6.2% 3.97 0.7% 98% True False
60 534.17 481.57 52.60 9.9% 3.76 0.7% 99% True False
80 534.17 479.53 54.64 10.2% 3.55 0.7% 99% True False
100 534.17 458.71 75.46 14.1% 3.52 0.7% 99% True False
120 534.17 442.90 91.27 17.1% 3.40 0.6% 99% True False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.83
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 551.68
2.618 544.96
1.618 540.84
1.000 538.29
0.618 536.72
HIGH 534.17
0.618 532.60
0.500 532.11
0.382 531.62
LOW 530.05
0.618 527.50
1.000 525.93
1.618 523.38
2.618 519.26
4.250 512.54
Fisher Pivots for day following 01-Jun-1995
Pivot 1 day 3 day
R1 533.03 531.59
PP 532.57 529.68
S1 532.11 527.78

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

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