S&P500 Cash Index


Trading Metrics calculated at close of trading on 06-Jun-1995
Day Change Summary
Previous Current
05-Jun-1995 06-Jun-1995 Change Change % Previous Week
Open 532.51 535.60 3.09 0.6% 523.65
High 537.43 537.09 -0.34 -0.1% 536.90
Low 532.47 535.14 2.67 0.5% 521.38
Close 535.60 535.55 -0.05 0.0% 532.51
Range 4.96 1.95 -3.01 -60.7% 15.52
ATR 4.85 4.64 -0.21 -4.3% 0.00
Volume
Daily Pivots for day following 06-Jun-1995
Classic Woodie Camarilla DeMark
R4 541.78 540.61 536.62
R3 539.83 538.66 536.09
R2 537.88 537.88 535.91
R1 536.71 536.71 535.73 536.32
PP 535.93 535.93 535.93 535.73
S1 534.76 534.76 535.37 534.37
S2 533.98 533.98 535.19
S3 532.03 532.81 535.01
S4 530.08 530.86 534.48
Weekly Pivots for week ending 02-Jun-1995
Classic Woodie Camarilla DeMark
R4 576.82 570.19 541.05
R3 561.30 554.67 536.78
R2 545.78 545.78 535.36
R1 539.15 539.15 533.93 542.47
PP 530.26 530.26 530.26 531.92
S1 523.63 523.63 531.09 526.95
S2 514.74 514.74 529.66
S3 499.22 508.11 528.24
S4 483.70 492.59 523.97
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 537.43 522.17 15.26 2.8% 5.92 1.1% 88% False False
10 537.43 521.38 16.05 3.0% 5.52 1.0% 88% False False
20 537.43 517.07 20.36 3.8% 4.58 0.9% 91% False False
40 537.43 501.19 36.24 6.8% 4.13 0.8% 95% False False
60 537.43 489.35 48.08 9.0% 3.81 0.7% 96% False False
80 537.43 479.53 57.90 10.8% 3.66 0.7% 97% False False
100 537.43 461.24 76.19 14.2% 3.56 0.7% 98% False False
120 537.43 450.05 87.38 16.3% 3.44 0.6% 98% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.22
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 545.38
2.618 542.20
1.618 540.25
1.000 539.04
0.618 538.30
HIGH 537.09
0.618 536.35
0.500 536.12
0.382 535.88
LOW 535.14
0.618 533.93
1.000 533.19
1.618 531.98
2.618 530.03
4.250 526.85
Fisher Pivots for day following 06-Jun-1995
Pivot 1 day 3 day
R1 536.12 534.86
PP 535.93 534.18
S1 535.74 533.49

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

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