S&P500 Cash Index


Trading Metrics calculated at close of trading on 07-Jun-1995
Day Change Summary
Previous Current
06-Jun-1995 07-Jun-1995 Change Change % Previous Week
Open 535.60 535.55 -0.05 0.0% 523.65
High 537.09 535.55 -1.54 -0.3% 536.90
Low 535.14 531.66 -3.48 -0.7% 521.38
Close 535.55 533.13 -2.42 -0.5% 532.51
Range 1.95 3.89 1.94 99.5% 15.52
ATR 4.64 4.59 -0.05 -1.2% 0.00
Volume
Daily Pivots for day following 07-Jun-1995
Classic Woodie Camarilla DeMark
R4 545.12 543.01 535.27
R3 541.23 539.12 534.20
R2 537.34 537.34 533.84
R1 535.23 535.23 533.49 534.34
PP 533.45 533.45 533.45 533.00
S1 531.34 531.34 532.77 530.45
S2 529.56 529.56 532.42
S3 525.67 527.45 532.06
S4 521.78 523.56 530.99
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
5 537.43 529.55 7.88 1.5% 4.45 0.8% 45% False False
10 537.43 521.38 16.05 3.0% 5.42 1.0% 73% False False
20 537.43 517.07 20.36 3.8% 4.56 0.9% 79% False False
40 537.43 501.19 36.24 6.8% 4.17 0.8% 88% False False
60 537.43 490.05 47.38 8.9% 3.84 0.7% 91% False False
80 537.43 479.91 57.52 10.8% 3.68 0.7% 93% False False
100 537.43 461.24 76.19 14.3% 3.55 0.7% 94% False False
120 537.43 454.50 82.93 15.6% 3.42 0.6% 95% 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 1.22
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 552.08
2.618 545.73
1.618 541.84
1.000 539.44
0.618 537.95
HIGH 535.55
0.618 534.06
0.500 533.61
0.382 533.15
LOW 531.66
0.618 529.26
1.000 527.77
1.618 525.37
2.618 521.48
4.250 515.13
Fisher Pivots for day following 07-Jun-1995
Pivot 1 day 3 day
R1 533.61 534.55
PP 533.45 534.07
S1 533.29 533.60

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

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