S&P500 Cash Index


Trading Metrics calculated at close of trading on 08-Jun-1995
Day Change Summary
Previous Current
07-Jun-1995 08-Jun-1995 Change Change % Previous Week
Open 535.55 533.13 -2.42 -0.5% 523.65
High 535.55 533.56 -1.99 -0.4% 536.90
Low 531.66 531.65 -0.01 0.0% 521.38
Close 533.13 532.35 -0.78 -0.1% 532.51
Range 3.89 1.91 -1.98 -50.9% 15.52
ATR 4.59 4.39 -0.19 -4.2% 0.00
Volume
Daily Pivots for day following 08-Jun-1995
Classic Woodie Camarilla DeMark
R4 538.25 537.21 533.40
R3 536.34 535.30 532.88
R2 534.43 534.43 532.70
R1 533.39 533.39 532.53 532.96
PP 532.52 532.52 532.52 532.30
S1 531.48 531.48 532.17 531.05
S2 530.61 530.61 532.00
S3 528.70 529.57 531.82
S4 526.79 527.66 531.30
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% 4.01 0.8% 36% False False
10 537.43 521.38 16.05 3.0% 4.98 0.9% 68% False False
20 537.43 517.07 20.36 3.8% 4.51 0.8% 75% False False
40 537.43 501.19 36.24 6.8% 4.12 0.8% 86% False False
60 537.43 490.83 46.60 8.8% 3.81 0.7% 89% False False
80 537.43 479.91 57.52 10.8% 3.68 0.7% 91% False False
100 537.43 461.24 76.19 14.3% 3.53 0.7% 93% False False
120 537.43 455.35 82.08 15.4% 3.42 0.6% 94% False 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 0.96
Narrowest range in 46 trading days
Fibonacci Retracements and Extensions
4.250 541.68
2.618 538.56
1.618 536.65
1.000 535.47
0.618 534.74
HIGH 533.56
0.618 532.83
0.500 532.61
0.382 532.38
LOW 531.65
0.618 530.47
1.000 529.74
1.618 528.56
2.618 526.65
4.250 523.53
Fisher Pivots for day following 08-Jun-1995
Pivot 1 day 3 day
R1 532.61 534.37
PP 532.52 533.70
S1 532.44 533.02

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

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