S&P500 Cash Index


Trading Metrics calculated at close of trading on 12-Jun-1995
Day Change Summary
Previous Current
09-Jun-1995 12-Jun-1995 Change Change % Previous Week
Open 532.35 527.94 -4.41 -0.8% 532.51
High 532.35 532.54 0.19 0.0% 537.43
Low 526.08 527.94 1.86 0.4% 526.08
Close 527.94 530.88 2.94 0.6% 527.94
Range 6.27 4.60 -1.67 -26.6% 11.35
ATR 4.53 4.53 0.01 0.1% 0.00
Volume
Daily Pivots for day following 12-Jun-1995
Classic Woodie Camarilla DeMark
R4 544.25 542.17 533.41
R3 539.65 537.57 532.15
R2 535.05 535.05 531.72
R1 532.97 532.97 531.30 534.01
PP 530.45 530.45 530.45 530.98
S1 528.37 528.37 530.46 529.41
S2 525.85 525.85 530.04
S3 521.25 523.77 529.62
S4 516.65 519.17 528.35
Weekly Pivots for week ending 09-Jun-1995
Classic Woodie Camarilla DeMark
R4 564.53 557.59 534.18
R3 553.18 546.24 531.06
R2 541.83 541.83 530.02
R1 534.89 534.89 528.98 532.69
PP 530.48 530.48 530.48 529.38
S1 523.54 523.54 526.90 521.34
S2 519.13 519.13 525.86
S3 507.78 512.19 524.82
S4 496.43 500.84 521.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 537.09 526.08 11.01 2.1% 3.72 0.7% 44% False False
10 537.43 521.38 16.05 3.0% 5.05 1.0% 59% False False
20 537.43 517.07 20.36 3.8% 4.76 0.9% 68% False False
40 537.43 501.19 36.24 6.8% 4.28 0.8% 82% False False
60 537.43 493.71 43.72 8.2% 3.90 0.7% 85% False False
80 537.43 479.91 57.52 10.8% 3.75 0.7% 89% False False
100 537.43 461.24 76.19 14.4% 3.59 0.7% 91% False False
120 537.43 456.41 81.02 15.3% 3.46 0.7% 92% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.86
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 552.09
2.618 544.58
1.618 539.98
1.000 537.14
0.618 535.38
HIGH 532.54
0.618 530.78
0.500 530.24
0.382 529.70
LOW 527.94
0.618 525.10
1.000 523.34
1.618 520.50
2.618 515.90
4.250 508.39
Fisher Pivots for day following 12-Jun-1995
Pivot 1 day 3 day
R1 530.67 530.53
PP 530.45 530.17
S1 530.24 529.82

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

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