S&P500 Cash Index


Trading Metrics calculated at close of trading on 13-Jun-1995
Day Change Summary
Previous Current
12-Jun-1995 13-Jun-1995 Change Change % Previous Week
Open 527.94 530.88 2.94 0.6% 532.51
High 532.54 536.19 3.65 0.7% 537.43
Low 527.94 530.88 2.94 0.6% 526.08
Close 530.88 536.05 5.17 1.0% 527.94
Range 4.60 5.31 0.71 15.4% 11.35
ATR 4.53 4.59 0.06 1.2% 0.00
Volume
Daily Pivots for day following 13-Jun-1995
Classic Woodie Camarilla DeMark
R4 550.30 548.49 538.97
R3 544.99 543.18 537.51
R2 539.68 539.68 537.02
R1 537.87 537.87 536.54 538.78
PP 534.37 534.37 534.37 534.83
S1 532.56 532.56 535.56 533.47
S2 529.06 529.06 535.08
S3 523.75 527.25 534.59
S4 518.44 521.94 533.13
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
5 536.19 526.08 10.11 1.9% 4.40 0.8% 99% True False
10 537.43 522.17 15.26 2.8% 5.16 1.0% 91% False False
20 537.43 517.07 20.36 3.8% 4.89 0.9% 93% False False
40 537.43 501.19 36.24 6.8% 4.25 0.8% 96% False False
60 537.43 493.71 43.72 8.2% 3.96 0.7% 97% False False
80 537.43 479.91 57.52 10.7% 3.79 0.7% 98% False False
100 537.43 461.24 76.19 14.2% 3.62 0.7% 98% False False
120 537.43 457.17 80.26 15.0% 3.49 0.7% 98% 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 0.66
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 558.76
2.618 550.09
1.618 544.78
1.000 541.50
0.618 539.47
HIGH 536.19
0.618 534.16
0.500 533.54
0.382 532.91
LOW 530.88
0.618 527.60
1.000 525.57
1.618 522.29
2.618 516.98
4.250 508.31
Fisher Pivots for day following 13-Jun-1995
Pivot 1 day 3 day
R1 535.21 534.41
PP 534.37 532.77
S1 533.54 531.14

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

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