S&P500 Cash Index


Trading Metrics calculated at close of trading on 22-Jun-1995
Day Change Summary
Previous Current
21-Jun-1995 22-Jun-1995 Change Change % Previous Week
Open 544.98 543.98 -1.00 -0.2% 527.94
High 545.93 551.07 5.14 0.9% 539.83
Low 543.90 543.98 0.08 0.0% 527.94
Close 543.98 551.07 7.09 1.3% 539.83
Range 2.03 7.09 5.06 249.3% 11.89
ATR 4.02 4.24 0.22 5.4% 0.00
Volume
Daily Pivots for day following 22-Jun-1995
Classic Woodie Camarilla DeMark
R4 569.98 567.61 554.97
R3 562.89 560.52 553.02
R2 555.80 555.80 552.37
R1 553.43 553.43 551.72 554.62
PP 548.71 548.71 548.71 549.30
S1 546.34 546.34 550.42 547.53
S2 541.62 541.62 549.77
S3 534.53 539.25 549.12
S4 527.44 532.16 547.17
Weekly Pivots for week ending 16-Jun-1995
Classic Woodie Camarilla DeMark
R4 571.54 567.57 546.37
R3 559.65 555.68 543.10
R2 547.76 547.76 542.01
R1 543.79 543.79 540.92 545.78
PP 535.87 535.87 535.87 536.86
S1 531.90 531.90 538.74 533.89
S2 523.98 523.98 537.65
S3 512.09 520.01 536.56
S4 500.20 508.12 533.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 551.07 537.51 13.56 2.5% 3.76 0.7% 100% True False
10 551.07 526.08 24.99 4.5% 4.12 0.7% 100% True False
20 551.07 521.38 29.69 5.4% 4.55 0.8% 100% True False
40 551.07 510.90 40.17 7.3% 4.27 0.8% 100% True False
60 551.07 495.70 55.37 10.0% 4.04 0.7% 100% True False
80 551.07 479.91 71.16 12.9% 3.81 0.7% 100% True False
100 551.07 468.18 82.89 15.0% 3.65 0.7% 100% True False
120 551.07 457.20 93.87 17.0% 3.54 0.6% 100% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 581.20
2.618 569.63
1.618 562.54
1.000 558.16
0.618 555.45
HIGH 551.07
0.618 548.36
0.500 547.53
0.382 546.69
LOW 543.98
0.618 539.60
1.000 536.89
1.618 532.51
2.618 525.42
4.250 513.85
Fisher Pivots for day following 22-Jun-1995
Pivot 1 day 3 day
R1 549.89 549.80
PP 548.71 548.53
S1 547.53 547.27

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

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