S&P500 Cash Index


Trading Metrics calculated at close of trading on 27-Jun-1995
Day Change Summary
Previous Current
26-Jun-1995 27-Jun-1995 Change Change % Previous Week
Open 549.71 544.11 -5.60 -1.0% 539.83
High 549.79 547.07 -2.72 -0.5% 551.07
Low 544.06 542.26 -1.80 -0.3% 539.83
Close 544.13 542.43 -1.70 -0.3% 549.71
Range 5.73 4.81 -0.92 -16.1% 11.24
ATR 4.25 4.29 0.04 0.9% 0.00
Volume
Daily Pivots for day following 27-Jun-1995
Classic Woodie Camarilla DeMark
R4 558.35 555.20 545.08
R3 553.54 550.39 543.75
R2 548.73 548.73 543.31
R1 545.58 545.58 542.87 544.75
PP 543.92 543.92 543.92 543.51
S1 540.77 540.77 541.99 539.94
S2 539.11 539.11 541.55
S3 534.30 535.96 541.11
S4 529.49 531.15 539.78
Weekly Pivots for week ending 23-Jun-1995
Classic Woodie Camarilla DeMark
R4 580.59 576.39 555.89
R3 569.35 565.15 552.80
R2 558.11 558.11 551.77
R1 553.91 553.91 550.74 556.01
PP 546.87 546.87 546.87 547.92
S1 542.67 542.67 548.68 544.77
S2 535.63 535.63 547.65
S3 524.39 531.43 546.62
S4 513.15 520.19 543.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 551.07 542.26 8.81 1.6% 4.50 0.8% 2% False True
10 551.07 533.83 17.24 3.2% 3.83 0.7% 50% False False
20 551.07 522.17 28.90 5.3% 4.50 0.8% 70% False False
40 551.07 513.03 38.04 7.0% 4.39 0.8% 77% False False
60 551.07 500.20 50.87 9.4% 3.98 0.7% 83% False False
80 551.07 479.91 71.16 13.1% 3.88 0.7% 88% False False
100 551.07 472.78 78.29 14.4% 3.70 0.7% 89% False False
120 551.07 458.71 92.36 17.0% 3.59 0.7% 91% 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 0.45
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 567.51
2.618 559.66
1.618 554.85
1.000 551.88
0.618 550.04
HIGH 547.07
0.618 545.23
0.500 544.67
0.382 544.10
LOW 542.26
0.618 539.29
1.000 537.45
1.618 534.48
2.618 529.67
4.250 521.82
Fisher Pivots for day following 27-Jun-1995
Pivot 1 day 3 day
R1 544.67 546.67
PP 543.92 545.25
S1 543.18 543.84

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

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