S&P500 Cash Index


Trading Metrics calculated at close of trading on 28-Jun-1995
Day Change Summary
Previous Current
27-Jun-1995 28-Jun-1995 Change Change % Previous Week
Open 544.11 542.43 -1.68 -0.3% 539.83
High 547.07 546.30 -0.77 -0.1% 551.07
Low 542.26 540.72 -1.54 -0.3% 539.83
Close 542.43 544.73 2.30 0.4% 549.71
Range 4.81 5.58 0.77 16.0% 11.24
ATR 4.29 4.39 0.09 2.1% 0.00
Volume
Daily Pivots for day following 28-Jun-1995
Classic Woodie Camarilla DeMark
R4 560.66 558.27 547.80
R3 555.08 552.69 546.26
R2 549.50 549.50 545.75
R1 547.11 547.11 545.24 548.31
PP 543.92 543.92 543.92 544.51
S1 541.53 541.53 544.22 542.73
S2 538.34 538.34 543.71
S3 532.76 535.95 543.20
S4 527.18 530.37 541.66
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
5 551.07 540.72 10.35 1.9% 5.21 1.0% 39% False True
10 551.07 535.56 15.51 2.8% 4.13 0.8% 59% False False
20 551.07 526.08 24.99 4.6% 4.21 0.8% 75% False False
40 551.07 514.86 36.21 6.6% 4.48 0.8% 82% False False
60 551.07 501.19 49.88 9.2% 4.04 0.7% 87% False False
80 551.07 479.91 71.16 13.1% 3.89 0.7% 91% False False
100 551.07 478.38 72.69 13.3% 3.68 0.7% 91% False False
120 551.07 458.71 92.36 17.0% 3.62 0.7% 93% 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 0.57
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 570.02
2.618 560.91
1.618 555.33
1.000 551.88
0.618 549.75
HIGH 546.30
0.618 544.17
0.500 543.51
0.382 542.85
LOW 540.72
0.618 537.27
1.000 535.14
1.618 531.69
2.618 526.11
4.250 517.01
Fisher Pivots for day following 28-Jun-1995
Pivot 1 day 3 day
R1 544.32 545.26
PP 543.92 545.08
S1 543.51 544.91

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

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