S&P500 Cash Index


Trading Metrics calculated at close of trading on 29-Jun-1995
Day Change Summary
Previous Current
28-Jun-1995 29-Jun-1995 Change Change % Previous Week
Open 542.43 544.73 2.30 0.4% 539.83
High 546.30 546.25 -0.05 0.0% 551.07
Low 540.72 540.79 0.07 0.0% 539.83
Close 544.73 543.87 -0.86 -0.2% 549.71
Range 5.58 5.46 -0.12 -2.2% 11.24
ATR 4.39 4.46 0.08 1.7% 0.00
Volume
Daily Pivots for day following 29-Jun-1995
Classic Woodie Camarilla DeMark
R4 560.02 557.40 546.87
R3 554.56 551.94 545.37
R2 549.10 549.10 544.87
R1 546.48 546.48 544.37 545.06
PP 543.64 543.64 543.64 542.93
S1 541.02 541.02 543.37 539.60
S2 538.18 538.18 542.87
S3 532.72 535.56 542.37
S4 527.26 530.10 540.87
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% 4.88 0.9% 30% False False
10 551.07 537.51 13.56 2.5% 4.32 0.8% 47% False False
20 551.07 526.08 24.99 4.6% 4.28 0.8% 71% False False
40 551.07 517.07 34.00 6.3% 4.47 0.8% 79% False False
60 551.07 501.19 49.88 9.2% 4.08 0.7% 86% False False
80 551.07 481.57 69.50 12.8% 3.89 0.7% 90% False False
100 551.07 479.53 71.54 13.2% 3.70 0.7% 90% False False
120 551.07 458.71 92.36 17.0% 3.64 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 True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.63
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 569.46
2.618 560.54
1.618 555.08
1.000 551.71
0.618 549.62
HIGH 546.25
0.618 544.16
0.500 543.52
0.382 542.88
LOW 540.79
0.618 537.42
1.000 535.33
1.618 531.96
2.618 526.50
4.250 517.59
Fisher Pivots for day following 29-Jun-1995
Pivot 1 day 3 day
R1 543.75 543.90
PP 543.64 543.89
S1 543.52 543.88

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

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