S&P500 Cash Index


Trading Metrics calculated at close of trading on 30-Jun-1995
Day Change Summary
Previous Current
29-Jun-1995 30-Jun-1995 Change Change % Previous Week
Open 544.73 543.87 -0.86 -0.2% 549.71
High 546.25 546.75 0.50 0.1% 549.79
Low 540.79 543.54 2.75 0.5% 540.72
Close 543.87 544.75 0.88 0.2% 544.75
Range 5.46 3.21 -2.25 -41.2% 9.07
ATR 4.46 4.37 -0.09 -2.0% 0.00
Volume
Daily Pivots for day following 30-Jun-1995
Classic Woodie Camarilla DeMark
R4 554.64 552.91 546.52
R3 551.43 549.70 545.63
R2 548.22 548.22 545.34
R1 546.49 546.49 545.04 547.36
PP 545.01 545.01 545.01 545.45
S1 543.28 543.28 544.46 544.15
S2 541.80 541.80 544.16
S3 538.59 540.07 543.87
S4 535.38 536.86 542.98
Weekly Pivots for week ending 30-Jun-1995
Classic Woodie Camarilla DeMark
R4 572.30 567.59 549.74
R3 563.23 558.52 547.24
R2 554.16 554.16 546.41
R1 549.45 549.45 545.58 547.27
PP 545.09 545.09 545.09 544.00
S1 540.38 540.38 543.92 538.20
S2 536.02 536.02 543.09
S3 526.95 531.31 542.26
S4 517.88 522.24 539.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 549.79 540.72 9.07 1.7% 4.96 0.9% 44% False False
10 551.07 539.83 11.24 2.1% 4.41 0.8% 44% False False
20 551.07 526.08 24.99 4.6% 4.07 0.7% 75% False False
40 551.07 517.07 34.00 6.2% 4.40 0.8% 81% False False
60 551.07 501.19 49.88 9.2% 4.09 0.8% 87% False False
80 551.07 482.13 68.94 12.7% 3.90 0.7% 91% False False
100 551.07 479.53 71.54 13.1% 3.72 0.7% 91% False False
120 551.07 458.71 92.36 17.0% 3.64 0.7% 93% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.67
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 560.39
2.618 555.15
1.618 551.94
1.000 549.96
0.618 548.73
HIGH 546.75
0.618 545.52
0.500 545.15
0.382 544.77
LOW 543.54
0.618 541.56
1.000 540.33
1.618 538.35
2.618 535.14
4.250 529.90
Fisher Pivots for day following 30-Jun-1995
Pivot 1 day 3 day
R1 545.15 544.41
PP 545.01 544.07
S1 544.88 543.74

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

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