S&P500 Cash Index


Trading Metrics calculated at close of trading on 03-Jul-1995
Day Change Summary
Previous Current
30-Jun-1995 03-Jul-1995 Change Change % Previous Week
Open 543.87 544.75 0.88 0.2% 549.71
High 546.75 547.10 0.35 0.1% 549.79
Low 543.54 544.43 0.89 0.2% 540.72
Close 544.75 547.09 2.34 0.4% 544.75
Range 3.21 2.67 -0.54 -16.8% 9.07
ATR 4.37 4.25 -0.12 -2.8% 0.00
Volume
Daily Pivots for day following 03-Jul-1995
Classic Woodie Camarilla DeMark
R4 554.22 553.32 548.56
R3 551.55 550.65 547.82
R2 548.88 548.88 547.58
R1 547.98 547.98 547.33 548.43
PP 546.21 546.21 546.21 546.43
S1 545.31 545.31 546.85 545.76
S2 543.54 543.54 546.60
S3 540.87 542.64 546.36
S4 538.20 539.97 545.62
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
5 547.10 540.72 6.38 1.2% 4.35 0.8% 100% True False
10 551.07 540.72 10.35 1.9% 4.14 0.8% 62% False False
20 551.07 526.08 24.99 4.6% 3.96 0.7% 84% False False
40 551.07 517.07 34.00 6.2% 4.37 0.8% 88% False False
60 551.07 501.19 49.88 9.1% 4.10 0.7% 92% False False
80 551.07 483.16 67.91 12.4% 3.91 0.7% 94% False False
100 551.07 479.53 71.54 13.1% 3.72 0.7% 94% False False
120 551.07 460.64 90.43 16.5% 3.62 0.7% 96% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.70
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 558.45
2.618 554.09
1.618 551.42
1.000 549.77
0.618 548.75
HIGH 547.10
0.618 546.08
0.500 545.77
0.382 545.45
LOW 544.43
0.618 542.78
1.000 541.76
1.618 540.11
2.618 537.44
4.250 533.08
Fisher Pivots for day following 03-Jul-1995
Pivot 1 day 3 day
R1 546.65 546.04
PP 546.21 544.99
S1 545.77 543.95

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

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