S&P500 Cash Index


Trading Metrics calculated at close of trading on 07-Jul-1995
Day Change Summary
Previous Current
06-Jul-1995 07-Jul-1995 Change Change % Previous Week
Open 547.09 547.26 0.17 0.0% 544.75
High 549.98 553.99 4.01 0.7% 553.99
Low 546.28 546.59 0.31 0.1% 544.43
Close 547.26 553.99 6.73 1.2% 553.99
Range 3.70 7.40 3.70 100.0% 9.56
ATR 4.18 4.41 0.23 5.5% 0.00
Volume
Daily Pivots for day following 07-Jul-1995
Classic Woodie Camarilla DeMark
R4 573.72 571.26 558.06
R3 566.32 563.86 556.03
R2 558.92 558.92 555.35
R1 556.46 556.46 554.67 557.69
PP 551.52 551.52 551.52 552.14
S1 549.06 549.06 553.31 550.29
S2 544.12 544.12 552.63
S3 536.72 541.66 551.96
S4 529.32 534.26 549.92
Weekly Pivots for week ending 07-Jul-1995
Classic Woodie Camarilla DeMark
R4 579.48 576.30 559.25
R3 569.92 566.74 556.62
R2 560.36 560.36 555.74
R1 557.18 557.18 554.87 558.77
PP 550.80 550.80 550.80 551.60
S1 547.62 547.62 553.11 549.21
S2 541.24 541.24 552.24
S3 531.68 538.06 551.36
S4 522.12 528.50 548.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 553.99 543.54 10.45 1.9% 4.14 0.7% 100% True False
10 553.99 540.72 13.27 2.4% 4.51 0.8% 100% True False
20 553.99 526.08 27.91 5.0% 4.31 0.8% 100% True False
40 553.99 517.07 36.92 6.7% 4.41 0.8% 100% True False
60 553.99 501.19 52.80 9.5% 4.19 0.8% 100% True False
80 553.99 490.83 63.16 11.4% 3.94 0.7% 100% True False
100 553.99 479.91 74.08 13.4% 3.81 0.7% 100% True False
120 553.99 461.24 92.75 16.7% 3.66 0.7% 100% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.81
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 585.44
2.618 573.36
1.618 565.96
1.000 561.39
0.618 558.56
HIGH 553.99
0.618 551.16
0.500 550.29
0.382 549.42
LOW 546.59
0.618 542.02
1.000 539.19
1.618 534.62
2.618 527.22
4.250 515.14
Fisher Pivots for day following 07-Jul-1995
Pivot 1 day 3 day
R1 552.76 552.71
PP 551.52 551.42
S1 550.29 550.14

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

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