S&P500 Cash Index


Trading Metrics calculated at close of trading on 10-Jul-1995
Day Change Summary
Previous Current
07-Jul-1995 10-Jul-1995 Change Change % Previous Week
Open 547.26 553.90 6.64 1.2% 544.75
High 553.99 556.57 2.58 0.5% 553.99
Low 546.59 553.05 6.46 1.2% 544.43
Close 553.99 556.37 2.38 0.4% 553.99
Range 7.40 3.52 -3.88 -52.4% 9.56
ATR 4.41 4.34 -0.06 -1.4% 0.00
Volume
Daily Pivots for day following 10-Jul-1995
Classic Woodie Camarilla DeMark
R4 565.89 564.65 558.31
R3 562.37 561.13 557.34
R2 558.85 558.85 557.02
R1 557.61 557.61 556.69 558.23
PP 555.33 555.33 555.33 555.64
S1 554.09 554.09 556.05 554.71
S2 551.81 551.81 555.72
S3 548.29 550.57 555.40
S4 544.77 547.05 554.43
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
5 556.57 544.43 12.14 2.2% 4.20 0.8% 98% True False
10 556.57 540.72 15.85 2.8% 4.58 0.8% 99% True False
20 556.57 527.94 28.63 5.1% 4.17 0.8% 99% True False
40 556.57 517.07 39.50 7.1% 4.45 0.8% 99% True False
60 556.57 501.19 55.38 10.0% 4.21 0.8% 100% True False
80 556.57 491.78 64.79 11.6% 3.96 0.7% 100% True False
100 556.57 479.91 76.66 13.8% 3.82 0.7% 100% True False
120 556.57 461.24 95.33 17.1% 3.67 0.7% 100% True False
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.90
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 571.53
2.618 565.79
1.618 562.27
1.000 560.09
0.618 558.75
HIGH 556.57
0.618 555.23
0.500 554.81
0.382 554.39
LOW 553.05
0.618 550.87
1.000 549.53
1.618 547.35
2.618 543.83
4.250 538.09
Fisher Pivots for day following 10-Jul-1995
Pivot 1 day 3 day
R1 555.85 554.72
PP 555.33 553.07
S1 554.81 551.43

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

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