S&P500 Cash Index


Trading Metrics calculated at close of trading on 11-Jul-1995
Day Change Summary
Previous Current
10-Jul-1995 11-Jul-1995 Change Change % Previous Week
Open 553.90 556.37 2.47 0.4% 544.75
High 556.57 558.48 1.91 0.3% 553.99
Low 553.05 555.77 2.72 0.5% 544.43
Close 556.37 557.19 0.82 0.1% 553.99
Range 3.52 2.71 -0.81 -23.0% 9.56
ATR 4.34 4.23 -0.12 -2.7% 0.00
Volume
Daily Pivots for day following 11-Jul-1995
Classic Woodie Camarilla DeMark
R4 565.28 563.94 558.68
R3 562.57 561.23 557.94
R2 559.86 559.86 557.69
R1 558.52 558.52 557.44 559.19
PP 557.15 557.15 557.15 557.48
S1 555.81 555.81 556.94 556.48
S2 554.44 554.44 556.69
S3 551.73 553.10 556.44
S4 549.02 550.39 555.70
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
5 558.48 546.28 12.20 2.2% 4.21 0.8% 89% True False
10 558.48 540.72 17.76 3.2% 4.28 0.8% 93% True False
20 558.48 530.88 27.60 5.0% 4.08 0.7% 95% True False
40 558.48 517.07 41.41 7.4% 4.42 0.8% 97% True False
60 558.48 501.19 57.29 10.3% 4.21 0.8% 98% True False
80 558.48 493.71 64.77 11.6% 3.94 0.7% 98% True False
100 558.48 479.91 78.57 14.1% 3.81 0.7% 98% True False
120 558.48 461.24 97.24 17.5% 3.68 0.7% 99% True 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 0.95
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 570.00
2.618 565.57
1.618 562.86
1.000 561.19
0.618 560.15
HIGH 558.48
0.618 557.44
0.500 557.13
0.382 556.81
LOW 555.77
0.618 554.10
1.000 553.06
1.618 551.39
2.618 548.68
4.250 544.25
Fisher Pivots for day following 11-Jul-1995
Pivot 1 day 3 day
R1 557.17 555.64
PP 557.15 554.09
S1 557.13 552.54

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

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