S&P500 Cash Index


Trading Metrics calculated at close of trading on 12-Jul-1995
Day Change Summary
Previous Current
11-Jul-1995 12-Jul-1995 Change Change % Previous Week
Open 556.37 556.78 0.41 0.1% 544.75
High 558.48 556.78 -1.70 -0.3% 553.99
Low 555.77 553.80 -1.97 -0.4% 544.43
Close 557.19 554.78 -2.41 -0.4% 553.99
Range 2.71 2.98 0.27 10.0% 9.56
ATR 4.23 4.17 -0.06 -1.4% 0.00
Volume
Daily Pivots for day following 12-Jul-1995
Classic Woodie Camarilla DeMark
R4 564.06 562.40 556.42
R3 561.08 559.42 555.60
R2 558.10 558.10 555.33
R1 556.44 556.44 555.05 555.78
PP 555.12 555.12 555.12 554.79
S1 553.46 553.46 554.51 552.80
S2 552.14 552.14 554.23
S3 549.16 550.48 553.96
S4 546.18 547.50 553.14
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% 4.06 0.7% 70% False False
10 558.48 540.72 17.76 3.2% 4.09 0.7% 79% False False
20 558.48 533.83 24.65 4.4% 3.96 0.7% 85% False False
40 558.48 517.07 41.41 7.5% 4.43 0.8% 91% False False
60 558.48 501.19 57.29 10.3% 4.15 0.7% 94% False False
80 558.48 493.71 64.77 11.7% 3.96 0.7% 94% False False
100 558.48 479.91 78.57 14.2% 3.82 0.7% 95% False False
120 558.48 461.24 97.24 17.5% 3.68 0.7% 96% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.76
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 569.45
2.618 564.58
1.618 561.60
1.000 559.76
0.618 558.62
HIGH 556.78
0.618 555.64
0.500 555.29
0.382 554.94
LOW 553.80
0.618 551.96
1.000 550.82
1.618 548.98
2.618 546.00
4.250 541.14
Fisher Pivots for day following 12-Jul-1995
Pivot 1 day 3 day
R1 555.29 555.77
PP 555.12 555.44
S1 554.95 555.11

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

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