S&P500 Cash Index


Trading Metrics calculated at close of trading on 13-Jul-1995
Day Change Summary
Previous Current
12-Jul-1995 13-Jul-1995 Change Change % Previous Week
Open 556.78 555.27 -1.51 -0.3% 544.75
High 556.78 561.49 4.71 0.8% 553.99
Low 553.80 554.28 0.48 0.1% 544.43
Close 554.78 560.89 6.11 1.1% 553.99
Range 2.98 7.21 4.23 141.9% 9.56
ATR 4.17 4.38 0.22 5.2% 0.00
Volume
Daily Pivots for day following 13-Jul-1995
Classic Woodie Camarilla DeMark
R4 580.52 577.91 564.86
R3 573.31 570.70 562.87
R2 566.10 566.10 562.21
R1 563.49 563.49 561.55 564.80
PP 558.89 558.89 558.89 559.54
S1 556.28 556.28 560.23 557.59
S2 551.68 551.68 559.57
S3 544.47 549.07 558.91
S4 537.26 541.86 556.92
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
5 561.49 546.59 14.90 2.7% 4.76 0.8% 96% True False
10 561.49 540.79 20.70 3.7% 4.26 0.8% 97% True False
20 561.49 535.56 25.93 4.6% 4.19 0.7% 98% True False
40 561.49 517.07 44.42 7.9% 4.54 0.8% 99% True False
60 561.49 501.19 60.30 10.8% 4.22 0.8% 99% True False
80 561.49 493.71 67.78 12.1% 4.03 0.7% 99% True False
100 561.49 479.91 81.58 14.5% 3.86 0.7% 99% True False
120 561.49 461.24 100.25 17.9% 3.72 0.7% 99% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.69
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 592.13
2.618 580.37
1.618 573.16
1.000 568.70
0.618 565.95
HIGH 561.49
0.618 558.74
0.500 557.89
0.382 557.03
LOW 554.28
0.618 549.82
1.000 547.07
1.618 542.61
2.618 535.40
4.250 523.64
Fisher Pivots for day following 13-Jul-1995
Pivot 1 day 3 day
R1 559.89 559.81
PP 558.89 558.73
S1 557.89 557.65

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

View Archives - Comment on this page... - Back to Index of Symbols