S&P500 Cash Index


Trading Metrics calculated at close of trading on 14-Jul-1995
Day Change Summary
Previous Current
13-Jul-1995 14-Jul-1995 Change Change % Previous Week
Open 555.27 560.89 5.62 1.0% 553.90
High 561.49 561.93 0.44 0.1% 561.93
Low 554.28 559.10 4.82 0.9% 553.05
Close 560.89 561.00 0.11 0.0% 561.00
Range 7.21 2.83 -4.38 -60.7% 8.88
ATR 4.38 4.27 -0.11 -2.5% 0.00
Volume
Daily Pivots for day following 14-Jul-1995
Classic Woodie Camarilla DeMark
R4 569.17 567.91 562.56
R3 566.34 565.08 561.78
R2 563.51 563.51 561.52
R1 562.25 562.25 561.26 562.88
PP 560.68 560.68 560.68 560.99
S1 559.42 559.42 560.74 560.05
S2 557.85 557.85 560.48
S3 555.02 556.59 560.22
S4 552.19 553.76 559.44
Weekly Pivots for week ending 14-Jul-1995
Classic Woodie Camarilla DeMark
R4 585.30 582.03 565.88
R3 576.42 573.15 563.44
R2 567.54 567.54 562.63
R1 564.27 564.27 561.81 565.91
PP 558.66 558.66 558.66 559.48
S1 555.39 555.39 560.19 557.03
S2 549.78 549.78 559.37
S3 540.90 546.51 558.56
S4 532.02 537.63 556.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 561.93 553.05 8.88 1.6% 3.85 0.7% 90% True False
10 561.93 543.54 18.39 3.3% 3.99 0.7% 95% True False
20 561.93 537.51 24.42 4.4% 4.16 0.7% 96% True False
40 561.93 517.07 44.86 8.0% 4.54 0.8% 98% True False
60 561.93 503.44 58.49 10.4% 4.19 0.7% 98% True False
80 561.93 493.71 68.22 12.2% 4.00 0.7% 99% True False
100 561.93 479.91 82.02 14.6% 3.88 0.7% 99% True False
120 561.93 464.40 97.53 17.4% 3.70 0.7% 99% True False
Crabel Price Patterns
NR True
NR4 False
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 0.64
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 573.96
2.618 569.34
1.618 566.51
1.000 564.76
0.618 563.68
HIGH 561.93
0.618 560.85
0.500 560.52
0.382 560.18
LOW 559.10
0.618 557.35
1.000 556.27
1.618 554.52
2.618 551.69
4.250 547.07
Fisher Pivots for day following 14-Jul-1995
Pivot 1 day 3 day
R1 560.84 559.96
PP 560.68 558.91
S1 560.52 557.87

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

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