S&P500 Cash Index


Trading Metrics calculated at close of trading on 17-Jul-1995
Day Change Summary
Previous Current
14-Jul-1995 17-Jul-1995 Change Change % Previous Week
Open 560.89 560.34 -0.55 -0.1% 553.90
High 561.93 562.94 1.01 0.2% 561.93
Low 559.10 559.45 0.35 0.1% 553.05
Close 561.00 562.72 1.72 0.3% 561.00
Range 2.83 3.49 0.66 23.3% 8.88
ATR 4.27 4.22 -0.06 -1.3% 0.00
Volume
Daily Pivots for day following 17-Jul-1995
Classic Woodie Camarilla DeMark
R4 572.17 570.94 564.64
R3 568.68 567.45 563.68
R2 565.19 565.19 563.36
R1 563.96 563.96 563.04 564.58
PP 561.70 561.70 561.70 562.01
S1 560.47 560.47 562.40 561.09
S2 558.21 558.21 562.08
S3 554.72 556.98 561.76
S4 551.23 553.49 560.80
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
5 562.94 553.80 9.14 1.6% 3.84 0.7% 98% True False
10 562.94 544.43 18.51 3.3% 4.02 0.7% 99% True False
20 562.94 539.83 23.11 4.1% 4.22 0.7% 99% True False
40 562.94 517.07 45.87 8.2% 4.44 0.8% 100% True False
60 562.94 505.63 57.31 10.2% 4.20 0.7% 100% True False
80 562.94 494.19 68.75 12.2% 4.02 0.7% 100% True False
100 562.94 479.91 83.03 14.8% 3.88 0.7% 100% True False
120 562.94 464.40 98.54 17.5% 3.72 0.7% 100% True 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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.70
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 577.77
2.618 572.08
1.618 568.59
1.000 566.43
0.618 565.10
HIGH 562.94
0.618 561.61
0.500 561.20
0.382 560.78
LOW 559.45
0.618 557.29
1.000 555.96
1.618 553.80
2.618 550.31
4.250 544.62
Fisher Pivots for day following 17-Jul-1995
Pivot 1 day 3 day
R1 562.21 561.35
PP 561.70 559.98
S1 561.20 558.61

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

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