S&P500 Cash Index


Trading Metrics calculated at close of trading on 18-Jul-1995
Day Change Summary
Previous Current
17-Jul-1995 18-Jul-1995 Change Change % Previous Week
Open 560.34 562.55 2.21 0.4% 553.90
High 562.94 562.72 -0.22 0.0% 561.93
Low 559.45 556.86 -2.59 -0.5% 553.05
Close 562.72 558.46 -4.26 -0.8% 561.00
Range 3.49 5.86 2.37 67.9% 8.88
ATR 4.22 4.33 0.12 2.8% 0.00
Volume
Daily Pivots for day following 18-Jul-1995
Classic Woodie Camarilla DeMark
R4 576.93 573.55 561.68
R3 571.07 567.69 560.07
R2 565.21 565.21 559.53
R1 561.83 561.83 559.00 560.59
PP 559.35 559.35 559.35 558.73
S1 555.97 555.97 557.92 554.73
S2 553.49 553.49 557.39
S3 547.63 550.11 556.85
S4 541.77 544.25 555.24
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% 4.47 0.8% 51% False False
10 562.94 546.28 16.66 3.0% 4.34 0.8% 73% False False
20 562.94 540.72 22.22 4.0% 4.24 0.8% 80% False False
40 562.94 519.19 43.75 7.8% 4.53 0.8% 90% False False
60 562.94 507.44 55.50 9.9% 4.25 0.8% 92% False False
80 562.94 495.70 67.24 12.0% 4.06 0.7% 93% False False
100 562.94 479.91 83.03 14.9% 3.89 0.7% 95% False False
120 562.94 466.90 96.04 17.2% 3.72 0.7% 95% 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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.68
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 587.63
2.618 578.06
1.618 572.20
1.000 568.58
0.618 566.34
HIGH 562.72
0.618 560.48
0.500 559.79
0.382 559.10
LOW 556.86
0.618 553.24
1.000 551.00
1.618 547.38
2.618 541.52
4.250 531.96
Fisher Pivots for day following 18-Jul-1995
Pivot 1 day 3 day
R1 559.79 559.90
PP 559.35 559.42
S1 558.90 558.94

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

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