S&P500 Cash Index


Trading Metrics calculated at close of trading on 19-Jul-1995
Day Change Summary
Previous Current
18-Jul-1995 19-Jul-1995 Change Change % Previous Week
Open 562.55 556.58 -5.97 -1.1% 553.90
High 562.72 558.46 -4.26 -0.8% 561.93
Low 556.86 542.51 -14.35 -2.6% 553.05
Close 558.46 550.98 -7.48 -1.3% 561.00
Range 5.86 15.95 10.09 172.2% 8.88
ATR 4.33 5.16 0.83 19.1% 0.00
Volume
Daily Pivots for day following 19-Jul-1995
Classic Woodie Camarilla DeMark
R4 598.50 590.69 559.75
R3 582.55 574.74 555.37
R2 566.60 566.60 553.90
R1 558.79 558.79 552.44 554.72
PP 550.65 550.65 550.65 548.62
S1 542.84 542.84 549.52 538.77
S2 534.70 534.70 548.06
S3 518.75 526.89 546.59
S4 502.80 510.94 542.21
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
5 562.94 542.51 20.43 3.7% 7.07 1.3% 41% False True
10 562.94 542.51 20.43 3.7% 5.57 1.0% 41% False True
20 562.94 540.72 22.22 4.0% 4.94 0.9% 46% False False
40 562.94 521.38 41.56 7.5% 4.80 0.9% 71% False False
60 562.94 510.47 52.47 9.5% 4.42 0.8% 77% False False
80 562.94 495.70 67.24 12.2% 4.20 0.8% 82% False False
100 562.94 479.91 83.03 15.1% 4.03 0.7% 86% False False
120 562.94 467.49 95.45 17.3% 3.84 0.7% 87% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.79
Widest range in 1457 trading days
Fibonacci Retracements and Extensions
4.250 626.25
2.618 600.22
1.618 584.27
1.000 574.41
0.618 568.32
HIGH 558.46
0.618 552.37
0.500 550.49
0.382 548.60
LOW 542.51
0.618 532.65
1.000 526.56
1.618 516.70
2.618 500.75
4.250 474.72
Fisher Pivots for day following 19-Jul-1995
Pivot 1 day 3 day
R1 550.82 552.73
PP 550.65 552.14
S1 550.49 551.56

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

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