S&P500 Cash Index


Trading Metrics calculated at close of trading on 21-Jul-1995
Day Change Summary
Previous Current
20-Jul-1995 21-Jul-1995 Change Change % Previous Week
Open 550.98 553.34 2.36 0.4% 560.34
High 554.43 554.73 0.30 0.1% 562.94
Low 549.10 550.91 1.81 0.3% 542.51
Close 553.54 553.62 0.08 0.0% 553.62
Range 5.33 3.82 -1.51 -28.3% 20.43
ATR 5.18 5.08 -0.10 -1.9% 0.00
Volume
Daily Pivots for day following 21-Jul-1995
Classic Woodie Camarilla DeMark
R4 564.55 562.90 555.72
R3 560.73 559.08 554.67
R2 556.91 556.91 554.32
R1 555.26 555.26 553.97 556.09
PP 553.09 553.09 553.09 553.50
S1 551.44 551.44 553.27 552.27
S2 549.27 549.27 552.92
S3 545.45 547.62 552.57
S4 541.63 543.80 551.52
Weekly Pivots for week ending 21-Jul-1995
Classic Woodie Camarilla DeMark
R4 614.31 604.40 564.86
R3 593.88 583.97 559.24
R2 573.45 573.45 557.37
R1 563.54 563.54 555.49 558.28
PP 553.02 553.02 553.02 550.40
S1 543.11 543.11 551.75 537.85
S2 532.59 532.59 549.87
S3 512.16 522.68 548.00
S4 491.73 502.25 542.38
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% 6.89 1.2% 54% False False
10 562.94 542.51 20.43 3.7% 5.37 1.0% 54% False False
20 562.94 540.72 22.22 4.0% 4.94 0.9% 58% False False
40 562.94 521.38 41.56 7.5% 4.74 0.9% 78% False False
60 562.94 510.90 52.04 9.4% 4.49 0.8% 82% False False
80 562.94 495.70 67.24 12.1% 4.26 0.8% 86% False False
100 562.94 479.91 83.03 15.0% 4.03 0.7% 89% False False
120 562.94 468.18 94.76 17.1% 3.87 0.7% 90% False False
Crabel Price Patterns
NR True
NR4 True
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 0.97
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 570.97
2.618 564.73
1.618 560.91
1.000 558.55
0.618 557.09
HIGH 554.73
0.618 553.27
0.500 552.82
0.382 552.37
LOW 550.91
0.618 548.55
1.000 547.09
1.618 544.73
2.618 540.91
4.250 534.68
Fisher Pivots for day following 21-Jul-1995
Pivot 1 day 3 day
R1 553.35 552.58
PP 553.09 551.53
S1 552.82 550.49

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

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