S&P500 Cash Index


Trading Metrics calculated at close of trading on 24-Jul-1995
Day Change Summary
Previous Current
21-Jul-1995 24-Jul-1995 Change Change % Previous Week
Open 553.34 553.62 0.28 0.1% 560.34
High 554.73 557.21 2.48 0.4% 562.94
Low 550.91 553.62 2.71 0.5% 542.51
Close 553.62 556.63 3.01 0.5% 553.62
Range 3.82 3.59 -0.23 -6.0% 20.43
ATR 5.08 4.97 -0.11 -2.1% 0.00
Volume
Daily Pivots for day following 24-Jul-1995
Classic Woodie Camarilla DeMark
R4 566.59 565.20 558.60
R3 563.00 561.61 557.62
R2 559.41 559.41 557.29
R1 558.02 558.02 556.96 558.72
PP 555.82 555.82 555.82 556.17
S1 554.43 554.43 556.30 555.13
S2 552.23 552.23 555.97
S3 548.64 550.84 555.64
S4 545.05 547.25 554.66
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
5 562.72 542.51 20.21 3.6% 6.91 1.2% 70% False False
10 562.94 542.51 20.43 3.7% 5.38 1.0% 69% False False
20 562.94 540.72 22.22 4.0% 4.98 0.9% 72% False False
40 562.94 521.38 41.56 7.5% 4.73 0.8% 85% False False
60 562.94 510.90 52.04 9.3% 4.52 0.8% 88% False False
80 562.94 495.70 67.24 12.1% 4.22 0.8% 91% False False
100 562.94 479.91 83.03 14.9% 4.04 0.7% 92% False False
120 562.94 469.31 93.63 16.8% 3.87 0.7% 93% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.88
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 572.47
2.618 566.61
1.618 563.02
1.000 560.80
0.618 559.43
HIGH 557.21
0.618 555.84
0.500 555.42
0.382 554.99
LOW 553.62
0.618 551.40
1.000 550.03
1.618 547.81
2.618 544.22
4.250 538.36
Fisher Pivots for day following 24-Jul-1995
Pivot 1 day 3 day
R1 556.23 555.47
PP 555.82 554.31
S1 555.42 553.16

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

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