S&P500 Cash Index


Trading Metrics calculated at close of trading on 31-Jul-1995
Day Change Summary
Previous Current
28-Jul-1995 31-Jul-1995 Change Change % Previous Week
Open 565.22 562.93 -2.29 -0.4% 553.62
High 565.38 563.49 -1.89 -0.3% 565.38
Low 562.04 560.06 -1.98 -0.4% 553.62
Close 562.93 562.06 -0.87 -0.2% 562.93
Range 3.34 3.43 0.09 2.7% 11.76
ATR 4.80 4.70 -0.10 -2.0% 0.00
Volume
Daily Pivots for day following 31-Jul-1995
Classic Woodie Camarilla DeMark
R4 572.16 570.54 563.95
R3 568.73 567.11 563.00
R2 565.30 565.30 562.69
R1 563.68 563.68 562.37 562.78
PP 561.87 561.87 561.87 561.42
S1 560.25 560.25 561.75 559.35
S2 558.44 558.44 561.43
S3 555.01 556.82 561.12
S4 551.58 553.39 560.17
Weekly Pivots for week ending 28-Jul-1995
Classic Woodie Camarilla DeMark
R4 595.92 591.19 569.40
R3 584.16 579.43 566.16
R2 572.40 572.40 565.09
R1 567.67 567.67 564.01 570.04
PP 560.64 560.64 560.64 561.83
S1 555.91 555.91 561.85 558.28
S2 548.88 548.88 560.77
S3 537.12 544.15 559.70
S4 525.36 532.39 556.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 565.38 553.62 11.76 2.1% 4.21 0.7% 72% False False
10 565.38 542.51 22.87 4.1% 5.56 1.0% 85% False False
20 565.38 542.51 22.87 4.1% 4.79 0.9% 85% False False
40 565.38 526.08 39.30 7.0% 4.43 0.8% 92% False False
60 565.38 517.07 48.31 8.6% 4.53 0.8% 93% False False
80 565.38 501.19 64.19 11.4% 4.27 0.8% 95% False False
100 565.38 482.13 83.25 14.8% 4.08 0.7% 96% False False
120 565.38 479.53 85.85 15.3% 3.89 0.7% 96% 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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.62
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 578.07
2.618 572.47
1.618 569.04
1.000 566.92
0.618 565.61
HIGH 563.49
0.618 562.18
0.500 561.78
0.382 561.37
LOW 560.06
0.618 557.94
1.000 556.63
1.618 554.51
2.618 551.08
4.250 545.48
Fisher Pivots for day following 31-Jul-1995
Pivot 1 day 3 day
R1 561.97 562.72
PP 561.87 562.50
S1 561.78 562.28

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

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