S&P500 Cash Index


Trading Metrics calculated at close of trading on 02-Aug-1995
Day Change Summary
Previous Current
01-Aug-1995 02-Aug-1995 Change Change % Previous Week
Open 562.07 559.64 -2.43 -0.4% 553.62
High 562.11 565.62 3.51 0.6% 565.38
Low 556.67 557.87 1.20 0.2% 553.62
Close 559.64 558.80 -0.84 -0.2% 562.93
Range 5.44 7.75 2.31 42.5% 11.76
ATR 4.75 4.97 0.21 4.5% 0.00
Volume
Daily Pivots for day following 02-Aug-1995
Classic Woodie Camarilla DeMark
R4 584.01 579.16 563.06
R3 576.26 571.41 560.93
R2 568.51 568.51 560.22
R1 563.66 563.66 559.51 562.21
PP 560.76 560.76 560.76 560.04
S1 555.91 555.91 558.09 554.46
S2 553.01 553.01 557.38
S3 545.26 548.16 556.67
S4 537.51 540.41 554.54
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
5 565.62 556.67 8.95 1.6% 4.74 0.8% 24% True False
10 565.62 549.10 16.52 3.0% 4.70 0.8% 59% True False
20 565.62 542.51 23.11 4.1% 5.13 0.9% 70% True False
40 565.62 526.08 39.54 7.1% 4.59 0.8% 83% True False
60 565.62 517.07 48.55 8.7% 4.58 0.8% 86% True False
80 565.62 501.19 64.43 11.5% 4.36 0.8% 89% True False
100 565.62 489.35 76.27 13.6% 4.12 0.7% 91% True False
120 565.62 479.53 86.09 15.4% 3.97 0.7% 92% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.60
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 598.56
2.618 585.91
1.618 578.16
1.000 573.37
0.618 570.41
HIGH 565.62
0.618 562.66
0.500 561.75
0.382 560.83
LOW 557.87
0.618 553.08
1.000 550.12
1.618 545.33
2.618 537.58
4.250 524.93
Fisher Pivots for day following 02-Aug-1995
Pivot 1 day 3 day
R1 561.75 561.15
PP 560.76 560.36
S1 559.78 559.58

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

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