S&P500 Cash Index


Trading Metrics calculated at close of trading on 09-Aug-1995
Day Change Summary
Previous Current
08-Aug-1995 09-Aug-1995 Change Change % Previous Week
Open 560.03 560.39 0.36 0.1% 562.93
High 561.53 561.59 0.06 0.0% 565.62
Low 558.32 559.29 0.97 0.2% 554.10
Close 560.39 559.71 -0.68 -0.1% 558.94
Range 3.21 2.30 -0.91 -28.3% 11.52
ATR 4.45 4.29 -0.15 -3.4% 0.00
Volume
Daily Pivots for day following 09-Aug-1995
Classic Woodie Camarilla DeMark
R4 567.10 565.70 560.98
R3 564.80 563.40 560.34
R2 562.50 562.50 560.13
R1 561.10 561.10 559.92 560.65
PP 560.20 560.20 560.20 559.97
S1 558.80 558.80 559.50 558.35
S2 557.90 557.90 559.29
S3 555.60 556.50 559.08
S4 553.30 554.20 558.45
Weekly Pivots for week ending 04-Aug-1995
Classic Woodie Camarilla DeMark
R4 594.11 588.05 565.28
R3 582.59 576.53 562.11
R2 571.07 571.07 561.05
R1 565.01 565.01 560.00 562.28
PP 559.55 559.55 559.55 558.19
S1 553.49 553.49 557.88 550.76
S2 548.03 548.03 556.83
S3 536.51 541.97 555.77
S4 524.99 530.45 552.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 561.59 554.10 7.49 1.3% 2.83 0.5% 75% True False
10 565.62 554.10 11.52 2.1% 3.79 0.7% 49% False False
20 565.62 542.51 23.11 4.1% 4.82 0.9% 74% False False
40 565.62 533.83 31.79 5.7% 4.39 0.8% 81% False False
60 565.62 517.07 48.55 8.7% 4.56 0.8% 88% False False
80 565.62 501.19 64.43 11.5% 4.32 0.8% 91% False False
100 565.62 493.71 71.91 12.8% 4.13 0.7% 92% False False
120 565.62 479.91 85.71 15.3% 3.99 0.7% 93% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.60
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 571.37
2.618 567.61
1.618 565.31
1.000 563.89
0.618 563.01
HIGH 561.59
0.618 560.71
0.500 560.44
0.382 560.17
LOW 559.29
0.618 557.87
1.000 556.99
1.618 555.57
2.618 553.27
4.250 549.52
Fisher Pivots for day following 09-Aug-1995
Pivot 1 day 3 day
R1 560.44 559.96
PP 560.20 559.87
S1 559.95 559.79

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

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