S&P500 Cash Index


Trading Metrics calculated at close of trading on 11-Aug-1995
Day Change Summary
Previous Current
10-Aug-1995 11-Aug-1995 Change Change % Previous Week
Open 559.71 557.45 -2.26 -0.4% 558.94
High 560.63 558.50 -2.13 -0.4% 561.59
Low 556.05 553.08 -2.97 -0.5% 553.08
Close 557.45 555.11 -2.34 -0.4% 555.11
Range 4.58 5.42 0.84 18.3% 8.51
ATR 4.31 4.39 0.08 1.8% 0.00
Volume
Daily Pivots for day following 11-Aug-1995
Classic Woodie Camarilla DeMark
R4 571.82 568.89 558.09
R3 566.40 563.47 556.60
R2 560.98 560.98 556.10
R1 558.05 558.05 555.61 556.81
PP 555.56 555.56 555.56 554.94
S1 552.63 552.63 554.61 551.39
S2 550.14 550.14 554.12
S3 544.72 547.21 553.62
S4 539.30 541.79 552.13
Weekly Pivots for week ending 11-Aug-1995
Classic Woodie Camarilla DeMark
R4 582.12 577.13 559.79
R3 573.61 568.62 557.45
R2 565.10 565.10 556.67
R1 560.11 560.11 555.89 558.35
PP 556.59 556.59 556.59 555.72
S1 551.60 551.60 554.33 549.84
S2 548.08 548.08 553.55
S3 539.57 543.09 552.77
S4 531.06 534.58 550.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 561.59 553.08 8.51 1.5% 3.56 0.6% 24% False True
10 565.62 553.08 12.54 2.3% 4.08 0.7% 16% False True
20 565.62 542.51 23.11 4.2% 4.82 0.9% 55% False False
40 565.62 537.51 28.11 5.1% 4.49 0.8% 63% False False
60 565.62 517.07 48.55 8.7% 4.63 0.8% 78% False False
80 565.62 503.44 62.18 11.2% 4.35 0.8% 83% False False
100 565.62 493.71 71.91 13.0% 4.17 0.8% 85% False False
120 565.62 479.91 85.71 15.4% 4.03 0.7% 88% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.78
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 581.54
2.618 572.69
1.618 567.27
1.000 563.92
0.618 561.85
HIGH 558.50
0.618 556.43
0.500 555.79
0.382 555.15
LOW 553.08
0.618 549.73
1.000 547.66
1.618 544.31
2.618 538.89
4.250 530.05
Fisher Pivots for day following 11-Aug-1995
Pivot 1 day 3 day
R1 555.79 557.34
PP 555.56 556.59
S1 555.34 555.85

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

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