S&P500 Cash Index


Trading Metrics calculated at close of trading on 21-Aug-1995
Day Change Summary
Previous Current
18-Aug-1995 21-Aug-1995 Change Change % Previous Week
Open 559.04 559.21 0.17 0.0% 555.11
High 561.24 563.34 2.10 0.4% 561.24
Low 558.37 557.89 -0.48 -0.1% 554.76
Close 559.21 558.11 -1.10 -0.2% 559.21
Range 2.87 5.45 2.58 89.9% 6.48
ATR 4.10 4.20 0.10 2.3% 0.00
Volume
Daily Pivots for day following 21-Aug-1995
Classic Woodie Camarilla DeMark
R4 576.13 572.57 561.11
R3 570.68 567.12 559.61
R2 565.23 565.23 559.11
R1 561.67 561.67 558.61 560.73
PP 559.78 559.78 559.78 559.31
S1 556.22 556.22 557.61 555.28
S2 554.33 554.33 557.11
S3 548.88 550.77 556.61
S4 543.43 545.32 555.11
Weekly Pivots for week ending 18-Aug-1995
Classic Woodie Camarilla DeMark
R4 577.84 575.01 562.77
R3 571.36 568.53 560.99
R2 564.88 564.88 560.40
R1 562.05 562.05 559.80 563.47
PP 558.40 558.40 558.40 559.11
S1 555.57 555.57 558.62 556.99
S2 551.92 551.92 558.02
S3 545.44 549.09 557.43
S4 538.96 542.61 555.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 563.34 555.22 8.12 1.5% 3.65 0.7% 36% True False
10 563.34 553.08 10.26 1.8% 3.87 0.7% 49% True False
20 565.62 553.08 12.54 2.2% 4.08 0.7% 40% False False
40 565.62 540.72 24.90 4.5% 4.53 0.8% 70% False False
60 565.62 521.38 44.24 7.9% 4.51 0.8% 83% False False
80 565.62 510.90 54.72 9.8% 4.41 0.8% 86% False False
100 565.62 495.70 69.92 12.5% 4.19 0.8% 89% False False
120 565.62 479.91 85.71 15.4% 4.05 0.7% 91% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.83
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 586.50
2.618 577.61
1.618 572.16
1.000 568.79
0.618 566.71
HIGH 563.34
0.618 561.26
0.500 560.62
0.382 559.97
LOW 557.89
0.618 554.52
1.000 552.44
1.618 549.07
2.618 543.62
4.250 534.73
Fisher Pivots for day following 21-Aug-1995
Pivot 1 day 3 day
R1 560.62 560.38
PP 559.78 559.62
S1 558.95 558.87

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

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