S&P500 Cash Index


Trading Metrics calculated at close of trading on 01-Sep-1995
Day Change Summary
Previous Current
31-Aug-1995 01-Sep-1995 Change Change % Previous Week
Open 561.09 561.88 0.79 0.1% 560.10
High 562.36 564.59 2.23 0.4% 564.59
Low 560.49 561.01 0.52 0.1% 555.74
Close 561.88 563.84 1.96 0.3% 563.84
Range 1.87 3.58 1.71 91.4% 8.85
ATR 3.73 3.72 -0.01 -0.3% 0.00
Volume
Daily Pivots for day following 01-Sep-1995
Classic Woodie Camarilla DeMark
R4 573.89 572.44 565.81
R3 570.31 568.86 564.82
R2 566.73 566.73 564.50
R1 565.28 565.28 564.17 566.01
PP 563.15 563.15 563.15 563.51
S1 561.70 561.70 563.51 562.43
S2 559.57 559.57 563.18
S3 555.99 558.12 562.86
S4 552.41 554.54 561.87
Weekly Pivots for week ending 01-Sep-1995
Classic Woodie Camarilla DeMark
R4 587.94 584.74 568.71
R3 579.09 575.89 566.27
R2 570.24 570.24 565.46
R1 567.04 567.04 564.65 568.64
PP 561.39 561.39 561.39 562.19
S1 558.19 558.19 563.03 559.79
S2 552.54 552.54 562.22
S3 543.69 549.34 561.41
S4 534.84 540.49 558.97
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 564.59 555.74 8.85 1.6% 3.19 0.6% 92% True False
10 564.59 555.20 9.39 1.7% 3.48 0.6% 92% True False
20 564.59 553.08 11.51 2.0% 3.52 0.6% 93% True False
40 565.62 542.51 23.11 4.1% 4.21 0.7% 92% False False
60 565.62 526.08 39.54 7.0% 4.24 0.8% 95% False False
80 565.62 517.07 48.55 8.6% 4.31 0.8% 96% False False
100 565.62 501.19 64.43 11.4% 4.19 0.7% 97% False False
120 565.62 490.83 74.79 13.3% 4.03 0.7% 98% 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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.92
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 579.81
2.618 573.96
1.618 570.38
1.000 568.17
0.618 566.80
HIGH 564.59
0.618 563.22
0.500 562.80
0.382 562.38
LOW 561.01
0.618 558.80
1.000 557.43
1.618 555.22
2.618 551.64
4.250 545.80
Fisher Pivots for day following 01-Sep-1995
Pivot 1 day 3 day
R1 563.49 563.24
PP 563.15 562.64
S1 562.80 562.04

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

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