S&P500 Cash Index


Trading Metrics calculated at close of trading on 05-Sep-1995
Day Change Summary
Previous Current
01-Sep-1995 05-Sep-1995 Change Change % Previous Week
Open 561.88 563.86 1.98 0.4% 560.10
High 564.59 569.20 4.61 0.8% 564.59
Low 561.01 563.84 2.83 0.5% 555.74
Close 563.84 569.17 5.33 0.9% 563.84
Range 3.58 5.36 1.78 49.7% 8.85
ATR 3.72 3.84 0.12 3.2% 0.00
Volume
Daily Pivots for day following 05-Sep-1995
Classic Woodie Camarilla DeMark
R4 583.48 581.69 572.12
R3 578.12 576.33 570.64
R2 572.76 572.76 570.15
R1 570.97 570.97 569.66 571.87
PP 567.40 567.40 567.40 567.85
S1 565.61 565.61 568.68 566.51
S2 562.04 562.04 568.19
S3 556.68 560.25 567.70
S4 551.32 554.89 566.22
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
5 569.20 555.74 13.46 2.4% 3.42 0.6% 100% True False
10 569.20 555.20 14.00 2.5% 3.47 0.6% 100% True False
20 569.20 553.08 16.12 2.8% 3.67 0.6% 100% True False
40 569.20 542.51 26.69 4.7% 4.25 0.7% 100% True False
60 569.20 527.94 41.26 7.2% 4.23 0.7% 100% True False
80 569.20 517.07 52.13 9.2% 4.35 0.8% 100% True False
100 569.20 501.19 68.01 11.9% 4.23 0.7% 100% True False
120 569.20 491.78 77.42 13.6% 4.06 0.7% 100% True 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 0.79
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 591.98
2.618 583.23
1.618 577.87
1.000 574.56
0.618 572.51
HIGH 569.20
0.618 567.15
0.500 566.52
0.382 565.89
LOW 563.84
0.618 560.53
1.000 558.48
1.618 555.17
2.618 549.81
4.250 541.06
Fisher Pivots for day following 05-Sep-1995
Pivot 1 day 3 day
R1 568.29 567.73
PP 567.40 566.29
S1 566.52 564.85

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

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