S&P500 Cash Index


Trading Metrics calculated at close of trading on 07-Sep-1995
Day Change Summary
Previous Current
06-Sep-1995 07-Sep-1995 Change Change % Previous Week
Open 569.17 570.17 1.00 0.2% 560.10
High 570.53 571.11 0.58 0.1% 564.59
Low 569.00 569.23 0.23 0.0% 555.74
Close 570.17 570.29 0.12 0.0% 563.84
Range 1.53 1.88 0.35 22.9% 8.85
ATR 3.67 3.54 -0.13 -3.5% 0.00
Volume
Daily Pivots for day following 07-Sep-1995
Classic Woodie Camarilla DeMark
R4 575.85 574.95 571.32
R3 573.97 573.07 570.81
R2 572.09 572.09 570.63
R1 571.19 571.19 570.46 571.64
PP 570.21 570.21 570.21 570.44
S1 569.31 569.31 570.12 569.76
S2 568.33 568.33 569.95
S3 566.45 567.43 569.77
S4 564.57 565.55 569.26
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
5 571.11 560.49 10.62 1.9% 2.84 0.5% 92% True False
10 571.11 555.20 15.91 2.8% 3.16 0.6% 95% True False
20 571.11 553.08 18.03 3.2% 3.57 0.6% 95% True False
40 571.11 542.51 28.60 5.0% 4.20 0.7% 97% True False
60 571.11 533.83 37.28 6.5% 4.12 0.7% 98% True False
80 571.11 517.07 54.04 9.5% 4.31 0.8% 98% True False
100 571.11 501.19 69.92 12.3% 4.17 0.7% 99% True False
120 571.11 493.71 77.40 13.6% 4.04 0.7% 99% True 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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.71
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 579.10
2.618 576.03
1.618 574.15
1.000 572.99
0.618 572.27
HIGH 571.11
0.618 570.39
0.500 570.17
0.382 569.95
LOW 569.23
0.618 568.07
1.000 567.35
1.618 566.19
2.618 564.31
4.250 561.24
Fisher Pivots for day following 07-Sep-1995
Pivot 1 day 3 day
R1 570.25 569.35
PP 570.21 568.41
S1 570.17 567.48

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

View Archives - Comment on this page... - Back to Index of Symbols