S&P500 Cash Index


Trading Metrics calculated at close of trading on 11-Sep-1995
Day Change Summary
Previous Current
08-Sep-1995 11-Sep-1995 Change Change % Previous Week
Open 570.71 572.68 1.97 0.3% 563.86
High 572.68 575.15 2.47 0.4% 572.68
Low 569.27 572.68 3.41 0.6% 563.84
Close 572.68 573.91 1.23 0.2% 572.68
Range 3.41 2.47 -0.94 -27.6% 8.84
ATR 3.53 3.46 -0.08 -2.2% 0.00
Volume
Daily Pivots for day following 11-Sep-1995
Classic Woodie Camarilla DeMark
R4 581.32 580.09 575.27
R3 578.85 577.62 574.59
R2 576.38 576.38 574.36
R1 575.15 575.15 574.14 575.77
PP 573.91 573.91 573.91 574.22
S1 572.68 572.68 573.68 573.30
S2 571.44 571.44 573.46
S3 568.97 570.21 573.23
S4 566.50 567.74 572.55
Weekly Pivots for week ending 08-Sep-1995
Classic Woodie Camarilla DeMark
R4 596.25 593.31 577.54
R3 587.41 584.47 575.11
R2 578.57 578.57 574.30
R1 575.63 575.63 573.49 577.10
PP 569.73 569.73 569.73 570.47
S1 566.79 566.79 571.87 568.26
S2 560.89 560.89 571.06
S3 552.05 557.95 570.25
S4 543.21 549.11 567.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 575.15 563.84 11.31 2.0% 2.93 0.5% 89% True False
10 575.15 555.74 19.41 3.4% 3.06 0.5% 94% True False
20 575.15 554.76 20.39 3.6% 3.36 0.6% 94% True False
40 575.15 542.51 32.64 5.7% 4.09 0.7% 96% True False
60 575.15 537.51 37.64 6.6% 4.11 0.7% 97% True False
80 575.15 517.07 58.08 10.1% 4.31 0.8% 98% True False
100 575.15 503.44 71.71 12.5% 4.15 0.7% 98% True False
120 575.15 493.71 81.44 14.2% 4.03 0.7% 98% True False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.76
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 585.65
2.618 581.62
1.618 579.15
1.000 577.62
0.618 576.68
HIGH 575.15
0.618 574.21
0.500 573.92
0.382 573.62
LOW 572.68
0.618 571.15
1.000 570.21
1.618 568.68
2.618 566.21
4.250 562.18
Fisher Pivots for day following 11-Sep-1995
Pivot 1 day 3 day
R1 573.92 573.34
PP 573.91 572.76
S1 573.91 572.19

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

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