S&P500 Cash Index


Trading Metrics calculated at close of trading on 12-Sep-1995
Day Change Summary
Previous Current
11-Sep-1995 12-Sep-1995 Change Change % Previous Week
Open 572.68 573.95 1.27 0.2% 563.86
High 575.15 576.51 1.36 0.2% 572.68
Low 572.68 573.11 0.43 0.1% 563.84
Close 573.91 576.51 2.60 0.5% 572.68
Range 2.47 3.40 0.93 37.7% 8.84
ATR 3.46 3.45 0.00 -0.1% 0.00
Volume
Daily Pivots for day following 12-Sep-1995
Classic Woodie Camarilla DeMark
R4 585.58 584.44 578.38
R3 582.18 581.04 577.45
R2 578.78 578.78 577.13
R1 577.64 577.64 576.82 578.21
PP 575.38 575.38 575.38 575.66
S1 574.24 574.24 576.20 574.81
S2 571.98 571.98 575.89
S3 568.58 570.84 575.58
S4 565.18 567.44 574.64
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
5 576.51 569.00 7.51 1.3% 2.54 0.4% 100% True False
10 576.51 555.74 20.77 3.6% 2.98 0.5% 100% True False
20 576.51 555.20 21.31 3.7% 3.28 0.6% 100% True False
40 576.51 542.51 34.00 5.9% 4.09 0.7% 100% True False
60 576.51 539.83 36.68 6.4% 4.13 0.7% 100% True False
80 576.51 517.07 59.44 10.3% 4.27 0.7% 100% True False
100 576.51 505.63 70.88 12.3% 4.15 0.7% 100% True False
120 576.51 494.19 82.32 14.3% 4.04 0.7% 100% 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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.64
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 590.96
2.618 585.41
1.618 582.01
1.000 579.91
0.618 578.61
HIGH 576.51
0.618 575.21
0.500 574.81
0.382 574.41
LOW 573.11
0.618 571.01
1.000 569.71
1.618 567.61
2.618 564.21
4.250 558.66
Fisher Pivots for day following 12-Sep-1995
Pivot 1 day 3 day
R1 575.94 575.30
PP 575.38 574.10
S1 574.81 572.89

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

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