S&P500 Cash Index


Trading Metrics calculated at close of trading on 13-Sep-1995
Day Change Summary
Previous Current
12-Sep-1995 13-Sep-1995 Change Change % Previous Week
Open 573.95 576.51 2.56 0.4% 563.86
High 576.51 579.72 3.21 0.6% 572.68
Low 573.11 575.47 2.36 0.4% 563.84
Close 576.51 578.77 2.26 0.4% 572.68
Range 3.40 4.25 0.85 25.0% 8.84
ATR 3.45 3.51 0.06 1.6% 0.00
Volume
Daily Pivots for day following 13-Sep-1995
Classic Woodie Camarilla DeMark
R4 590.74 589.00 581.11
R3 586.49 584.75 579.94
R2 582.24 582.24 579.55
R1 580.50 580.50 579.16 581.37
PP 577.99 577.99 577.99 578.42
S1 576.25 576.25 578.38 577.12
S2 573.74 573.74 577.99
S3 569.49 572.00 577.60
S4 565.24 567.75 576.43
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
5 579.72 569.23 10.49 1.8% 3.08 0.5% 91% True False
10 579.72 559.49 20.23 3.5% 2.98 0.5% 95% True False
20 579.72 555.20 24.52 4.2% 3.26 0.6% 96% True False
40 579.72 542.51 37.21 6.4% 4.05 0.7% 97% True False
60 579.72 540.72 39.00 6.7% 4.11 0.7% 98% True False
80 579.72 519.19 60.53 10.5% 4.29 0.7% 98% True False
100 579.72 507.44 72.28 12.5% 4.17 0.7% 99% True False
120 579.72 495.70 84.02 14.5% 4.06 0.7% 99% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 597.78
2.618 590.85
1.618 586.60
1.000 583.97
0.618 582.35
HIGH 579.72
0.618 578.10
0.500 577.60
0.382 577.09
LOW 575.47
0.618 572.84
1.000 571.22
1.618 568.59
2.618 564.34
4.250 557.41
Fisher Pivots for day following 13-Sep-1995
Pivot 1 day 3 day
R1 578.38 577.91
PP 577.99 577.06
S1 577.60 576.20

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

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