S&P500 Cash Index


Trading Metrics calculated at close of trading on 14-Sep-1995
Day Change Summary
Previous Current
13-Sep-1995 14-Sep-1995 Change Change % Previous Week
Open 576.51 578.77 2.26 0.4% 563.86
High 579.72 583.98 4.26 0.7% 572.68
Low 575.47 578.77 3.30 0.6% 563.84
Close 578.77 583.61 4.84 0.8% 572.68
Range 4.25 5.21 0.96 22.6% 8.84
ATR 3.51 3.63 0.12 3.5% 0.00
Volume
Daily Pivots for day following 14-Sep-1995
Classic Woodie Camarilla DeMark
R4 597.75 595.89 586.48
R3 592.54 590.68 585.04
R2 587.33 587.33 584.57
R1 585.47 585.47 584.09 586.40
PP 582.12 582.12 582.12 582.59
S1 580.26 580.26 583.13 581.19
S2 576.91 576.91 582.65
S3 571.70 575.05 582.18
S4 566.49 569.84 580.74
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
5 583.98 569.27 14.71 2.5% 3.75 0.6% 97% True False
10 583.98 560.49 23.49 4.0% 3.30 0.6% 98% True False
20 583.98 555.20 28.78 4.9% 3.39 0.6% 99% True False
40 583.98 549.10 34.88 6.0% 3.78 0.6% 99% True False
60 583.98 540.72 43.26 7.4% 4.17 0.7% 99% True False
80 583.98 521.38 62.60 10.7% 4.29 0.7% 99% True False
100 583.98 510.47 73.51 12.6% 4.16 0.7% 99% True False
120 583.98 495.70 88.28 15.1% 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 0.59
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 606.12
2.618 597.62
1.618 592.41
1.000 589.19
0.618 587.20
HIGH 583.98
0.618 581.99
0.500 581.38
0.382 580.76
LOW 578.77
0.618 575.55
1.000 573.56
1.618 570.34
2.618 565.13
4.250 556.63
Fisher Pivots for day following 14-Sep-1995
Pivot 1 day 3 day
R1 582.87 581.92
PP 582.12 580.23
S1 581.38 578.55

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

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