S&P500 Cash Index


Trading Metrics calculated at close of trading on 15-Sep-1995
Day Change Summary
Previous Current
14-Sep-1995 15-Sep-1995 Change Change % Previous Week
Open 578.77 583.61 4.84 0.8% 572.68
High 583.98 585.07 1.09 0.2% 585.07
Low 578.77 581.79 3.02 0.5% 572.68
Close 583.61 583.35 -0.26 0.0% 583.35
Range 5.21 3.28 -1.93 -37.0% 12.39
ATR 3.63 3.61 -0.03 -0.7% 0.00
Volume
Daily Pivots for day following 15-Sep-1995
Classic Woodie Camarilla DeMark
R4 593.24 591.58 585.15
R3 589.96 588.30 584.25
R2 586.68 586.68 583.95
R1 585.02 585.02 583.65 584.21
PP 583.40 583.40 583.40 583.00
S1 581.74 581.74 583.05 580.93
S2 580.12 580.12 582.75
S3 576.84 578.46 582.45
S4 573.56 575.18 581.55
Weekly Pivots for week ending 15-Sep-1995
Classic Woodie Camarilla DeMark
R4 617.54 612.83 590.16
R3 605.15 600.44 586.76
R2 592.76 592.76 585.62
R1 588.05 588.05 584.49 590.41
PP 580.37 580.37 580.37 581.54
S1 575.66 575.66 582.21 578.02
S2 567.98 567.98 581.08
S3 555.59 563.27 579.94
S4 543.20 550.88 576.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 585.07 572.68 12.39 2.1% 3.72 0.6% 86% True False
10 585.07 561.01 24.06 4.1% 3.44 0.6% 93% True False
20 585.07 555.20 29.87 5.1% 3.42 0.6% 94% True False
40 585.07 550.91 34.16 5.9% 3.73 0.6% 95% True False
60 585.07 540.72 44.35 7.6% 4.19 0.7% 96% True False
80 585.07 521.38 63.69 10.9% 4.27 0.7% 97% True False
100 585.07 510.47 74.60 12.8% 4.17 0.7% 98% True False
120 585.07 495.70 89.37 15.3% 4.07 0.7% 98% True False
Crabel Price Patterns
NR True
NR4 True
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 0.68
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 599.01
2.618 593.66
1.618 590.38
1.000 588.35
0.618 587.10
HIGH 585.07
0.618 583.82
0.500 583.43
0.382 583.04
LOW 581.79
0.618 579.76
1.000 578.51
1.618 576.48
2.618 573.20
4.250 567.85
Fisher Pivots for day following 15-Sep-1995
Pivot 1 day 3 day
R1 583.43 582.32
PP 583.40 581.30
S1 583.38 580.27

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

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