S&P500 Cash Index


Trading Metrics calculated at close of trading on 18-Sep-1995
Day Change Summary
Previous Current
15-Sep-1995 18-Sep-1995 Change Change % Previous Week
Open 583.61 583.35 -0.26 0.0% 572.68
High 585.07 583.37 -1.70 -0.3% 585.07
Low 581.79 579.36 -2.43 -0.4% 572.68
Close 583.35 582.77 -0.58 -0.1% 583.35
Range 3.28 4.01 0.73 22.3% 12.39
ATR 3.61 3.64 0.03 0.8% 0.00
Volume
Daily Pivots for day following 18-Sep-1995
Classic Woodie Camarilla DeMark
R4 593.86 592.33 584.98
R3 589.85 588.32 583.87
R2 585.84 585.84 583.51
R1 584.31 584.31 583.14 583.07
PP 581.83 581.83 581.83 581.22
S1 580.30 580.30 582.40 579.06
S2 577.82 577.82 582.03
S3 573.81 576.29 581.67
S4 569.80 572.28 580.56
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
5 585.07 573.11 11.96 2.1% 4.03 0.7% 81% False False
10 585.07 563.84 21.23 3.6% 3.48 0.6% 89% False False
20 585.07 555.20 29.87 5.1% 3.48 0.6% 92% False False
40 585.07 553.08 31.99 5.5% 3.73 0.6% 93% False False
60 585.07 540.72 44.35 7.6% 4.14 0.7% 95% False False
80 585.07 521.38 63.69 10.9% 4.24 0.7% 96% False False
100 585.07 510.90 74.17 12.7% 4.19 0.7% 97% False False
120 585.07 495.70 89.37 15.3% 4.09 0.7% 97% False 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 0.59
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 600.41
2.618 593.87
1.618 589.86
1.000 587.38
0.618 585.85
HIGH 583.37
0.618 581.84
0.500 581.37
0.382 580.89
LOW 579.36
0.618 576.88
1.000 575.35
1.618 572.87
2.618 568.86
4.250 562.32
Fisher Pivots for day following 18-Sep-1995
Pivot 1 day 3 day
R1 582.30 582.49
PP 581.83 582.20
S1 581.37 581.92

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

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