S&P500 Cash Index


Trading Metrics calculated at close of trading on 22-Sep-1995
Day Change Summary
Previous Current
21-Sep-1995 22-Sep-1995 Change Change % Previous Week
Open 586.77 583.00 -3.77 -0.6% 583.35
High 586.78 583.00 -3.78 -0.6% 586.78
Low 580.93 578.30 -2.63 -0.5% 578.30
Close 583.00 581.73 -1.27 -0.2% 581.73
Range 5.85 4.70 -1.15 -19.7% 8.48
ATR 3.71 3.78 0.07 1.9% 0.00
Volume
Daily Pivots for day following 22-Sep-1995
Classic Woodie Camarilla DeMark
R4 595.11 593.12 584.32
R3 590.41 588.42 583.02
R2 585.71 585.71 582.59
R1 583.72 583.72 582.16 582.37
PP 581.01 581.01 581.01 580.33
S1 579.02 579.02 581.30 577.67
S2 576.31 576.31 580.87
S3 571.61 574.32 580.44
S4 566.91 569.62 579.15
Weekly Pivots for week ending 22-Sep-1995
Classic Woodie Camarilla DeMark
R4 607.71 603.20 586.39
R3 599.23 594.72 584.06
R2 590.75 590.75 583.28
R1 586.24 586.24 582.51 584.26
PP 582.27 582.27 582.27 581.28
S1 577.76 577.76 580.95 575.78
S2 573.79 573.79 580.18
S3 565.31 569.28 579.40
S4 556.83 560.80 577.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 586.78 578.30 8.48 1.5% 4.12 0.7% 40% False True
10 586.78 572.68 14.10 2.4% 3.92 0.7% 64% False False
20 586.78 555.74 31.04 5.3% 3.54 0.6% 84% False False
40 586.78 553.08 33.70 5.8% 3.70 0.6% 85% False False
60 586.78 540.79 45.99 7.9% 4.10 0.7% 89% False False
80 586.78 526.08 60.70 10.4% 4.13 0.7% 92% False False
100 586.78 514.86 71.92 12.4% 4.25 0.7% 93% False False
120 586.78 501.19 85.59 14.7% 4.07 0.7% 94% False False
Crabel Price Patterns
NR True
NR4 False
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 0.48
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 602.98
2.618 595.30
1.618 590.60
1.000 587.70
0.618 585.90
HIGH 583.00
0.618 581.20
0.500 580.65
0.382 580.10
LOW 578.30
0.618 575.40
1.000 573.60
1.618 570.70
2.618 566.00
4.250 558.33
Fisher Pivots for day following 22-Sep-1995
Pivot 1 day 3 day
R1 581.37 582.54
PP 581.01 582.27
S1 580.65 582.00

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

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