S&P500 Cash Index


Trading Metrics calculated at close of trading on 26-Sep-1995
Day Change Summary
Previous Current
25-Sep-1995 26-Sep-1995 Change Change % Previous Week
Open 581.83 581.81 -0.02 0.0% 583.35
High 582.14 584.66 2.52 0.4% 586.78
Low 579.53 580.69 1.16 0.2% 578.30
Close 581.81 581.41 -0.40 -0.1% 581.73
Range 2.61 3.97 1.36 52.1% 8.48
ATR 3.70 3.72 0.02 0.5% 0.00
Volume
Daily Pivots for day following 26-Sep-1995
Classic Woodie Camarilla DeMark
R4 594.16 591.76 583.59
R3 590.19 587.79 582.50
R2 586.22 586.22 582.14
R1 583.82 583.82 581.77 583.04
PP 582.25 582.25 582.25 581.86
S1 579.85 579.85 581.05 579.07
S2 578.28 578.28 580.68
S3 574.31 575.88 580.32
S4 570.34 571.91 579.23
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% 3.94 0.7% 37% False False
10 586.78 575.47 11.31 1.9% 3.99 0.7% 53% False False
20 586.78 555.74 31.04 5.3% 3.49 0.6% 83% False False
40 586.78 553.08 33.70 5.8% 3.70 0.6% 84% False False
60 586.78 542.51 44.27 7.6% 4.06 0.7% 88% False False
80 586.78 526.08 60.70 10.4% 4.06 0.7% 91% False False
100 586.78 517.07 69.71 12.0% 4.20 0.7% 92% False False
120 586.78 501.19 85.59 14.7% 4.08 0.7% 94% 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 0.54
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 601.53
2.618 595.05
1.618 591.08
1.000 588.63
0.618 587.11
HIGH 584.66
0.618 583.14
0.500 582.68
0.382 582.21
LOW 580.69
0.618 578.24
1.000 576.72
1.618 574.27
2.618 570.30
4.250 563.82
Fisher Pivots for day following 26-Sep-1995
Pivot 1 day 3 day
R1 582.68 581.48
PP 582.25 581.46
S1 581.83 581.43

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

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