S&P500 Cash Index


Trading Metrics calculated at close of trading on 27-Sep-1995
Day Change Summary
Previous Current
26-Sep-1995 27-Sep-1995 Change Change % Previous Week
Open 581.81 581.41 -0.40 -0.1% 583.35
High 584.66 581.42 -3.24 -0.6% 586.78
Low 580.69 574.68 -6.01 -1.0% 578.30
Close 581.41 581.04 -0.37 -0.1% 581.73
Range 3.97 6.74 2.77 69.8% 8.48
ATR 3.72 3.94 0.22 5.8% 0.00
Volume
Daily Pivots for day following 27-Sep-1995
Classic Woodie Camarilla DeMark
R4 599.27 596.89 584.75
R3 592.53 590.15 582.89
R2 585.79 585.79 582.28
R1 583.41 583.41 581.66 581.23
PP 579.05 579.05 579.05 577.96
S1 576.67 576.67 580.42 574.49
S2 572.31 572.31 579.80
S3 565.57 569.93 579.19
S4 558.83 563.19 577.33
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
5 586.78 574.68 12.10 2.1% 4.77 0.8% 53% False True
10 586.78 574.68 12.10 2.1% 4.24 0.7% 53% False True
20 586.78 559.49 27.29 4.7% 3.61 0.6% 79% False False
40 586.78 553.08 33.70 5.8% 3.73 0.6% 83% False False
60 586.78 542.51 44.27 7.6% 4.13 0.7% 87% False False
80 586.78 526.08 60.70 10.4% 4.09 0.7% 91% False False
100 586.78 517.07 69.71 12.0% 4.23 0.7% 92% False False
120 586.78 501.19 85.59 14.7% 4.11 0.7% 93% False 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 0.44
Widest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 610.07
2.618 599.07
1.618 592.33
1.000 588.16
0.618 585.59
HIGH 581.42
0.618 578.85
0.500 578.05
0.382 577.25
LOW 574.68
0.618 570.51
1.000 567.94
1.618 563.77
2.618 557.03
4.250 546.04
Fisher Pivots for day following 27-Sep-1995
Pivot 1 day 3 day
R1 580.04 580.58
PP 579.05 580.13
S1 578.05 579.67

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

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