S&P500 Cash Index


Trading Metrics calculated at close of trading on 28-Sep-1995
Day Change Summary
Previous Current
27-Sep-1995 28-Sep-1995 Change Change % Previous Week
Open 581.41 581.04 -0.37 -0.1% 583.35
High 581.42 585.88 4.46 0.8% 586.78
Low 574.68 580.69 6.01 1.0% 578.30
Close 581.04 585.87 4.83 0.8% 581.73
Range 6.74 5.19 -1.55 -23.0% 8.48
ATR 3.94 4.02 0.09 2.3% 0.00
Volume
Daily Pivots for day following 28-Sep-1995
Classic Woodie Camarilla DeMark
R4 599.72 597.98 588.72
R3 594.53 592.79 587.30
R2 589.34 589.34 586.82
R1 587.60 587.60 586.35 588.47
PP 584.15 584.15 584.15 584.58
S1 582.41 582.41 585.39 583.28
S2 578.96 578.96 584.92
S3 573.77 577.22 584.44
S4 568.58 572.03 583.02
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
5 585.88 574.68 11.20 1.9% 4.64 0.8% 100% True False
10 586.78 574.68 12.10 2.1% 4.24 0.7% 92% False False
20 586.78 560.49 26.29 4.5% 3.77 0.6% 97% False False
40 586.78 553.08 33.70 5.8% 3.67 0.6% 97% False False
60 586.78 542.51 44.27 7.6% 4.15 0.7% 98% False False
80 586.78 526.08 60.70 10.4% 4.13 0.7% 99% False False
100 586.78 517.07 69.71 11.9% 4.22 0.7% 99% False False
120 586.78 501.19 85.59 14.6% 4.13 0.7% 99% 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 0.47
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 607.94
2.618 599.47
1.618 594.28
1.000 591.07
0.618 589.09
HIGH 585.88
0.618 583.90
0.500 583.29
0.382 582.67
LOW 580.69
0.618 577.48
1.000 575.50
1.618 572.29
2.618 567.10
4.250 558.63
Fisher Pivots for day following 28-Sep-1995
Pivot 1 day 3 day
R1 585.01 584.01
PP 584.15 582.14
S1 583.29 580.28

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

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