S&P500 Cash Index


Trading Metrics calculated at close of trading on 29-Sep-1995
Day Change Summary
Previous Current
28-Sep-1995 29-Sep-1995 Change Change % Previous Week
Open 581.04 585.87 4.83 0.8% 581.83
High 585.88 587.59 1.71 0.3% 587.59
Low 580.69 584.02 3.33 0.6% 574.68
Close 585.87 584.41 -1.46 -0.2% 584.41
Range 5.19 3.57 -1.62 -31.2% 12.91
ATR 4.02 3.99 -0.03 -0.8% 0.00
Volume
Daily Pivots for day following 29-Sep-1995
Classic Woodie Camarilla DeMark
R4 596.05 593.80 586.37
R3 592.48 590.23 585.39
R2 588.91 588.91 585.06
R1 586.66 586.66 584.74 586.00
PP 585.34 585.34 585.34 585.01
S1 583.09 583.09 584.08 582.43
S2 581.77 581.77 583.76
S3 578.20 579.52 583.43
S4 574.63 575.95 582.45
Weekly Pivots for week ending 29-Sep-1995
Classic Woodie Camarilla DeMark
R4 620.96 615.59 591.51
R3 608.05 602.68 587.96
R2 595.14 595.14 586.78
R1 589.77 589.77 585.59 592.46
PP 582.23 582.23 582.23 583.57
S1 576.86 576.86 583.23 579.55
S2 569.32 569.32 582.04
S3 556.41 563.95 580.86
S4 543.50 551.04 577.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 587.59 574.68 12.91 2.2% 4.42 0.8% 75% True False
10 587.59 574.68 12.91 2.2% 4.27 0.7% 75% True False
20 587.59 561.01 26.58 4.5% 3.85 0.7% 88% True False
40 587.59 553.08 34.51 5.9% 3.64 0.6% 91% True False
60 587.59 542.51 45.08 7.7% 4.15 0.7% 93% True False
80 587.59 526.08 61.51 10.5% 4.12 0.7% 95% True False
100 587.59 517.07 70.52 12.1% 4.21 0.7% 95% True False
120 587.59 501.19 86.40 14.8% 4.14 0.7% 96% True False
Crabel Price Patterns
NR True
NR4 True
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 0.50
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 602.76
2.618 596.94
1.618 593.37
1.000 591.16
0.618 589.80
HIGH 587.59
0.618 586.23
0.500 585.81
0.382 585.38
LOW 584.02
0.618 581.81
1.000 580.45
1.618 578.24
2.618 574.67
4.250 568.85
Fisher Pivots for day following 29-Sep-1995
Pivot 1 day 3 day
R1 585.81 583.32
PP 585.34 582.23
S1 584.88 581.14

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

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