S&P500 Cash Index


Trading Metrics calculated at close of trading on 02-Oct-1995
Day Change Summary
Previous Current
29-Sep-1995 02-Oct-1995 Change Change % Previous Week
Open 585.87 584.41 -1.46 -0.2% 581.83
High 587.59 585.05 -2.54 -0.4% 587.59
Low 584.02 580.54 -3.48 -0.6% 574.68
Close 584.41 581.72 -2.69 -0.5% 584.41
Range 3.57 4.51 0.94 26.3% 12.91
ATR 3.99 4.03 0.04 0.9% 0.00
Volume
Daily Pivots for day following 02-Oct-1995
Classic Woodie Camarilla DeMark
R4 595.97 593.35 584.20
R3 591.46 588.84 582.96
R2 586.95 586.95 582.55
R1 584.33 584.33 582.13 583.39
PP 582.44 582.44 582.44 581.96
S1 579.82 579.82 581.31 578.88
S2 577.93 577.93 580.89
S3 573.42 575.31 580.48
S4 568.91 570.80 579.24
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% 4.80 0.8% 55% False False
10 587.59 574.68 12.91 2.2% 4.32 0.7% 55% False False
20 587.59 563.84 23.75 4.1% 3.90 0.7% 75% False False
40 587.59 553.08 34.51 5.9% 3.71 0.6% 83% False False
60 587.59 542.51 45.08 7.7% 4.10 0.7% 87% False False
80 587.59 526.08 61.51 10.6% 4.16 0.7% 90% False False
100 587.59 517.07 70.52 12.1% 4.23 0.7% 92% False False
120 587.59 501.19 86.40 14.9% 4.15 0.7% 93% 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 0.56
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 604.22
2.618 596.86
1.618 592.35
1.000 589.56
0.618 587.84
HIGH 585.05
0.618 583.33
0.500 582.80
0.382 582.26
LOW 580.54
0.618 577.75
1.000 576.03
1.618 573.24
2.618 568.73
4.250 561.37
Fisher Pivots for day following 02-Oct-1995
Pivot 1 day 3 day
R1 582.80 584.07
PP 582.44 583.28
S1 582.08 582.50

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

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