S&P500 Cash Index


Trading Metrics calculated at close of trading on 04-Oct-1995
Day Change Summary
Previous Current
03-Oct-1995 04-Oct-1995 Change Change % Previous Week
Open 581.72 582.34 0.62 0.1% 581.83
High 582.34 582.34 0.00 0.0% 587.59
Low 578.51 579.91 1.40 0.2% 574.68
Close 582.34 581.47 -0.87 -0.1% 584.41
Range 3.83 2.43 -1.40 -36.6% 12.91
ATR 4.01 3.90 -0.11 -2.8% 0.00
Volume
Daily Pivots for day following 04-Oct-1995
Classic Woodie Camarilla DeMark
R4 588.53 587.43 582.81
R3 586.10 585.00 582.14
R2 583.67 583.67 581.92
R1 582.57 582.57 581.69 581.91
PP 581.24 581.24 581.24 580.91
S1 580.14 580.14 581.25 579.48
S2 578.81 578.81 581.02
S3 576.38 577.71 580.80
S4 573.95 575.28 580.13
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
5 587.59 578.51 9.08 1.6% 3.91 0.7% 33% False False
10 587.59 574.68 12.91 2.2% 4.34 0.7% 53% False False
20 587.59 569.23 18.36 3.2% 3.87 0.7% 67% False False
40 587.59 553.08 34.51 5.9% 3.73 0.6% 82% False False
60 587.59 542.51 45.08 7.8% 4.10 0.7% 86% False False
80 587.59 530.88 56.71 9.8% 4.10 0.7% 89% False False
100 587.59 517.07 70.52 12.1% 4.23 0.7% 91% False False
120 587.59 501.19 86.40 14.9% 4.16 0.7% 93% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.48
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 592.67
2.618 588.70
1.618 586.27
1.000 584.77
0.618 583.84
HIGH 582.34
0.618 581.41
0.500 581.13
0.382 580.84
LOW 579.91
0.618 578.41
1.000 577.48
1.618 575.98
2.618 573.55
4.250 569.58
Fisher Pivots for day following 04-Oct-1995
Pivot 1 day 3 day
R1 581.36 581.78
PP 581.24 581.68
S1 581.13 581.57

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

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