S&P500 Cash Index


Trading Metrics calculated at close of trading on 05-Oct-1995
Day Change Summary
Previous Current
04-Oct-1995 05-Oct-1995 Change Change % Previous Week
Open 582.34 581.47 -0.87 -0.1% 581.83
High 582.34 582.63 0.29 0.0% 587.59
Low 579.91 579.59 -0.32 -0.1% 574.68
Close 581.47 582.63 1.16 0.2% 584.41
Range 2.43 3.04 0.61 25.1% 12.91
ATR 3.90 3.84 -0.06 -1.6% 0.00
Volume
Daily Pivots for day following 05-Oct-1995
Classic Woodie Camarilla DeMark
R4 590.74 589.72 584.30
R3 587.70 586.68 583.47
R2 584.66 584.66 583.19
R1 583.64 583.64 582.91 584.15
PP 581.62 581.62 581.62 581.87
S1 580.60 580.60 582.35 581.11
S2 578.58 578.58 582.07
S3 575.54 577.56 581.79
S4 572.50 574.52 580.96
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% 3.48 0.6% 45% False False
10 587.59 574.68 12.91 2.2% 4.06 0.7% 62% False False
20 587.59 569.27 18.32 3.1% 3.93 0.7% 73% False False
40 587.59 553.08 34.51 5.9% 3.75 0.6% 86% False False
60 587.59 542.51 45.08 7.7% 4.11 0.7% 89% False False
80 587.59 533.83 53.76 9.2% 4.07 0.7% 91% False False
100 587.59 517.07 70.52 12.1% 4.23 0.7% 93% False False
120 587.59 501.19 86.40 14.8% 4.13 0.7% 94% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.59
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 595.55
2.618 590.59
1.618 587.55
1.000 585.67
0.618 584.51
HIGH 582.63
0.618 581.47
0.500 581.11
0.382 580.75
LOW 579.59
0.618 577.71
1.000 576.55
1.618 574.67
2.618 571.63
4.250 566.67
Fisher Pivots for day following 05-Oct-1995
Pivot 1 day 3 day
R1 582.12 581.94
PP 581.62 581.26
S1 581.11 580.57

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

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