S&P500 Cash Index


Trading Metrics calculated at close of trading on 09-Oct-1995
Day Change Summary
Previous Current
06-Oct-1995 09-Oct-1995 Change Change % Previous Week
Open 582.63 582.49 -0.14 0.0% 584.41
High 584.54 582.49 -2.05 -0.4% 585.05
Low 582.13 576.46 -5.67 -1.0% 578.51
Close 582.49 578.37 -4.12 -0.7% 582.49
Range 2.41 6.03 3.62 150.2% 6.54
ATR 3.74 3.90 0.16 4.4% 0.00
Volume
Daily Pivots for day following 09-Oct-1995
Classic Woodie Camarilla DeMark
R4 597.20 593.81 581.69
R3 591.17 587.78 580.03
R2 585.14 585.14 579.48
R1 581.75 581.75 578.92 580.43
PP 579.11 579.11 579.11 578.45
S1 575.72 575.72 577.82 574.40
S2 573.08 573.08 577.26
S3 567.05 569.69 576.71
S4 561.02 563.66 575.05
Weekly Pivots for week ending 06-Oct-1995
Classic Woodie Camarilla DeMark
R4 601.64 598.60 586.09
R3 595.10 592.06 584.29
R2 588.56 588.56 583.69
R1 585.52 585.52 583.09 583.77
PP 582.02 582.02 582.02 581.14
S1 578.98 578.98 581.89 577.23
S2 575.48 575.48 581.29
S3 568.94 572.44 580.69
S4 562.40 565.90 578.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 584.54 576.46 8.08 1.4% 3.55 0.6% 24% False True
10 587.59 574.68 12.91 2.2% 4.17 0.7% 29% False False
20 587.59 573.11 14.48 2.5% 4.05 0.7% 36% False False
40 587.59 554.76 32.83 5.7% 3.71 0.6% 72% False False
60 587.59 542.51 45.08 7.8% 4.08 0.7% 80% False False
80 587.59 537.51 50.08 8.7% 4.10 0.7% 82% False False
100 587.59 517.07 70.52 12.2% 4.26 0.7% 87% False False
120 587.59 503.44 84.15 14.5% 4.13 0.7% 89% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.61
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 608.12
2.618 598.28
1.618 592.25
1.000 588.52
0.618 586.22
HIGH 582.49
0.618 580.19
0.500 579.48
0.382 578.76
LOW 576.46
0.618 572.73
1.000 570.43
1.618 566.70
2.618 560.67
4.250 550.83
Fisher Pivots for day following 09-Oct-1995
Pivot 1 day 3 day
R1 579.48 580.50
PP 579.11 579.79
S1 578.74 579.08

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

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