S&P500 Cash Index


Trading Metrics calculated at close of trading on 10-Oct-1995
Day Change Summary
Previous Current
09-Oct-1995 10-Oct-1995 Change Change % Previous Week
Open 582.49 586.03 3.54 0.6% 584.41
High 582.49 586.03 3.54 0.6% 585.05
Low 576.46 571.55 -4.91 -0.9% 578.51
Close 578.37 577.53 -0.84 -0.1% 582.49
Range 6.03 14.48 8.45 140.1% 6.54
ATR 3.90 4.66 0.76 19.4% 0.00
Volume
Daily Pivots for day following 10-Oct-1995
Classic Woodie Camarilla DeMark
R4 621.81 614.15 585.49
R3 607.33 599.67 581.51
R2 592.85 592.85 580.18
R1 585.19 585.19 578.86 581.78
PP 578.37 578.37 578.37 576.67
S1 570.71 570.71 576.20 567.30
S2 563.89 563.89 574.88
S3 549.41 556.23 573.55
S4 534.93 541.75 569.57
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
5 586.03 571.55 14.48 2.5% 5.68 1.0% 41% True True
10 587.59 571.55 16.04 2.8% 5.22 0.9% 37% False True
20 587.59 571.55 16.04 2.8% 4.61 0.8% 37% False True
40 587.59 555.20 32.39 5.6% 3.94 0.7% 69% False False
60 587.59 542.51 45.08 7.8% 4.26 0.7% 78% False False
80 587.59 539.83 47.76 8.3% 4.25 0.7% 79% False False
100 587.59 517.07 70.52 12.2% 4.33 0.8% 86% False False
120 587.59 505.63 81.96 14.2% 4.23 0.7% 88% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.50
Widest range in 58 trading days
Fibonacci Retracements and Extensions
4.250 647.57
2.618 623.94
1.618 609.46
1.000 600.51
0.618 594.98
HIGH 586.03
0.618 580.50
0.500 578.79
0.382 577.08
LOW 571.55
0.618 562.60
1.000 557.07
1.618 548.12
2.618 533.64
4.250 510.01
Fisher Pivots for day following 10-Oct-1995
Pivot 1 day 3 day
R1 578.79 578.79
PP 578.37 578.37
S1 577.95 577.95

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

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