S&P500 Cash Index


Trading Metrics calculated at close of trading on 11-Oct-1995
Day Change Summary
Previous Current
10-Oct-1995 11-Oct-1995 Change Change % Previous Week
Open 586.03 577.52 -8.51 -1.5% 584.41
High 586.03 579.52 -6.51 -1.1% 585.05
Low 571.55 577.08 5.53 1.0% 578.51
Close 577.53 579.46 1.93 0.3% 582.49
Range 14.48 2.44 -12.04 -83.1% 6.54
ATR 4.66 4.50 -0.16 -3.4% 0.00
Volume
Daily Pivots for day following 11-Oct-1995
Classic Woodie Camarilla DeMark
R4 586.01 585.17 580.80
R3 583.57 582.73 580.13
R2 581.13 581.13 579.91
R1 580.29 580.29 579.68 580.71
PP 578.69 578.69 578.69 578.90
S1 577.85 577.85 579.24 578.27
S2 576.25 576.25 579.01
S3 573.81 575.41 578.79
S4 571.37 572.97 578.12
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% 55% False False
10 587.59 571.55 16.04 2.8% 4.79 0.8% 49% False False
20 587.59 571.55 16.04 2.8% 4.52 0.8% 49% False False
40 587.59 555.20 32.39 5.6% 3.89 0.7% 75% False False
60 587.59 542.51 45.08 7.8% 4.20 0.7% 82% False False
80 587.59 540.72 46.87 8.1% 4.21 0.7% 83% False False
100 587.59 519.19 68.40 11.8% 4.33 0.7% 88% False False
120 587.59 507.44 80.15 13.8% 4.23 0.7% 90% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.54
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 589.89
2.618 585.91
1.618 583.47
1.000 581.96
0.618 581.03
HIGH 579.52
0.618 578.59
0.500 578.30
0.382 578.01
LOW 577.08
0.618 575.57
1.000 574.64
1.618 573.13
2.618 570.69
4.250 566.71
Fisher Pivots for day following 11-Oct-1995
Pivot 1 day 3 day
R1 579.07 579.24
PP 578.69 579.01
S1 578.30 578.79

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

View Archives - Comment on this page... - Back to Index of Symbols