S&P500 Cash Index


Trading Metrics calculated at close of trading on 12-Oct-1995
Day Change Summary
Previous Current
11-Oct-1995 12-Oct-1995 Change Change % Previous Week
Open 577.52 579.46 1.94 0.3% 584.41
High 579.52 583.10 3.58 0.6% 585.05
Low 577.08 579.46 2.38 0.4% 578.51
Close 579.46 583.10 3.64 0.6% 582.49
Range 2.44 3.64 1.20 49.2% 6.54
ATR 4.50 4.44 -0.06 -1.4% 0.00
Volume
Daily Pivots for day following 12-Oct-1995
Classic Woodie Camarilla DeMark
R4 592.81 591.59 585.10
R3 589.17 587.95 584.10
R2 585.53 585.53 583.77
R1 584.31 584.31 583.43 584.92
PP 581.89 581.89 581.89 582.19
S1 580.67 580.67 582.77 581.28
S2 578.25 578.25 582.43
S3 574.61 577.03 582.10
S4 570.97 573.39 581.10
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% 5.80 1.0% 80% False False
10 587.59 571.55 16.04 2.8% 4.64 0.8% 72% False False
20 587.59 571.55 16.04 2.8% 4.44 0.8% 72% False False
40 587.59 555.20 32.39 5.6% 3.91 0.7% 86% False False
60 587.59 549.10 38.49 6.6% 4.00 0.7% 88% False False
80 587.59 540.72 46.87 8.0% 4.23 0.7% 90% False False
100 587.59 521.38 66.21 11.4% 4.32 0.7% 93% False False
120 587.59 510.47 77.12 13.2% 4.21 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 False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.51
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 598.57
2.618 592.63
1.618 588.99
1.000 586.74
0.618 585.35
HIGH 583.10
0.618 581.71
0.500 581.28
0.382 580.85
LOW 579.46
0.618 577.21
1.000 575.82
1.618 573.57
2.618 569.93
4.250 563.99
Fisher Pivots for day following 12-Oct-1995
Pivot 1 day 3 day
R1 582.49 581.66
PP 581.89 580.23
S1 581.28 578.79

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

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