S&P500 Cash Index


Trading Metrics calculated at close of trading on 17-Oct-1995
Day Change Summary
Previous Current
16-Oct-1995 17-Oct-1995 Change Change % Previous Week
Open 584.50 583.03 -1.47 -0.3% 582.49
High 584.86 586.78 1.92 0.3% 587.38
Low 582.63 581.90 -0.73 -0.1% 571.55
Close 583.03 586.78 3.75 0.6% 584.50
Range 2.23 4.88 2.65 118.8% 15.83
ATR 4.27 4.31 0.04 1.0% 0.00
Volume
Daily Pivots for day following 17-Oct-1995
Classic Woodie Camarilla DeMark
R4 599.79 598.17 589.46
R3 594.91 593.29 588.12
R2 590.03 590.03 587.67
R1 588.41 588.41 587.23 589.22
PP 585.15 585.15 585.15 585.56
S1 583.53 583.53 586.33 584.34
S2 580.27 580.27 585.89
S3 575.39 578.65 585.44
S4 570.51 573.77 584.10
Weekly Pivots for week ending 13-Oct-1995
Classic Woodie Camarilla DeMark
R4 628.63 622.40 593.21
R3 612.80 606.57 588.85
R2 596.97 596.97 587.40
R1 590.74 590.74 585.95 593.86
PP 581.14 581.14 581.14 582.70
S1 574.91 574.91 583.05 578.03
S2 565.31 565.31 581.60
S3 549.48 559.08 580.15
S4 533.65 543.25 575.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 587.38 577.08 10.30 1.8% 3.49 0.6% 94% False False
10 587.38 571.55 15.83 2.7% 4.59 0.8% 96% False False
20 587.59 571.55 16.04 2.7% 4.47 0.8% 95% False False
40 587.59 555.20 32.39 5.5% 3.92 0.7% 97% False False
60 587.59 553.08 34.51 5.9% 3.98 0.7% 98% False False
80 587.59 540.72 46.87 8.0% 4.23 0.7% 98% False False
100 587.59 521.38 66.21 11.3% 4.28 0.7% 99% False False
120 587.59 510.90 76.69 13.1% 4.25 0.7% 99% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 607.52
2.618 599.56
1.618 594.68
1.000 591.66
0.618 589.80
HIGH 586.78
0.618 584.92
0.500 584.34
0.382 583.76
LOW 581.90
0.618 578.88
1.000 577.02
1.618 574.00
2.618 569.12
4.250 561.16
Fisher Pivots for day following 17-Oct-1995
Pivot 1 day 3 day
R1 585.97 586.07
PP 585.15 585.35
S1 584.34 584.64

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

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