S&P500 Cash Index


Trading Metrics calculated at close of trading on 18-Oct-1995
Day Change Summary
Previous Current
17-Oct-1995 18-Oct-1995 Change Change % Previous Week
Open 583.03 586.78 3.75 0.6% 582.49
High 586.78 589.77 2.99 0.5% 587.38
Low 581.90 586.28 4.38 0.8% 571.55
Close 586.78 587.44 0.66 0.1% 584.50
Range 4.88 3.49 -1.39 -28.5% 15.83
ATR 4.31 4.25 -0.06 -1.4% 0.00
Volume
Daily Pivots for day following 18-Oct-1995
Classic Woodie Camarilla DeMark
R4 598.30 596.36 589.36
R3 594.81 592.87 588.40
R2 591.32 591.32 588.08
R1 589.38 589.38 587.76 590.35
PP 587.83 587.83 587.83 588.32
S1 585.89 585.89 587.12 586.86
S2 584.34 584.34 586.80
S3 580.85 582.40 586.48
S4 577.36 578.91 585.52
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
5 589.77 579.46 10.31 1.8% 3.70 0.6% 77% True False
10 589.77 571.55 18.22 3.1% 4.69 0.8% 87% True False
20 589.77 571.55 18.22 3.1% 4.52 0.8% 87% True False
40 589.77 555.20 34.57 5.9% 3.92 0.7% 93% True False
60 589.77 553.08 36.69 6.2% 3.90 0.7% 94% True False
80 589.77 540.72 49.05 8.3% 4.20 0.7% 95% True False
100 589.77 521.38 68.39 11.6% 4.25 0.7% 97% True False
120 589.77 513.03 76.74 13.1% 4.24 0.7% 97% True False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.41
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 604.60
2.618 598.91
1.618 595.42
1.000 593.26
0.618 591.93
HIGH 589.77
0.618 588.44
0.500 588.03
0.382 587.61
LOW 586.28
0.618 584.12
1.000 582.79
1.618 580.63
2.618 577.14
4.250 571.45
Fisher Pivots for day following 18-Oct-1995
Pivot 1 day 3 day
R1 588.03 586.91
PP 587.83 586.37
S1 587.64 585.84

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

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