S&P500 Cash Index


Trading Metrics calculated at close of trading on 19-Oct-1995
Day Change Summary
Previous Current
18-Oct-1995 19-Oct-1995 Change Change % Previous Week
Open 586.78 587.44 0.66 0.1% 582.49
High 589.77 590.66 0.89 0.2% 587.38
Low 586.28 586.34 0.06 0.0% 571.55
Close 587.44 590.65 3.21 0.5% 584.50
Range 3.49 4.32 0.83 23.8% 15.83
ATR 4.25 4.26 0.00 0.1% 0.00
Volume
Daily Pivots for day following 19-Oct-1995
Classic Woodie Camarilla DeMark
R4 602.18 600.73 593.03
R3 597.86 596.41 591.84
R2 593.54 593.54 591.44
R1 592.09 592.09 591.05 592.82
PP 589.22 589.22 589.22 589.58
S1 587.77 587.77 590.25 588.50
S2 584.90 584.90 589.86
S3 580.58 583.45 589.46
S4 576.26 579.13 588.27
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
5 590.66 581.90 8.76 1.5% 3.84 0.7% 100% True False
10 590.66 571.55 19.11 3.2% 4.82 0.8% 100% True False
20 590.66 571.55 19.11 3.2% 4.44 0.8% 100% True False
40 590.66 555.20 35.46 6.0% 3.96 0.7% 100% True False
60 590.66 553.08 37.58 6.4% 3.93 0.7% 100% True False
80 590.66 540.72 49.94 8.5% 4.19 0.7% 100% True False
100 590.66 522.17 68.49 11.6% 4.25 0.7% 100% True False
120 590.66 513.03 77.63 13.1% 4.26 0.7% 100% True 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 0.40
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 609.02
2.618 601.97
1.618 597.65
1.000 594.98
0.618 593.33
HIGH 590.66
0.618 589.01
0.500 588.50
0.382 587.99
LOW 586.34
0.618 583.67
1.000 582.02
1.618 579.35
2.618 575.03
4.250 567.98
Fisher Pivots for day following 19-Oct-1995
Pivot 1 day 3 day
R1 589.93 589.19
PP 589.22 587.74
S1 588.50 586.28

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

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