S&P500 Cash Index


Trading Metrics calculated at close of trading on 20-Oct-1995
Day Change Summary
Previous Current
19-Oct-1995 20-Oct-1995 Change Change % Previous Week
Open 587.44 590.65 3.21 0.5% 584.50
High 590.66 590.65 -0.01 0.0% 590.66
Low 586.34 586.82 0.48 0.1% 581.90
Close 590.65 587.46 -3.19 -0.5% 587.46
Range 4.32 3.83 -0.49 -11.3% 8.76
ATR 4.26 4.23 -0.03 -0.7% 0.00
Volume
Daily Pivots for day following 20-Oct-1995
Classic Woodie Camarilla DeMark
R4 599.80 597.46 589.57
R3 595.97 593.63 588.51
R2 592.14 592.14 588.16
R1 589.80 589.80 587.81 589.06
PP 588.31 588.31 588.31 587.94
S1 585.97 585.97 587.11 585.23
S2 584.48 584.48 586.76
S3 580.65 582.14 586.41
S4 576.82 578.31 585.35
Weekly Pivots for week ending 20-Oct-1995
Classic Woodie Camarilla DeMark
R4 612.95 608.97 592.28
R3 604.19 600.21 589.87
R2 595.43 595.43 589.07
R1 591.45 591.45 588.26 593.44
PP 586.67 586.67 586.67 587.67
S1 582.69 582.69 586.66 584.68
S2 577.91 577.91 585.85
S3 569.15 573.93 585.05
S4 560.39 565.17 582.64
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% 3.75 0.6% 63% False False
10 590.66 571.55 19.11 3.3% 4.96 0.8% 83% False False
20 590.66 571.55 19.11 3.3% 4.40 0.7% 83% False False
40 590.66 555.74 34.92 5.9% 3.97 0.7% 91% False False
60 590.66 553.08 37.58 6.4% 3.93 0.7% 91% False False
80 590.66 540.79 49.87 8.5% 4.17 0.7% 94% False False
100 590.66 526.08 64.58 11.0% 4.18 0.7% 95% False False
120 590.66 514.86 75.80 12.9% 4.27 0.7% 96% 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 0.35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 606.93
2.618 600.68
1.618 596.85
1.000 594.48
0.618 593.02
HIGH 590.65
0.618 589.19
0.500 588.74
0.382 588.28
LOW 586.82
0.618 584.45
1.000 582.99
1.618 580.62
2.618 576.79
4.250 570.54
Fisher Pivots for day following 20-Oct-1995
Pivot 1 day 3 day
R1 588.74 588.47
PP 588.31 588.13
S1 587.89 587.80

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

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