S&P500 Cash Index


Trading Metrics calculated at close of trading on 23-Oct-1995
Day Change Summary
Previous Current
20-Oct-1995 23-Oct-1995 Change Change % Previous Week
Open 590.65 587.46 -3.19 -0.5% 584.50
High 590.65 587.46 -3.19 -0.5% 590.66
Low 586.82 583.73 -3.09 -0.5% 581.90
Close 587.46 585.06 -2.40 -0.4% 587.46
Range 3.83 3.73 -0.10 -2.6% 8.76
ATR 4.23 4.19 -0.04 -0.8% 0.00
Volume
Daily Pivots for day following 23-Oct-1995
Classic Woodie Camarilla DeMark
R4 596.61 594.56 587.11
R3 592.88 590.83 586.09
R2 589.15 589.15 585.74
R1 587.10 587.10 585.40 586.26
PP 585.42 585.42 585.42 585.00
S1 583.37 583.37 584.72 582.53
S2 581.69 581.69 584.38
S3 577.96 579.64 584.03
S4 574.23 575.91 583.01
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% 4.05 0.7% 36% False False
10 590.66 571.55 19.11 3.3% 4.73 0.8% 71% False False
20 590.66 571.55 19.11 3.3% 4.45 0.8% 71% False False
40 590.66 555.74 34.92 6.0% 3.97 0.7% 84% False False
60 590.66 553.08 37.58 6.4% 3.94 0.7% 85% False False
80 590.66 542.51 48.15 8.2% 4.15 0.7% 88% False False
100 590.66 526.08 64.58 11.0% 4.18 0.7% 91% False False
120 590.66 517.07 73.59 12.6% 4.26 0.7% 92% False 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 0.35
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 603.31
2.618 597.23
1.618 593.50
1.000 591.19
0.618 589.77
HIGH 587.46
0.618 586.04
0.500 585.60
0.382 585.15
LOW 583.73
0.618 581.42
1.000 580.00
1.618 577.69
2.618 573.96
4.250 567.88
Fisher Pivots for day following 23-Oct-1995
Pivot 1 day 3 day
R1 585.60 587.20
PP 585.42 586.48
S1 585.24 585.77

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

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