S&P500 Cash Index


Trading Metrics calculated at close of trading on 24-Oct-1995
Day Change Summary
Previous Current
23-Oct-1995 24-Oct-1995 Change Change % Previous Week
Open 587.46 585.06 -2.40 -0.4% 584.50
High 587.46 587.31 -0.15 0.0% 590.66
Low 583.73 584.75 1.02 0.2% 581.90
Close 585.06 586.56 1.50 0.3% 587.46
Range 3.73 2.56 -1.17 -31.4% 8.76
ATR 4.19 4.08 -0.12 -2.8% 0.00
Volume
Daily Pivots for day following 24-Oct-1995
Classic Woodie Camarilla DeMark
R4 593.89 592.78 587.97
R3 591.33 590.22 587.26
R2 588.77 588.77 587.03
R1 587.66 587.66 586.79 588.22
PP 586.21 586.21 586.21 586.48
S1 585.10 585.10 586.33 585.66
S2 583.65 583.65 586.09
S3 581.09 582.54 585.86
S4 578.53 579.98 585.15
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
5 590.66 583.73 6.93 1.2% 3.59 0.6% 41% False False
10 590.66 577.08 13.58 2.3% 3.54 0.6% 70% False False
20 590.66 571.55 19.11 3.3% 4.38 0.7% 79% False False
40 590.66 555.74 34.92 6.0% 3.93 0.7% 88% False False
60 590.66 553.08 37.58 6.4% 3.93 0.7% 89% False False
80 590.66 542.51 48.15 8.2% 4.14 0.7% 91% False False
100 590.66 526.08 64.58 11.0% 4.13 0.7% 94% False False
120 590.66 517.07 73.59 12.5% 4.23 0.7% 94% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 598.19
2.618 594.01
1.618 591.45
1.000 589.87
0.618 588.89
HIGH 587.31
0.618 586.33
0.500 586.03
0.382 585.73
LOW 584.75
0.618 583.17
1.000 582.19
1.618 580.61
2.618 578.05
4.250 573.87
Fisher Pivots for day following 24-Oct-1995
Pivot 1 day 3 day
R1 586.38 587.19
PP 586.21 586.98
S1 586.03 586.77

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

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