S&P500 Cash Index


Trading Metrics calculated at close of trading on 25-Oct-1995
Day Change Summary
Previous Current
24-Oct-1995 25-Oct-1995 Change Change % Previous Week
Open 585.06 586.54 1.48 0.3% 584.50
High 587.31 587.18 -0.13 0.0% 590.66
Low 584.75 581.47 -3.28 -0.6% 581.90
Close 586.56 582.47 -4.09 -0.7% 587.46
Range 2.56 5.71 3.15 123.0% 8.76
ATR 4.08 4.19 0.12 2.9% 0.00
Volume
Daily Pivots for day following 25-Oct-1995
Classic Woodie Camarilla DeMark
R4 600.84 597.36 585.61
R3 595.13 591.65 584.04
R2 589.42 589.42 583.52
R1 585.94 585.94 582.99 584.83
PP 583.71 583.71 583.71 583.15
S1 580.23 580.23 581.95 579.12
S2 578.00 578.00 581.42
S3 572.29 574.52 580.90
S4 566.58 568.81 579.33
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
5 590.66 581.47 9.19 1.6% 4.03 0.7% 11% False True
10 590.66 579.46 11.20 1.9% 3.87 0.7% 27% False False
20 590.66 571.55 19.11 3.3% 4.33 0.7% 57% False False
40 590.66 559.49 31.17 5.4% 3.97 0.7% 74% False False
60 590.66 553.08 37.58 6.5% 3.93 0.7% 78% False False
80 590.66 542.51 48.15 8.3% 4.18 0.7% 83% False False
100 590.66 526.08 64.58 11.1% 4.14 0.7% 87% False False
120 590.66 517.07 73.59 12.6% 4.24 0.7% 89% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 11 trading days
Fibonacci Retracements and Extensions
4.250 611.45
2.618 602.13
1.618 596.42
1.000 592.89
0.618 590.71
HIGH 587.18
0.618 585.00
0.500 584.33
0.382 583.65
LOW 581.47
0.618 577.94
1.000 575.76
1.618 572.23
2.618 566.52
4.250 557.20
Fisher Pivots for day following 25-Oct-1995
Pivot 1 day 3 day
R1 584.33 584.47
PP 583.71 583.80
S1 583.09 583.14

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

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