S&P500 Cash Index


Trading Metrics calculated at close of trading on 26-Oct-1995
Day Change Summary
Previous Current
25-Oct-1995 26-Oct-1995 Change Change % Previous Week
Open 586.54 582.47 -4.07 -0.7% 584.50
High 587.18 582.63 -4.55 -0.8% 590.66
Low 581.47 572.53 -8.94 -1.5% 581.90
Close 582.47 576.72 -5.75 -1.0% 587.46
Range 5.71 10.10 4.39 76.9% 8.76
ATR 4.19 4.61 0.42 10.1% 0.00
Volume
Daily Pivots for day following 26-Oct-1995
Classic Woodie Camarilla DeMark
R4 607.59 602.26 582.28
R3 597.49 592.16 579.50
R2 587.39 587.39 578.57
R1 582.06 582.06 577.65 579.68
PP 577.29 577.29 577.29 576.10
S1 571.96 571.96 575.79 569.58
S2 567.19 567.19 574.87
S3 557.09 561.86 573.94
S4 546.99 551.76 571.17
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
5 590.65 572.53 18.12 3.1% 5.19 0.9% 23% False True
10 590.66 572.53 18.13 3.1% 4.51 0.8% 23% False True
20 590.66 571.55 19.11 3.3% 4.58 0.8% 27% False False
40 590.66 560.49 30.17 5.2% 4.17 0.7% 54% False False
60 590.66 553.08 37.58 6.5% 3.97 0.7% 63% False False
80 590.66 542.51 48.15 8.3% 4.26 0.7% 71% False False
100 590.66 526.08 64.58 11.2% 4.22 0.7% 78% False False
120 590.66 517.07 73.59 12.8% 4.28 0.7% 81% 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 0.42
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 625.56
2.618 609.07
1.618 598.97
1.000 592.73
0.618 588.87
HIGH 582.63
0.618 578.77
0.500 577.58
0.382 576.39
LOW 572.53
0.618 566.29
1.000 562.43
1.618 556.19
2.618 546.09
4.250 529.61
Fisher Pivots for day following 26-Oct-1995
Pivot 1 day 3 day
R1 577.58 579.92
PP 577.29 578.85
S1 577.01 577.79

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

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