S&P500 Cash Index


Trading Metrics calculated at close of trading on 30-Oct-1995
Day Change Summary
Previous Current
27-Oct-1995 30-Oct-1995 Change Change % Previous Week
Open 576.72 579.70 2.98 0.5% 587.46
High 579.71 583.79 4.08 0.7% 587.46
Low 573.21 579.70 6.49 1.1% 572.53
Close 579.70 583.25 3.55 0.6% 579.70
Range 6.50 4.09 -2.41 -37.1% 14.93
ATR 4.75 4.70 -0.05 -1.0% 0.00
Volume
Daily Pivots for day following 30-Oct-1995
Classic Woodie Camarilla DeMark
R4 594.52 592.97 585.50
R3 590.43 588.88 584.37
R2 586.34 586.34 584.00
R1 584.79 584.79 583.62 585.57
PP 582.25 582.25 582.25 582.63
S1 580.70 580.70 582.88 581.48
S2 578.16 578.16 582.50
S3 574.07 576.61 582.13
S4 569.98 572.52 581.00
Weekly Pivots for week ending 27-Oct-1995
Classic Woodie Camarilla DeMark
R4 624.69 617.12 587.91
R3 609.76 602.19 583.81
R2 594.83 594.83 582.44
R1 587.26 587.26 581.07 583.58
PP 579.90 579.90 579.90 578.06
S1 572.33 572.33 578.33 568.65
S2 564.97 564.97 576.96
S3 550.04 557.40 575.59
S4 535.11 542.47 571.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 587.31 572.53 14.78 2.5% 5.79 1.0% 73% False False
10 590.66 572.53 18.13 3.1% 4.92 0.8% 59% False False
20 590.66 571.55 19.11 3.3% 4.70 0.8% 61% False False
40 590.66 563.84 26.82 4.6% 4.30 0.7% 72% False False
60 590.66 553.08 37.58 6.4% 4.04 0.7% 80% False False
80 590.66 542.51 48.15 8.3% 4.25 0.7% 85% False False
100 590.66 526.08 64.58 11.1% 4.26 0.7% 89% False False
120 590.66 517.07 73.59 12.6% 4.31 0.7% 90% False False
Crabel Price Patterns
NR True
NR4 True
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 0.68
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 601.17
2.618 594.50
1.618 590.41
1.000 587.88
0.618 586.32
HIGH 583.79
0.618 582.23
0.500 581.75
0.382 581.26
LOW 579.70
0.618 577.17
1.000 575.61
1.618 573.08
2.618 568.99
4.250 562.32
Fisher Pivots for day following 30-Oct-1995
Pivot 1 day 3 day
R1 582.75 581.55
PP 582.25 579.86
S1 581.75 578.16

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

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