S&P500 Cash Index


Trading Metrics calculated at close of trading on 31-Oct-1995
Day Change Summary
Previous Current
30-Oct-1995 31-Oct-1995 Change Change % Previous Week
Open 579.70 583.25 3.55 0.6% 587.46
High 583.79 586.71 2.92 0.5% 587.46
Low 579.70 581.50 1.80 0.3% 572.53
Close 583.25 581.50 -1.75 -0.3% 579.70
Range 4.09 5.21 1.12 27.4% 14.93
ATR 4.70 4.74 0.04 0.8% 0.00
Volume
Daily Pivots for day following 31-Oct-1995
Classic Woodie Camarilla DeMark
R4 598.87 595.39 584.37
R3 593.66 590.18 582.93
R2 588.45 588.45 582.46
R1 584.97 584.97 581.98 584.11
PP 583.24 583.24 583.24 582.80
S1 579.76 579.76 581.02 578.90
S2 578.03 578.03 580.54
S3 572.82 574.55 580.07
S4 567.61 569.34 578.63
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
5 587.18 572.53 14.65 2.5% 6.32 1.1% 61% False False
10 590.66 572.53 18.13 3.1% 4.95 0.9% 49% False False
20 590.66 571.55 19.11 3.3% 4.77 0.8% 52% False False
40 590.66 569.00 21.66 3.7% 4.30 0.7% 58% False False
60 590.66 553.08 37.58 6.5% 4.09 0.7% 76% False False
80 590.66 542.51 48.15 8.3% 4.27 0.7% 81% False False
100 590.66 527.94 62.72 10.8% 4.25 0.7% 85% False False
120 590.66 517.07 73.59 12.7% 4.33 0.7% 88% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.75
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 608.85
2.618 600.35
1.618 595.14
1.000 591.92
0.618 589.93
HIGH 586.71
0.618 584.72
0.500 584.11
0.382 583.49
LOW 581.50
0.618 578.28
1.000 576.29
1.618 573.07
2.618 567.86
4.250 559.36
Fisher Pivots for day following 31-Oct-1995
Pivot 1 day 3 day
R1 584.11 580.99
PP 583.24 580.47
S1 582.37 579.96

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

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