S&P500 Cash Index


Trading Metrics calculated at close of trading on 02-Nov-1995
Day Change Summary
Previous Current
01-Nov-1995 02-Nov-1995 Change Change % Previous Week
Open 581.50 584.22 2.72 0.5% 587.46
High 584.24 589.72 5.48 0.9% 587.46
Low 581.04 584.22 3.18 0.5% 572.53
Close 584.22 589.72 5.50 0.9% 579.70
Range 3.20 5.50 2.30 71.9% 14.93
ATR 4.63 4.69 0.06 1.3% 0.00
Volume
Daily Pivots for day following 02-Nov-1995
Classic Woodie Camarilla DeMark
R4 604.39 602.55 592.75
R3 598.89 597.05 591.23
R2 593.39 593.39 590.73
R1 591.55 591.55 590.22 592.47
PP 587.89 587.89 587.89 588.35
S1 586.05 586.05 589.22 586.97
S2 582.39 582.39 588.71
S3 576.89 580.55 588.21
S4 571.39 575.05 586.70
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
5 589.72 573.21 16.51 2.8% 4.90 0.8% 100% True False
10 590.65 572.53 18.12 3.1% 5.04 0.9% 95% False False
20 590.66 571.55 19.11 3.2% 4.93 0.8% 95% False False
40 590.66 569.27 21.39 3.6% 4.43 0.8% 96% False False
60 590.66 553.08 37.58 6.4% 4.14 0.7% 97% False False
80 590.66 542.51 48.15 8.2% 4.31 0.7% 98% False False
100 590.66 533.83 56.83 9.6% 4.24 0.7% 98% False False
120 590.66 517.07 73.59 12.5% 4.35 0.7% 99% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.63
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 613.10
2.618 604.12
1.618 598.62
1.000 595.22
0.618 593.12
HIGH 589.72
0.618 587.62
0.500 586.97
0.382 586.32
LOW 584.22
0.618 580.82
1.000 578.72
1.618 575.32
2.618 569.82
4.250 560.85
Fisher Pivots for day following 02-Nov-1995
Pivot 1 day 3 day
R1 588.80 588.27
PP 587.89 586.83
S1 586.97 585.38

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

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