S&P500 Cash Index


Trading Metrics calculated at close of trading on 03-Nov-1995
Day Change Summary
Previous Current
02-Nov-1995 03-Nov-1995 Change Change % Previous Week
Open 584.22 589.72 5.50 0.9% 579.70
High 589.72 590.57 0.85 0.1% 590.57
Low 584.22 588.65 4.43 0.8% 579.70
Close 589.72 590.57 0.85 0.1% 590.57
Range 5.50 1.92 -3.58 -65.1% 10.87
ATR 4.69 4.49 -0.20 -4.2% 0.00
Volume
Daily Pivots for day following 03-Nov-1995
Classic Woodie Camarilla DeMark
R4 595.69 595.05 591.63
R3 593.77 593.13 591.10
R2 591.85 591.85 590.92
R1 591.21 591.21 590.75 591.53
PP 589.93 589.93 589.93 590.09
S1 589.29 589.29 590.39 589.61
S2 588.01 588.01 590.22
S3 586.09 587.37 590.04
S4 584.17 585.45 589.51
Weekly Pivots for week ending 03-Nov-1995
Classic Woodie Camarilla DeMark
R4 619.56 615.93 596.55
R3 608.69 605.06 593.56
R2 597.82 597.82 592.56
R1 594.19 594.19 591.57 596.01
PP 586.95 586.95 586.95 587.85
S1 583.32 583.32 589.57 585.14
S2 576.08 576.08 588.58
S3 565.21 572.45 587.58
S4 554.34 561.58 584.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 590.57 579.70 10.87 1.8% 3.98 0.7% 100% True False
10 590.57 572.53 18.04 3.1% 4.85 0.8% 100% True False
20 590.66 571.55 19.11 3.2% 4.91 0.8% 100% False False
40 590.66 571.55 19.11 3.2% 4.39 0.7% 100% False False
60 590.66 553.08 37.58 6.4% 4.10 0.7% 100% False False
80 590.66 542.51 48.15 8.2% 4.25 0.7% 100% False False
100 590.66 535.56 55.10 9.3% 4.23 0.7% 100% False False
120 590.66 517.07 73.59 12.5% 4.34 0.7% 100% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.72
Narrowest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 598.73
2.618 595.60
1.618 593.68
1.000 592.49
0.618 591.76
HIGH 590.57
0.618 589.84
0.500 589.61
0.382 589.38
LOW 588.65
0.618 587.46
1.000 586.73
1.618 585.54
2.618 583.62
4.250 580.49
Fisher Pivots for day following 03-Nov-1995
Pivot 1 day 3 day
R1 590.25 588.98
PP 589.93 587.39
S1 589.61 585.81

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

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