S&P500 Cash Index


Trading Metrics calculated at close of trading on 06-Nov-1995
Day Change Summary
Previous Current
03-Nov-1995 06-Nov-1995 Change Change % Previous Week
Open 589.72 590.57 0.85 0.1% 579.70
High 590.57 590.64 0.07 0.0% 590.57
Low 588.65 588.31 -0.34 -0.1% 579.70
Close 590.57 588.46 -2.11 -0.4% 590.57
Range 1.92 2.33 0.41 21.4% 10.87
ATR 4.49 4.34 -0.15 -3.4% 0.00
Volume
Daily Pivots for day following 06-Nov-1995
Classic Woodie Camarilla DeMark
R4 596.13 594.62 589.74
R3 593.80 592.29 589.10
R2 591.47 591.47 588.89
R1 589.96 589.96 588.67 589.55
PP 589.14 589.14 589.14 588.93
S1 587.63 587.63 588.25 587.22
S2 586.81 586.81 588.03
S3 584.48 585.30 587.82
S4 582.15 582.97 587.18
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
5 590.64 581.04 9.60 1.6% 3.63 0.6% 77% True False
10 590.64 572.53 18.11 3.1% 4.71 0.8% 88% True False
20 590.66 571.55 19.11 3.2% 4.72 0.8% 88% False False
40 590.66 571.55 19.11 3.2% 4.39 0.7% 88% False False
60 590.66 554.76 35.90 6.1% 4.05 0.7% 94% False False
80 590.66 542.51 48.15 8.2% 4.24 0.7% 95% False False
100 590.66 537.51 53.15 9.0% 4.22 0.7% 96% False False
120 590.66 517.07 73.59 12.5% 4.34 0.7% 97% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.72
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 600.54
2.618 596.74
1.618 594.41
1.000 592.97
0.618 592.08
HIGH 590.64
0.618 589.75
0.500 589.48
0.382 589.20
LOW 588.31
0.618 586.87
1.000 585.98
1.618 584.54
2.618 582.21
4.250 578.41
Fisher Pivots for day following 06-Nov-1995
Pivot 1 day 3 day
R1 589.48 588.12
PP 589.14 587.77
S1 588.80 587.43

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

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