S&P500 Cash Index


Trading Metrics calculated at close of trading on 14-Nov-1995
Day Change Summary
Previous Current
13-Nov-1995 14-Nov-1995 Change Change % Previous Week
Open 592.72 592.30 -0.42 -0.1% 590.57
High 593.72 592.30 -1.42 -0.2% 593.90
Low 590.58 589.22 -1.36 -0.2% 584.37
Close 592.30 589.29 -3.01 -0.5% 592.72
Range 3.14 3.08 -0.06 -1.9% 9.53
ATR 4.12 4.05 -0.07 -1.8% 0.00
Volume
Daily Pivots for day following 14-Nov-1995
Classic Woodie Camarilla DeMark
R4 599.51 597.48 590.98
R3 596.43 594.40 590.14
R2 593.35 593.35 589.85
R1 591.32 591.32 589.57 590.80
PP 590.27 590.27 590.27 590.01
S1 588.24 588.24 589.01 587.72
S2 587.19 587.19 588.73
S3 584.11 585.16 588.44
S4 581.03 582.08 587.60
Weekly Pivots for week ending 10-Nov-1995
Classic Woodie Camarilla DeMark
R4 618.92 615.35 597.96
R3 609.39 605.82 595.34
R2 599.86 599.86 594.47
R1 596.29 596.29 593.59 598.08
PP 590.33 590.33 590.33 591.22
S1 586.76 586.76 591.85 588.55
S2 580.80 580.80 590.97
S3 571.27 577.23 590.10
S4 561.74 567.70 587.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 593.90 586.32 7.58 1.3% 3.49 0.6% 39% False False
10 593.90 581.04 12.86 2.2% 3.45 0.6% 64% False False
20 593.90 572.53 21.37 3.6% 4.20 0.7% 78% False False
40 593.90 571.55 22.35 3.8% 4.34 0.7% 79% False False
60 593.90 555.20 38.70 6.6% 4.02 0.7% 88% False False
80 593.90 553.08 40.82 6.9% 4.03 0.7% 89% False False
100 593.90 540.72 53.18 9.0% 4.22 0.7% 91% False False
120 593.90 521.38 72.52 12.3% 4.27 0.7% 94% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 605.39
2.618 600.36
1.618 597.28
1.000 595.38
0.618 594.20
HIGH 592.30
0.618 591.12
0.500 590.76
0.382 590.40
LOW 589.22
0.618 587.32
1.000 586.14
1.618 584.24
2.618 581.16
4.250 576.13
Fisher Pivots for day following 14-Nov-1995
Pivot 1 day 3 day
R1 590.76 591.47
PP 590.27 590.74
S1 589.78 590.02

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

View Archives - Comment on this page... - Back to Index of Symbols