S&P500 Cash Index


Trading Metrics calculated at close of trading on 15-Nov-1995
Day Change Summary
Previous Current
14-Nov-1995 15-Nov-1995 Change Change % Previous Week
Open 592.30 589.29 -3.01 -0.5% 590.57
High 592.30 593.96 1.66 0.3% 593.90
Low 589.22 588.36 -0.86 -0.1% 584.37
Close 589.29 593.96 4.67 0.8% 592.72
Range 3.08 5.60 2.52 81.8% 9.53
ATR 4.05 4.16 0.11 2.7% 0.00
Volume
Daily Pivots for day following 15-Nov-1995
Classic Woodie Camarilla DeMark
R4 608.89 607.03 597.04
R3 603.29 601.43 595.50
R2 597.69 597.69 594.99
R1 595.83 595.83 594.47 596.76
PP 592.09 592.09 592.09 592.56
S1 590.23 590.23 593.45 591.16
S2 586.49 586.49 592.93
S3 580.89 584.63 592.42
S4 575.29 579.03 590.88
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
5 593.96 588.36 5.60 0.9% 3.54 0.6% 100% True True
10 593.96 584.22 9.74 1.6% 3.69 0.6% 100% True False
20 593.96 572.53 21.43 3.6% 4.31 0.7% 100% True False
40 593.96 571.55 22.41 3.8% 4.41 0.7% 100% True False
60 593.96 555.20 38.76 6.5% 4.05 0.7% 100% True False
80 593.96 553.08 40.88 6.9% 4.00 0.7% 100% True False
100 593.96 540.72 53.24 9.0% 4.22 0.7% 100% True False
120 593.96 521.38 72.58 12.2% 4.26 0.7% 100% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 617.76
2.618 608.62
1.618 603.02
1.000 599.56
0.618 597.42
HIGH 593.96
0.618 591.82
0.500 591.16
0.382 590.50
LOW 588.36
0.618 584.90
1.000 582.76
1.618 579.30
2.618 573.70
4.250 564.56
Fisher Pivots for day following 15-Nov-1995
Pivot 1 day 3 day
R1 593.03 593.03
PP 592.09 592.09
S1 591.16 591.16

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

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