S&P500 Cash Index


Trading Metrics calculated at close of trading on 16-Nov-1995
Day Change Summary
Previous Current
15-Nov-1995 16-Nov-1995 Change Change % Previous Week
Open 589.29 593.96 4.67 0.8% 590.57
High 593.96 597.83 3.87 0.7% 593.90
Low 588.36 593.52 5.16 0.9% 584.37
Close 593.96 597.34 3.38 0.6% 592.72
Range 5.60 4.31 -1.29 -23.0% 9.53
ATR 4.16 4.17 0.01 0.3% 0.00
Volume
Daily Pivots for day following 16-Nov-1995
Classic Woodie Camarilla DeMark
R4 609.16 607.56 599.71
R3 604.85 603.25 598.53
R2 600.54 600.54 598.13
R1 598.94 598.94 597.74 599.74
PP 596.23 596.23 596.23 596.63
S1 594.63 594.63 596.94 595.43
S2 591.92 591.92 596.55
S3 587.61 590.32 596.15
S4 583.30 586.01 594.97
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
5 597.83 588.36 9.47 1.6% 3.80 0.6% 95% True False
10 597.83 584.37 13.46 2.3% 3.57 0.6% 96% True False
20 597.83 572.53 25.30 4.2% 4.31 0.7% 98% True False
40 597.83 571.55 26.28 4.4% 4.37 0.7% 98% True False
60 597.83 555.20 42.63 7.1% 4.07 0.7% 99% True False
80 597.83 553.08 44.75 7.5% 4.03 0.7% 99% True False
100 597.83 540.72 57.11 9.6% 4.22 0.7% 99% True False
120 597.83 522.17 75.66 12.7% 4.26 0.7% 99% True 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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 616.15
2.618 609.11
1.618 604.80
1.000 602.14
0.618 600.49
HIGH 597.83
0.618 596.18
0.500 595.68
0.382 595.17
LOW 593.52
0.618 590.86
1.000 589.21
1.618 586.55
2.618 582.24
4.250 575.20
Fisher Pivots for day following 16-Nov-1995
Pivot 1 day 3 day
R1 596.79 595.93
PP 596.23 594.51
S1 595.68 593.10

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

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