S&P500 Cash Index


Trading Metrics calculated at close of trading on 17-Nov-1995
Day Change Summary
Previous Current
16-Nov-1995 17-Nov-1995 Change Change % Previous Week
Open 593.96 597.34 3.38 0.6% 592.72
High 597.83 600.07 2.24 0.4% 600.07
Low 593.52 597.34 3.82 0.6% 588.36
Close 597.34 600.07 2.73 0.5% 600.07
Range 4.31 2.73 -1.58 -36.7% 11.71
ATR 4.17 4.06 -0.10 -2.5% 0.00
Volume
Daily Pivots for day following 17-Nov-1995
Classic Woodie Camarilla DeMark
R4 607.35 606.44 601.57
R3 604.62 603.71 600.82
R2 601.89 601.89 600.57
R1 600.98 600.98 600.32 601.44
PP 599.16 599.16 599.16 599.39
S1 598.25 598.25 599.82 598.71
S2 596.43 596.43 599.57
S3 593.70 595.52 599.32
S4 590.97 592.79 598.57
Weekly Pivots for week ending 17-Nov-1995
Classic Woodie Camarilla DeMark
R4 631.30 627.39 606.51
R3 619.59 615.68 603.29
R2 607.88 607.88 602.22
R1 603.97 603.97 601.14 605.93
PP 596.17 596.17 596.17 597.14
S1 592.26 592.26 599.00 594.22
S2 584.46 584.46 597.92
S3 572.75 580.55 596.85
S4 561.04 568.84 593.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 600.07 588.36 11.71 2.0% 3.77 0.6% 100% True False
10 600.07 584.37 15.70 2.6% 3.65 0.6% 100% True False
20 600.07 572.53 27.54 4.6% 4.25 0.7% 100% True False
40 600.07 571.55 28.52 4.8% 4.32 0.7% 100% True False
60 600.07 555.74 44.33 7.4% 4.06 0.7% 100% True False
80 600.07 553.08 46.99 7.8% 4.01 0.7% 100% True False
100 600.07 540.79 59.28 9.9% 4.19 0.7% 100% True False
120 600.07 526.08 73.99 12.3% 4.19 0.7% 100% True 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 0.32
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 611.67
2.618 607.22
1.618 604.49
1.000 602.80
0.618 601.76
HIGH 600.07
0.618 599.03
0.500 598.71
0.382 598.38
LOW 597.34
0.618 595.65
1.000 594.61
1.618 592.92
2.618 590.19
4.250 585.74
Fisher Pivots for day following 17-Nov-1995
Pivot 1 day 3 day
R1 599.62 598.12
PP 599.16 596.17
S1 598.71 594.22

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

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