S&P500 Cash Index


Trading Metrics calculated at close of trading on 20-Nov-1995
Day Change Summary
Previous Current
17-Nov-1995 20-Nov-1995 Change Change % Previous Week
Open 597.34 600.07 2.73 0.5% 592.72
High 600.07 600.37 0.30 0.0% 600.07
Low 597.34 596.22 -1.12 -0.2% 588.36
Close 600.07 596.85 -3.22 -0.5% 600.07
Range 2.73 4.15 1.42 52.0% 11.71
ATR 4.06 4.07 0.01 0.2% 0.00
Volume
Daily Pivots for day following 20-Nov-1995
Classic Woodie Camarilla DeMark
R4 610.26 607.71 599.13
R3 606.11 603.56 597.99
R2 601.96 601.96 597.61
R1 599.41 599.41 597.23 598.61
PP 597.81 597.81 597.81 597.42
S1 595.26 595.26 596.47 594.46
S2 593.66 593.66 596.09
S3 589.51 591.11 595.71
S4 585.36 586.96 594.57
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
5 600.37 588.36 12.01 2.0% 3.97 0.7% 71% True False
10 600.37 584.37 16.00 2.7% 3.84 0.6% 78% True False
20 600.37 572.53 27.84 4.7% 4.27 0.7% 87% True False
40 600.37 571.55 28.82 4.8% 4.36 0.7% 88% True False
60 600.37 555.74 44.63 7.5% 4.07 0.7% 92% True False
80 600.37 553.08 47.29 7.9% 4.02 0.7% 93% True False
100 600.37 542.51 57.86 9.7% 4.17 0.7% 94% True False
120 600.37 526.08 74.29 12.4% 4.19 0.7% 95% True 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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 618.01
2.618 611.23
1.618 607.08
1.000 604.52
0.618 602.93
HIGH 600.37
0.618 598.78
0.500 598.30
0.382 597.81
LOW 596.22
0.618 593.66
1.000 592.07
1.618 589.51
2.618 585.36
4.250 578.58
Fisher Pivots for day following 20-Nov-1995
Pivot 1 day 3 day
R1 598.30 596.95
PP 597.81 596.91
S1 597.33 596.88

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

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