S&P500 Cash Index


Trading Metrics calculated at close of trading on 21-Nov-1995
Day Change Summary
Previous Current
20-Nov-1995 21-Nov-1995 Change Change % Previous Week
Open 600.07 596.27 -3.80 -0.6% 592.72
High 600.37 600.26 -0.11 0.0% 600.07
Low 596.22 595.42 -0.80 -0.1% 588.36
Close 596.85 600.24 3.39 0.6% 600.07
Range 4.15 4.84 0.69 16.6% 11.71
ATR 4.07 4.13 0.05 1.4% 0.00
Volume
Daily Pivots for day following 21-Nov-1995
Classic Woodie Camarilla DeMark
R4 613.16 611.54 602.90
R3 608.32 606.70 601.57
R2 603.48 603.48 601.13
R1 601.86 601.86 600.68 602.67
PP 598.64 598.64 598.64 599.05
S1 597.02 597.02 599.80 597.83
S2 593.80 593.80 599.35
S3 588.96 592.18 598.91
S4 584.12 587.34 597.58
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% 4.33 0.7% 99% False False
10 600.37 586.32 14.05 2.3% 3.91 0.7% 99% False False
20 600.37 572.53 27.84 4.6% 4.39 0.7% 100% False False
40 600.37 571.55 28.82 4.8% 4.38 0.7% 100% False False
60 600.37 555.74 44.63 7.4% 4.09 0.7% 100% False False
80 600.37 553.08 47.29 7.9% 4.04 0.7% 100% False False
100 600.37 542.51 57.86 9.6% 4.19 0.7% 100% False False
120 600.37 526.08 74.29 12.4% 4.17 0.7% 100% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.43
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 620.83
2.618 612.93
1.618 608.09
1.000 605.10
0.618 603.25
HIGH 600.26
0.618 598.41
0.500 597.84
0.382 597.27
LOW 595.42
0.618 592.43
1.000 590.58
1.618 587.59
2.618 582.75
4.250 574.85
Fisher Pivots for day following 21-Nov-1995
Pivot 1 day 3 day
R1 599.44 599.46
PP 598.64 598.68
S1 597.84 597.90

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

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