S&P500 Cash Index


Trading Metrics calculated at close of trading on 22-Nov-1995
Day Change Summary
Previous Current
21-Nov-1995 22-Nov-1995 Change Change % Previous Week
Open 596.27 600.24 3.97 0.7% 592.72
High 600.26 600.70 0.44 0.1% 600.07
Low 595.42 598.40 2.98 0.5% 588.36
Close 600.24 598.40 -1.84 -0.3% 600.07
Range 4.84 2.30 -2.54 -52.5% 11.71
ATR 4.13 4.00 -0.13 -3.2% 0.00
Volume
Daily Pivots for day following 22-Nov-1995
Classic Woodie Camarilla DeMark
R4 606.07 604.53 599.67
R3 603.77 602.23 599.03
R2 601.47 601.47 598.82
R1 599.93 599.93 598.61 599.55
PP 599.17 599.17 599.17 598.98
S1 597.63 597.63 598.19 597.25
S2 596.87 596.87 597.98
S3 594.57 595.33 597.77
S4 592.27 593.03 597.14
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
5 600.70 593.52 7.18 1.2% 3.67 0.6% 68% True False
10 600.70 588.36 12.34 2.1% 3.60 0.6% 81% True False
20 600.70 572.53 28.17 4.7% 4.22 0.7% 92% True False
40 600.70 571.55 29.15 4.9% 4.27 0.7% 92% True False
60 600.70 559.49 41.21 6.9% 4.05 0.7% 94% True False
80 600.70 553.08 47.62 8.0% 4.00 0.7% 95% True False
100 600.70 542.51 58.19 9.7% 4.19 0.7% 96% True False
120 600.70 526.08 74.62 12.5% 4.15 0.7% 97% 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 0.48
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 610.48
2.618 606.72
1.618 604.42
1.000 603.00
0.618 602.12
HIGH 600.70
0.618 599.82
0.500 599.55
0.382 599.28
LOW 598.40
0.618 596.98
1.000 596.10
1.618 594.68
2.618 592.38
4.250 588.63
Fisher Pivots for day following 22-Nov-1995
Pivot 1 day 3 day
R1 599.55 598.29
PP 599.17 598.17
S1 598.78 598.06

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

View Archives - Comment on this page... - Back to Index of Symbols