S&P500 Cash Index


Trading Metrics calculated at close of trading on 24-Nov-1995
Day Change Summary
Previous Current
22-Nov-1995 24-Nov-1995 Change Change % Previous Week
Open 600.24 598.40 -1.84 -0.3% 600.07
High 600.70 600.24 -0.46 -0.1% 600.70
Low 598.40 598.40 0.00 0.0% 595.42
Close 598.40 599.97 1.57 0.3% 599.97
Range 2.30 1.84 -0.46 -20.0% 5.28
ATR 4.00 3.84 -0.15 -3.9% 0.00
Volume
Daily Pivots for day following 24-Nov-1995
Classic Woodie Camarilla DeMark
R4 605.06 604.35 600.98
R3 603.22 602.51 600.48
R2 601.38 601.38 600.31
R1 600.67 600.67 600.14 601.03
PP 599.54 599.54 599.54 599.71
S1 598.83 598.83 599.80 599.19
S2 597.70 597.70 599.63
S3 595.86 596.99 599.46
S4 594.02 595.15 598.96
Weekly Pivots for week ending 24-Nov-1995
Classic Woodie Camarilla DeMark
R4 614.54 612.53 602.87
R3 609.26 607.25 601.42
R2 603.98 603.98 600.94
R1 601.97 601.97 600.45 600.34
PP 598.70 598.70 598.70 597.88
S1 596.69 596.69 599.49 595.06
S2 593.42 593.42 599.00
S3 588.14 591.41 598.52
S4 582.86 586.13 597.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 600.70 595.42 5.28 0.9% 3.17 0.5% 86% False False
10 600.70 588.36 12.34 2.1% 3.49 0.6% 94% False False
20 600.70 573.21 27.49 4.6% 3.80 0.6% 97% False False
40 600.70 571.55 29.15 4.9% 4.19 0.7% 97% False False
60 600.70 560.49 40.21 6.7% 4.05 0.7% 98% False False
80 600.70 553.08 47.62 7.9% 3.93 0.7% 98% False False
100 600.70 542.51 58.19 9.7% 4.17 0.7% 99% False False
120 600.70 526.08 74.62 12.4% 4.15 0.7% 99% False 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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Narrowest range in 56 trading days
Fibonacci Retracements and Extensions
4.250 608.06
2.618 605.06
1.618 603.22
1.000 602.08
0.618 601.38
HIGH 600.24
0.618 599.54
0.500 599.32
0.382 599.10
LOW 598.40
0.618 597.26
1.000 596.56
1.618 595.42
2.618 593.58
4.250 590.58
Fisher Pivots for day following 24-Nov-1995
Pivot 1 day 3 day
R1 599.75 599.33
PP 599.54 598.70
S1 599.32 598.06

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

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