S&P500 Cash Index


Trading Metrics calculated at close of trading on 27-Nov-1995
Day Change Summary
Previous Current
24-Nov-1995 27-Nov-1995 Change Change % Previous Week
Open 598.40 599.97 1.57 0.3% 600.07
High 600.24 603.35 3.11 0.5% 600.70
Low 598.40 599.97 1.57 0.3% 595.42
Close 599.97 601.32 1.35 0.2% 599.97
Range 1.84 3.38 1.54 83.7% 5.28
ATR 3.84 3.81 -0.03 -0.9% 0.00
Volume
Daily Pivots for day following 27-Nov-1995
Classic Woodie Camarilla DeMark
R4 611.69 609.88 603.18
R3 608.31 606.50 602.25
R2 604.93 604.93 601.94
R1 603.12 603.12 601.63 604.03
PP 601.55 601.55 601.55 602.00
S1 599.74 599.74 601.01 600.65
S2 598.17 598.17 600.70
S3 594.79 596.36 600.39
S4 591.41 592.98 599.46
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
5 603.35 595.42 7.93 1.3% 3.30 0.5% 74% True False
10 603.35 588.36 14.99 2.5% 3.54 0.6% 86% True False
20 603.35 579.70 23.65 3.9% 3.65 0.6% 91% True False
40 603.35 571.55 31.80 5.3% 4.19 0.7% 94% True False
60 603.35 561.01 42.34 7.0% 4.07 0.7% 95% True False
80 603.35 553.08 50.27 8.4% 3.91 0.7% 96% True False
100 603.35 542.51 60.84 10.1% 4.17 0.7% 97% True False
120 603.35 526.08 77.27 12.9% 4.14 0.7% 97% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.40
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 617.72
2.618 612.20
1.618 608.82
1.000 606.73
0.618 605.44
HIGH 603.35
0.618 602.06
0.500 601.66
0.382 601.26
LOW 599.97
0.618 597.88
1.000 596.59
1.618 594.50
2.618 591.12
4.250 585.61
Fisher Pivots for day following 27-Nov-1995
Pivot 1 day 3 day
R1 601.66 601.17
PP 601.55 601.02
S1 601.43 600.88

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

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