S&P500 Cash Index


Trading Metrics calculated at close of trading on 01-Dec-1995
Day Change Summary
Previous Current
30-Nov-1995 01-Dec-1995 Change Change % Previous Week
Open 607.64 605.37 -2.27 -0.4% 599.97
High 608.69 608.11 -0.58 -0.1% 608.69
Low 605.37 605.37 0.00 0.0% 599.03
Close 605.37 606.98 1.61 0.3% 606.98
Range 3.32 2.74 -0.58 -17.5% 9.66
ATR 3.84 3.76 -0.08 -2.0% 0.00
Volume
Daily Pivots for day following 01-Dec-1995
Classic Woodie Camarilla DeMark
R4 615.04 613.75 608.49
R3 612.30 611.01 607.73
R2 609.56 609.56 607.48
R1 608.27 608.27 607.23 608.92
PP 606.82 606.82 606.82 607.14
S1 605.53 605.53 606.73 606.18
S2 604.08 604.08 606.48
S3 601.34 602.79 606.23
S4 598.60 600.05 605.47
Weekly Pivots for week ending 01-Dec-1995
Classic Woodie Camarilla DeMark
R4 633.88 630.09 612.29
R3 624.22 620.43 609.64
R2 614.56 614.56 608.75
R1 610.77 610.77 607.87 612.67
PP 604.90 604.90 604.90 605.85
S1 601.11 601.11 606.09 603.01
S2 595.24 595.24 605.21
S3 585.58 591.45 604.32
S4 575.92 581.79 601.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 608.69 599.03 9.66 1.6% 3.26 0.5% 82% False False
10 608.69 595.42 13.27 2.2% 3.21 0.5% 87% False False
20 608.69 584.37 24.32 4.0% 3.39 0.6% 93% False False
40 608.69 571.55 37.14 6.1% 4.16 0.7% 95% False False
60 608.69 569.27 39.42 6.5% 4.08 0.7% 96% False False
80 608.69 553.08 55.61 9.2% 3.95 0.7% 97% False False
100 608.69 542.51 66.18 10.9% 4.13 0.7% 97% False False
120 608.69 533.83 74.86 12.3% 4.10 0.7% 98% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.59
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 619.76
2.618 615.28
1.618 612.54
1.000 610.85
0.618 609.80
HIGH 608.11
0.618 607.06
0.500 606.74
0.382 606.42
LOW 605.37
0.618 603.68
1.000 602.63
1.618 600.94
2.618 598.20
4.250 593.73
Fisher Pivots for day following 01-Dec-1995
Pivot 1 day 3 day
R1 606.90 607.03
PP 606.82 607.01
S1 606.74 607.00

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

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