S&P500 Cash Index


Trading Metrics calculated at close of trading on 06-Dec-1995
Day Change Summary
Previous Current
05-Dec-1995 06-Dec-1995 Change Change % Previous Week
Open 613.68 617.68 4.00 0.7% 599.97
High 618.48 621.11 2.63 0.4% 608.69
Low 613.14 616.69 3.55 0.6% 599.03
Close 617.68 620.18 2.50 0.4% 606.98
Range 5.34 4.42 -0.92 -17.2% 9.66
ATR 4.09 4.11 0.02 0.6% 0.00
Volume
Daily Pivots for day following 06-Dec-1995
Classic Woodie Camarilla DeMark
R4 632.59 630.80 622.61
R3 628.17 626.38 621.40
R2 623.75 623.75 620.99
R1 621.96 621.96 620.59 622.86
PP 619.33 619.33 619.33 619.77
S1 617.54 617.54 619.77 618.44
S2 614.91 614.91 619.37
S3 610.49 613.12 618.96
S4 606.07 608.70 617.75
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
5 621.11 605.37 15.74 2.5% 4.56 0.7% 94% True False
10 621.11 598.40 22.71 3.7% 3.72 0.6% 96% True False
20 621.11 586.32 34.79 5.6% 3.81 0.6% 97% True False
40 621.11 572.53 48.58 7.8% 4.01 0.6% 98% True False
60 621.11 571.55 49.56 8.0% 4.21 0.7% 98% True False
80 621.11 555.20 65.91 10.6% 3.98 0.6% 99% True False
100 621.11 542.51 78.60 12.7% 4.16 0.7% 99% True False
120 621.11 539.83 81.28 13.1% 4.17 0.7% 99% True 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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.65
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 639.90
2.618 632.68
1.618 628.26
1.000 625.53
0.618 623.84
HIGH 621.11
0.618 619.42
0.500 618.90
0.382 618.38
LOW 616.69
0.618 613.96
1.000 612.27
1.618 609.54
2.618 605.12
4.250 597.91
Fisher Pivots for day following 06-Dec-1995
Pivot 1 day 3 day
R1 619.75 618.11
PP 619.33 616.04
S1 618.90 613.98

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

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