S&P500 Cash Index


Trading Metrics calculated at close of trading on 07-Dec-1995
Day Change Summary
Previous Current
06-Dec-1995 07-Dec-1995 Change Change % Previous Week
Open 617.68 620.18 2.50 0.4% 599.97
High 621.11 620.19 -0.92 -0.1% 608.69
Low 616.69 615.21 -1.48 -0.2% 599.03
Close 620.18 616.17 -4.01 -0.6% 606.98
Range 4.42 4.98 0.56 12.7% 9.66
ATR 4.11 4.17 0.06 1.5% 0.00
Volume
Daily Pivots for day following 07-Dec-1995
Classic Woodie Camarilla DeMark
R4 632.13 629.13 618.91
R3 627.15 624.15 617.54
R2 622.17 622.17 617.08
R1 619.17 619.17 616.63 618.18
PP 617.19 617.19 617.19 616.70
S1 614.19 614.19 615.71 613.20
S2 612.21 612.21 615.26
S3 607.23 609.21 614.80
S4 602.25 604.23 613.43
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 2.6% 4.89 0.8% 69% False False
10 621.11 598.40 22.71 3.7% 3.99 0.6% 78% False False
20 621.11 588.36 32.75 5.3% 3.79 0.6% 85% False False
40 621.11 572.53 48.58 7.9% 4.07 0.7% 90% False False
60 621.11 571.55 49.56 8.0% 4.22 0.7% 90% False False
80 621.11 555.20 65.91 10.7% 3.98 0.6% 93% False False
100 621.11 542.51 78.60 12.8% 4.15 0.7% 94% False False
120 621.11 540.72 80.39 13.0% 4.17 0.7% 94% False 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 0.60
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 641.36
2.618 633.23
1.618 628.25
1.000 625.17
0.618 623.27
HIGH 620.19
0.618 618.29
0.500 617.70
0.382 617.11
LOW 615.21
0.618 612.13
1.000 610.23
1.618 607.15
2.618 602.17
4.250 594.05
Fisher Pivots for day following 07-Dec-1995
Pivot 1 day 3 day
R1 617.70 617.13
PP 617.19 616.81
S1 616.68 616.49

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

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