S&P500 Cash Index


Trading Metrics calculated at close of trading on 12-Dec-1995
Day Change Summary
Previous Current
11-Dec-1995 12-Dec-1995 Change Change % Previous Week
Open 617.48 619.52 2.04 0.3% 606.98
High 620.90 619.55 -1.35 -0.2% 621.11
Low 617.14 617.68 0.54 0.1% 606.84
Close 619.52 618.78 -0.74 -0.1% 617.48
Range 3.76 1.87 -1.89 -50.3% 14.27
ATR 4.10 3.94 -0.16 -3.9% 0.00
Volume
Daily Pivots for day following 12-Dec-1995
Classic Woodie Camarilla DeMark
R4 624.28 623.40 619.81
R3 622.41 621.53 619.29
R2 620.54 620.54 619.12
R1 619.66 619.66 618.95 619.17
PP 618.67 618.67 618.67 618.42
S1 617.79 617.79 618.61 617.30
S2 616.80 616.80 618.44
S3 614.93 615.92 618.27
S4 613.06 614.05 617.75
Weekly Pivots for week ending 08-Dec-1995
Classic Woodie Camarilla DeMark
R4 657.95 651.99 625.33
R3 643.68 637.72 621.40
R2 629.41 629.41 620.10
R1 623.45 623.45 618.79 626.43
PP 615.14 615.14 615.14 616.64
S1 609.18 609.18 616.17 612.16
S2 600.87 600.87 614.86
S3 586.60 594.91 613.56
S4 572.33 580.64 609.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 621.11 614.32 6.79 1.1% 3.71 0.6% 66% False False
10 621.11 605.37 15.74 2.5% 3.91 0.6% 85% False False
20 621.11 588.36 32.75 5.3% 3.80 0.6% 93% False False
40 621.11 572.53 48.58 7.9% 4.05 0.7% 95% False False
60 621.11 571.55 49.56 8.0% 4.16 0.7% 95% False False
80 621.11 555.20 65.91 10.7% 3.99 0.6% 96% False False
100 621.11 553.08 68.03 11.0% 3.99 0.6% 97% False False
120 621.11 540.72 80.39 13.0% 4.15 0.7% 97% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.57
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 627.50
2.618 624.45
1.618 622.58
1.000 621.42
0.618 620.71
HIGH 619.55
0.618 618.84
0.500 618.62
0.382 618.39
LOW 617.68
0.618 616.52
1.000 615.81
1.618 614.65
2.618 612.78
4.250 609.73
Fisher Pivots for day following 12-Dec-1995
Pivot 1 day 3 day
R1 618.73 618.39
PP 618.67 618.00
S1 618.62 617.61

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

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