S&P500 Cash Index


Trading Metrics calculated at close of trading on 13-Dec-1995
Day Change Summary
Previous Current
12-Dec-1995 13-Dec-1995 Change Change % Previous Week
Open 619.52 618.78 -0.74 -0.1% 606.98
High 619.55 622.02 2.47 0.4% 621.11
Low 617.68 618.27 0.59 0.1% 606.84
Close 618.78 621.69 2.91 0.5% 617.48
Range 1.87 3.75 1.88 100.5% 14.27
ATR 3.94 3.93 -0.01 -0.3% 0.00
Volume
Daily Pivots for day following 13-Dec-1995
Classic Woodie Camarilla DeMark
R4 631.91 630.55 623.75
R3 628.16 626.80 622.72
R2 624.41 624.41 622.38
R1 623.05 623.05 622.03 623.73
PP 620.66 620.66 620.66 621.00
S1 619.30 619.30 621.35 619.98
S2 616.91 616.91 621.00
S3 613.16 615.55 620.66
S4 609.41 611.80 619.63
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
5 622.02 614.32 7.70 1.2% 3.57 0.6% 96% True False
10 622.02 605.37 16.65 2.7% 4.07 0.7% 98% True False
20 622.02 588.36 33.66 5.4% 3.83 0.6% 99% True False
40 622.02 572.53 49.49 8.0% 4.02 0.6% 99% True False
60 622.02 571.55 50.47 8.1% 4.17 0.7% 99% True False
80 622.02 555.20 66.82 10.7% 3.97 0.6% 100% True False
100 622.02 553.08 68.94 11.1% 3.99 0.6% 100% True False
120 622.02 540.72 81.30 13.1% 4.16 0.7% 100% 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 0.53
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 637.96
2.618 631.84
1.618 628.09
1.000 625.77
0.618 624.34
HIGH 622.02
0.618 620.59
0.500 620.15
0.382 619.70
LOW 618.27
0.618 615.95
1.000 614.52
1.618 612.20
2.618 608.45
4.250 602.33
Fisher Pivots for day following 13-Dec-1995
Pivot 1 day 3 day
R1 621.18 620.99
PP 620.66 620.28
S1 620.15 619.58

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

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