S&P500 Cash Index


Trading Metrics calculated at close of trading on 15-Dec-1995
Day Change Summary
Previous Current
14-Dec-1995 15-Dec-1995 Change Change % Previous Week
Open 621.69 616.92 -4.77 -0.8% 617.48
High 622.88 617.72 -5.16 -0.8% 622.88
Low 616.13 614.46 -1.67 -0.3% 614.46
Close 616.92 616.34 -0.58 -0.1% 616.34
Range 6.75 3.26 -3.49 -51.7% 8.42
ATR 4.13 4.06 -0.06 -1.5% 0.00
Volume
Daily Pivots for day following 15-Dec-1995
Classic Woodie Camarilla DeMark
R4 625.95 624.41 618.13
R3 622.69 621.15 617.24
R2 619.43 619.43 616.94
R1 617.89 617.89 616.64 617.03
PP 616.17 616.17 616.17 615.75
S1 614.63 614.63 616.04 613.77
S2 612.91 612.91 615.74
S3 609.65 611.37 615.44
S4 606.39 608.11 614.55
Weekly Pivots for week ending 15-Dec-1995
Classic Woodie Camarilla DeMark
R4 643.15 638.17 620.97
R3 634.73 629.75 618.66
R2 626.31 626.31 617.88
R1 621.33 621.33 617.11 619.61
PP 617.89 617.89 617.89 617.04
S1 612.91 612.91 615.57 611.19
S2 609.47 609.47 614.80
S3 601.05 604.49 614.02
S4 592.63 596.07 611.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 622.88 614.46 8.42 1.4% 3.88 0.6% 22% False True
10 622.88 606.84 16.04 2.6% 4.46 0.7% 59% False False
20 622.88 595.42 27.46 4.5% 3.84 0.6% 76% False False
40 622.88 572.53 50.35 8.2% 4.07 0.7% 87% False False
60 622.88 571.55 51.33 8.3% 4.20 0.7% 87% False False
80 622.88 555.20 67.68 11.0% 4.01 0.7% 90% False False
100 622.88 553.08 69.80 11.3% 3.99 0.6% 91% False False
120 622.88 540.72 82.16 13.3% 4.15 0.7% 92% 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 False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.62
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 631.58
2.618 626.25
1.618 622.99
1.000 620.98
0.618 619.73
HIGH 617.72
0.618 616.47
0.500 616.09
0.382 615.71
LOW 614.46
0.618 612.45
1.000 611.20
1.618 609.19
2.618 605.93
4.250 600.61
Fisher Pivots for day following 15-Dec-1995
Pivot 1 day 3 day
R1 616.26 618.67
PP 616.17 617.89
S1 616.09 617.12

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

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