S&P500 Cash Index


Trading Metrics calculated at close of trading on 18-Dec-1995
Day Change Summary
Previous Current
15-Dec-1995 18-Dec-1995 Change Change % Previous Week
Open 616.92 616.34 -0.58 -0.1% 617.48
High 617.72 616.34 -1.38 -0.2% 622.88
Low 614.46 606.13 -8.33 -1.4% 614.46
Close 616.34 606.81 -9.53 -1.5% 616.34
Range 3.26 10.21 6.95 213.2% 8.42
ATR 4.06 4.50 0.44 10.8% 0.00
Volume
Daily Pivots for day following 18-Dec-1995
Classic Woodie Camarilla DeMark
R4 640.39 633.81 612.43
R3 630.18 623.60 609.62
R2 619.97 619.97 608.68
R1 613.39 613.39 607.75 611.58
PP 609.76 609.76 609.76 608.85
S1 603.18 603.18 605.87 601.37
S2 599.55 599.55 604.94
S3 589.34 592.97 604.00
S4 579.13 582.76 601.19
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
5 622.88 606.13 16.75 2.8% 5.17 0.9% 4% False True
10 622.88 606.13 16.75 2.8% 4.78 0.8% 4% False True
20 622.88 595.42 27.46 4.5% 4.21 0.7% 41% False False
40 622.88 572.53 50.35 8.3% 4.23 0.7% 68% False False
60 622.88 571.55 51.33 8.5% 4.29 0.7% 69% False False
80 622.88 555.74 67.14 11.1% 4.10 0.7% 76% False False
100 622.88 553.08 69.80 11.5% 4.05 0.7% 77% False False
120 622.88 540.79 82.09 13.5% 4.19 0.7% 80% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.61
Widest range in 48 trading days
Fibonacci Retracements and Extensions
4.250 659.73
2.618 643.07
1.618 632.86
1.000 626.55
0.618 622.65
HIGH 616.34
0.618 612.44
0.500 611.24
0.382 610.03
LOW 606.13
0.618 599.82
1.000 595.92
1.618 589.61
2.618 579.40
4.250 562.74
Fisher Pivots for day following 18-Dec-1995
Pivot 1 day 3 day
R1 611.24 614.51
PP 609.76 611.94
S1 608.29 609.38

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

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