S&P500 Cash Index


Trading Metrics calculated at close of trading on 19-Dec-1995
Day Change Summary
Previous Current
18-Dec-1995 19-Dec-1995 Change Change % Previous Week
Open 616.34 606.81 -9.53 -1.5% 617.48
High 616.34 611.94 -4.40 -0.7% 622.88
Low 606.13 605.05 -1.08 -0.2% 614.46
Close 606.81 611.93 5.12 0.8% 616.34
Range 10.21 6.89 -3.32 -32.5% 8.42
ATR 4.50 4.67 0.17 3.8% 0.00
Volume
Daily Pivots for day following 19-Dec-1995
Classic Woodie Camarilla DeMark
R4 630.31 628.01 615.72
R3 623.42 621.12 613.82
R2 616.53 616.53 613.19
R1 614.23 614.23 612.56 615.38
PP 609.64 609.64 609.64 610.22
S1 607.34 607.34 611.30 608.49
S2 602.75 602.75 610.67
S3 595.86 600.45 610.04
S4 588.97 593.56 608.14
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
5 622.88 605.05 17.83 2.9% 6.17 1.0% 39% False True
10 622.88 605.05 17.83 2.9% 4.94 0.8% 39% False True
20 622.88 595.42 27.46 4.5% 4.35 0.7% 60% False False
40 622.88 572.53 50.35 8.2% 4.31 0.7% 78% False False
60 622.88 571.55 51.33 8.4% 4.36 0.7% 79% False False
80 622.88 555.74 67.14 11.0% 4.14 0.7% 84% False False
100 622.88 553.08 69.80 11.4% 4.09 0.7% 84% False False
120 622.88 542.51 80.37 13.1% 4.20 0.7% 86% 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 False
Bear Hook False
Bull Hook False
Stretch 0.73
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 641.22
2.618 629.98
1.618 623.09
1.000 618.83
0.618 616.20
HIGH 611.94
0.618 609.31
0.500 608.50
0.382 607.68
LOW 605.05
0.618 600.79
1.000 598.16
1.618 593.90
2.618 587.01
4.250 575.77
Fisher Pivots for day following 19-Dec-1995
Pivot 1 day 3 day
R1 610.79 611.75
PP 609.64 611.57
S1 608.50 611.39

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

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