S&P500 Cash Index


Trading Metrics calculated at close of trading on 20-Dec-1995
Day Change Summary
Previous Current
19-Dec-1995 20-Dec-1995 Change Change % Previous Week
Open 606.81 611.93 5.12 0.8% 617.48
High 611.94 614.27 2.33 0.4% 622.88
Low 605.05 605.93 0.88 0.1% 614.46
Close 611.93 605.94 -5.99 -1.0% 616.34
Range 6.89 8.34 1.45 21.0% 8.42
ATR 4.67 4.94 0.26 5.6% 0.00
Volume
Daily Pivots for day following 20-Dec-1995
Classic Woodie Camarilla DeMark
R4 633.73 628.18 610.53
R3 625.39 619.84 608.23
R2 617.05 617.05 607.47
R1 611.50 611.50 606.70 610.11
PP 608.71 608.71 608.71 608.02
S1 603.16 603.16 605.18 601.77
S2 600.37 600.37 604.41
S3 592.03 594.82 603.65
S4 583.69 586.48 601.35
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% 7.09 1.2% 5% False False
10 622.88 605.05 17.83 2.9% 5.33 0.9% 5% False False
20 622.88 598.40 24.48 4.0% 4.52 0.7% 31% False False
40 622.88 572.53 50.35 8.3% 4.46 0.7% 66% False False
60 622.88 571.55 51.33 8.5% 4.43 0.7% 67% False False
80 622.88 555.74 67.14 11.1% 4.19 0.7% 75% False False
100 622.88 553.08 69.80 11.5% 4.14 0.7% 76% False False
120 622.88 542.51 80.37 13.3% 4.25 0.7% 79% False 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 0.86
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 649.72
2.618 636.10
1.618 627.76
1.000 622.61
0.618 619.42
HIGH 614.27
0.618 611.08
0.500 610.10
0.382 609.12
LOW 605.93
0.618 600.78
1.000 597.59
1.618 592.44
2.618 584.10
4.250 570.49
Fisher Pivots for day following 20-Dec-1995
Pivot 1 day 3 day
R1 610.10 610.70
PP 608.71 609.11
S1 607.33 607.53

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

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