S&P500 Cash Index


Trading Metrics calculated at close of trading on 22-Dec-1995
Day Change Summary
Previous Current
21-Dec-1995 22-Dec-1995 Change Change % Previous Week
Open 605.94 610.49 4.55 0.8% 616.34
High 610.52 613.50 2.98 0.5% 616.34
Low 605.94 610.45 4.51 0.7% 605.05
Close 610.49 611.95 1.46 0.2% 611.95
Range 4.58 3.05 -1.53 -33.4% 11.29
ATR 4.91 4.78 -0.13 -2.7% 0.00
Volume
Daily Pivots for day following 22-Dec-1995
Classic Woodie Camarilla DeMark
R4 621.12 619.58 613.63
R3 618.07 616.53 612.79
R2 615.02 615.02 612.51
R1 613.48 613.48 612.23 614.25
PP 611.97 611.97 611.97 612.35
S1 610.43 610.43 611.67 611.20
S2 608.92 608.92 611.39
S3 605.87 607.38 611.11
S4 602.82 604.33 610.27
Weekly Pivots for week ending 22-Dec-1995
Classic Woodie Camarilla DeMark
R4 644.98 639.76 618.16
R3 633.69 628.47 615.05
R2 622.40 622.40 614.02
R1 617.18 617.18 612.98 614.15
PP 611.11 611.11 611.11 609.60
S1 605.89 605.89 610.92 602.86
S2 599.82 599.82 609.88
S3 588.53 594.60 608.85
S4 577.24 583.31 605.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 616.34 605.05 11.29 1.8% 6.61 1.1% 61% False False
10 622.88 605.05 17.83 2.9% 5.25 0.9% 39% False False
20 622.88 599.03 23.85 3.9% 4.70 0.8% 54% False False
40 622.88 573.21 49.67 8.1% 4.25 0.7% 78% False False
60 622.88 571.55 51.33 8.4% 4.36 0.7% 79% False False
80 622.88 560.49 62.39 10.2% 4.21 0.7% 82% False False
100 622.88 553.08 69.80 11.4% 4.08 0.7% 84% False False
120 622.88 542.51 80.37 13.1% 4.26 0.7% 86% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.70
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 626.46
2.618 621.48
1.618 618.43
1.000 616.55
0.618 615.38
HIGH 613.50
0.618 612.33
0.500 611.98
0.382 611.62
LOW 610.45
0.618 608.57
1.000 607.40
1.618 605.52
2.618 602.47
4.250 597.49
Fisher Pivots for day following 22-Dec-1995
Pivot 1 day 3 day
R1 611.98 611.33
PP 611.97 610.72
S1 611.96 610.10

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

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