S&P500 Cash Index


Trading Metrics calculated at close of trading on 29-Dec-1995
Day Change Summary
Previous Current
28-Dec-1995 29-Dec-1995 Change Change % Previous Week
Open 614.53 614.12 -0.41 -0.1% 611.96
High 615.50 615.93 0.43 0.1% 615.93
Low 612.40 612.36 -0.04 0.0% 611.96
Close 614.12 615.93 1.81 0.3% 615.93
Range 3.10 3.57 0.47 15.2% 3.97
ATR 4.34 4.28 -0.05 -1.3% 0.00
Volume
Daily Pivots for day following 29-Dec-1995
Classic Woodie Camarilla DeMark
R4 625.45 624.26 617.89
R3 621.88 620.69 616.91
R2 618.31 618.31 616.58
R1 617.12 617.12 616.26 617.72
PP 614.74 614.74 614.74 615.04
S1 613.55 613.55 615.60 614.15
S2 611.17 611.17 615.28
S3 607.60 609.98 614.95
S4 604.03 606.41 613.97
Weekly Pivots for week ending 29-Dec-1995
Classic Woodie Camarilla DeMark
R4 626.52 625.19 618.11
R3 622.55 621.22 617.02
R2 618.58 618.58 616.66
R1 617.25 617.25 616.29 617.92
PP 614.61 614.61 614.61 614.94
S1 613.28 613.28 615.57 613.95
S2 610.64 610.64 615.20
S3 606.67 609.31 614.84
S4 602.70 605.34 613.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 615.93 610.45 5.48 0.9% 2.85 0.5% 100% True False
10 617.72 605.05 12.67 2.1% 4.75 0.8% 86% False False
20 622.88 605.05 17.83 2.9% 4.58 0.7% 61% False False
40 622.88 584.22 38.66 6.3% 4.06 0.7% 82% False False
60 622.88 571.55 51.33 8.3% 4.31 0.7% 86% False False
80 622.88 569.23 53.65 8.7% 4.20 0.7% 87% False False
100 622.88 553.08 69.80 11.3% 4.07 0.7% 90% False False
120 622.88 542.51 80.37 13.0% 4.21 0.7% 91% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.82
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 631.10
2.618 625.28
1.618 621.71
1.000 619.50
0.618 618.14
HIGH 615.93
0.618 614.57
0.500 614.15
0.382 613.72
LOW 612.36
0.618 610.15
1.000 608.79
1.618 606.58
2.618 603.01
4.250 597.19
Fisher Pivots for day following 29-Dec-1995
Pivot 1 day 3 day
R1 615.34 615.34
PP 614.74 614.74
S1 614.15 614.15

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

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