S&P500 Cash Index


Trading Metrics calculated at close of trading on 11-May-1995
Day Change Summary
Previous Current
10-May-1995 11-May-1995 Change Change % Previous Week
Open 523.74 524.27 0.53 0.1% 514.76
High 524.40 524.83 0.43 0.1% 525.36
Low 521.53 522.70 1.17 0.2% 513.03
Close 524.36 524.37 0.01 0.0% 520.12
Range 2.87 2.13 -0.74 -25.8% 12.33
ATR 3.74 3.63 -0.12 -3.1% 0.00
Volume
Daily Pivots for day following 11-May-1995
Classic Woodie Camarilla DeMark
R4 530.36 529.49 525.54
R3 528.23 527.36 524.96
R2 526.10 526.10 524.76
R1 525.23 525.23 524.57 525.67
PP 523.97 523.97 523.97 524.18
S1 523.10 523.10 524.17 523.54
S2 521.84 521.84 523.98
S3 519.71 520.97 523.78
S4 517.58 518.84 523.20
Weekly Pivots for week ending 05-May-1995
Classic Woodie Camarilla DeMark
R4 556.49 550.64 526.90
R3 544.16 538.31 523.51
R2 531.83 531.83 522.38
R1 525.98 525.98 521.25 528.91
PP 519.50 519.50 519.50 520.97
S1 513.65 513.65 518.99 516.58
S2 507.17 507.17 517.86
S3 494.84 501.32 516.73
S4 482.51 488.99 513.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 525.99 518.28 7.71 1.5% 3.85 0.7% 79% False False
10 525.99 510.90 15.09 2.9% 3.95 0.8% 89% False False
20 525.99 501.19 24.80 4.7% 3.74 0.7% 93% False False
40 525.99 491.78 34.21 6.5% 3.47 0.7% 95% False False
60 525.99 479.91 46.08 8.8% 3.41 0.7% 96% False False
80 525.99 461.24 64.75 12.3% 3.29 0.6% 97% False False
100 525.99 456.41 69.58 13.3% 3.18 0.6% 98% False False
120 525.99 442.90 83.09 15.8% 3.37 0.6% 98% 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 1.00
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 533.88
2.618 530.41
1.618 528.28
1.000 526.96
0.618 526.15
HIGH 524.83
0.618 524.02
0.500 523.77
0.382 523.51
LOW 522.70
0.618 521.38
1.000 520.57
1.618 519.25
2.618 517.12
4.250 513.65
Fisher Pivots for day following 11-May-1995
Pivot 1 day 3 day
R1 524.17 524.17
PP 523.97 523.96
S1 523.77 523.76

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

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