S&P500 Cash Index


Trading Metrics calculated at close of trading on 15-May-1995
Day Change Summary
Previous Current
12-May-1995 15-May-1995 Change Change % Previous Week
Open 524.37 525.55 1.18 0.2% 519.94
High 527.05 527.74 0.69 0.1% 527.05
Low 523.30 525.00 1.70 0.3% 519.14
Close 525.55 527.74 2.19 0.4% 525.55
Range 3.75 2.74 -1.01 -26.9% 7.91
ATR 3.63 3.57 -0.06 -1.8% 0.00
Volume
Daily Pivots for day following 15-May-1995
Classic Woodie Camarilla DeMark
R4 535.05 534.13 529.25
R3 532.31 531.39 528.49
R2 529.57 529.57 528.24
R1 528.65 528.65 527.99 529.11
PP 526.83 526.83 526.83 527.06
S1 525.91 525.91 527.49 526.37
S2 524.09 524.09 527.24
S3 521.35 523.17 526.99
S4 518.61 520.43 526.23
Weekly Pivots for week ending 12-May-1995
Classic Woodie Camarilla DeMark
R4 547.64 544.51 529.90
R3 539.73 536.60 527.73
R2 531.82 531.82 527.00
R1 528.69 528.69 526.28 530.26
PP 523.91 523.91 523.91 524.70
S1 520.78 520.78 524.82 522.35
S2 516.00 516.00 524.10
S3 508.09 512.87 523.37
S4 500.18 504.96 521.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 527.74 521.53 6.21 1.2% 3.14 0.6% 100% True False
10 527.74 513.03 14.71 2.8% 3.95 0.7% 100% True False
20 527.74 501.19 26.55 5.0% 3.61 0.7% 100% True False
40 527.74 493.71 34.03 6.4% 3.49 0.7% 100% True False
60 527.74 479.91 47.83 9.1% 3.42 0.6% 100% True False
80 527.74 461.24 66.50 12.6% 3.31 0.6% 100% True False
100 527.74 457.17 70.57 13.4% 3.21 0.6% 100% True False
120 527.74 442.90 84.84 16.1% 3.35 0.6% 100% True 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 0.92
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 539.39
2.618 534.91
1.618 532.17
1.000 530.48
0.618 529.43
HIGH 527.74
0.618 526.69
0.500 526.37
0.382 526.05
LOW 525.00
0.618 523.31
1.000 522.26
1.618 520.57
2.618 517.83
4.250 513.36
Fisher Pivots for day following 15-May-1995
Pivot 1 day 3 day
R1 527.28 526.90
PP 526.83 526.06
S1 526.37 525.22

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

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