S&P500 Cash Index


Trading Metrics calculated at close of trading on 27-Jul-1995
Day Change Summary
Previous Current
26-Jul-1995 27-Jul-1995 Change Change % Previous Week
Open 561.10 561.61 0.51 0.1% 560.34
High 563.33 565.33 2.00 0.4% 562.94
Low 560.90 561.61 0.71 0.1% 542.51
Close 561.61 565.22 3.61 0.6% 553.62
Range 2.43 3.72 1.29 53.1% 20.43
ATR 5.00 4.91 -0.09 -1.8% 0.00
Volume
Daily Pivots for day following 27-Jul-1995
Classic Woodie Camarilla DeMark
R4 575.21 573.94 567.27
R3 571.49 570.22 566.24
R2 567.77 567.77 565.90
R1 566.50 566.50 565.56 567.14
PP 564.05 564.05 564.05 564.37
S1 562.78 562.78 564.88 563.42
S2 560.33 560.33 564.54
S3 556.61 559.06 564.20
S4 552.89 555.34 563.17
Weekly Pivots for week ending 21-Jul-1995
Classic Woodie Camarilla DeMark
R4 614.31 604.40 564.86
R3 593.88 583.97 559.24
R2 573.45 573.45 557.37
R1 563.54 563.54 555.49 558.28
PP 553.02 553.02 553.02 550.40
S1 543.11 543.11 551.75 537.85
S2 532.59 532.59 549.87
S3 512.16 522.68 548.00
S4 491.73 502.25 542.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 565.33 550.91 14.42 2.6% 4.34 0.8% 99% True False
10 565.33 542.51 22.82 4.0% 5.52 1.0% 100% True False
20 565.33 540.79 24.54 4.3% 4.89 0.9% 100% True False
40 565.33 526.08 39.25 6.9% 4.55 0.8% 100% True False
60 565.33 514.86 50.47 8.9% 4.61 0.8% 100% True False
80 565.33 501.19 64.14 11.3% 4.25 0.8% 100% True False
100 565.33 479.91 85.42 15.1% 4.09 0.7% 100% True False
120 565.33 478.38 86.95 15.4% 3.88 0.7% 100% True 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 0.75
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 581.14
2.618 575.07
1.618 571.35
1.000 569.05
0.618 567.63
HIGH 565.33
0.618 563.91
0.500 563.47
0.382 563.03
LOW 561.61
0.618 559.31
1.000 557.89
1.618 555.59
2.618 551.87
4.250 545.80
Fisher Pivots for day following 27-Jul-1995
Pivot 1 day 3 day
R1 564.64 563.31
PP 564.05 561.39
S1 563.47 559.48

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

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