S&P500 Cash Index


Trading Metrics calculated at close of trading on 18-Aug-1995
Day Change Summary
Previous Current
17-Aug-1995 18-Aug-1995 Change Change % Previous Week
Open 559.97 559.04 -0.93 -0.2% 555.11
High 559.97 561.24 1.27 0.2% 561.24
Low 557.42 558.37 0.95 0.2% 554.76
Close 559.04 559.21 0.17 0.0% 559.21
Range 2.55 2.87 0.32 12.5% 6.48
ATR 4.20 4.10 -0.09 -2.3% 0.00
Volume
Daily Pivots for day following 18-Aug-1995
Classic Woodie Camarilla DeMark
R4 568.22 566.58 560.79
R3 565.35 563.71 560.00
R2 562.48 562.48 559.74
R1 560.84 560.84 559.47 561.66
PP 559.61 559.61 559.61 560.02
S1 557.97 557.97 558.95 558.79
S2 556.74 556.74 558.68
S3 553.87 555.10 558.42
S4 551.00 552.23 557.63
Weekly Pivots for week ending 18-Aug-1995
Classic Woodie Camarilla DeMark
R4 577.84 575.01 562.77
R3 571.36 568.53 560.99
R2 564.88 564.88 560.40
R1 562.05 562.05 559.80 563.47
PP 558.40 558.40 558.40 559.11
S1 555.57 555.57 558.62 556.99
S2 551.92 551.92 558.02
S3 545.44 549.09 557.43
S4 538.96 542.61 555.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 561.24 554.76 6.48 1.2% 3.55 0.6% 69% True False
10 561.59 553.08 8.51 1.5% 3.56 0.6% 72% False False
20 565.62 553.08 12.54 2.2% 3.99 0.7% 49% False False
40 565.62 540.72 24.90 4.5% 4.46 0.8% 74% False False
60 565.62 521.38 44.24 7.9% 4.49 0.8% 86% False False
80 565.62 510.90 54.72 9.8% 4.37 0.8% 88% False False
100 565.62 495.70 69.92 12.5% 4.21 0.8% 91% False False
120 565.62 479.91 85.71 15.3% 4.02 0.7% 93% False 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 True
Bear Hook False
Bull Hook False
Stretch 0.70
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 573.44
2.618 568.75
1.618 565.88
1.000 564.11
0.618 563.01
HIGH 561.24
0.618 560.14
0.500 559.81
0.382 559.47
LOW 558.37
0.618 556.60
1.000 555.50
1.618 553.73
2.618 550.86
4.250 546.17
Fisher Pivots for day following 18-Aug-1995
Pivot 1 day 3 day
R1 559.81 559.31
PP 559.61 559.27
S1 559.41 559.24

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

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