S&P500 Cash Index


Trading Metrics calculated at close of trading on 28-Aug-1995
Day Change Summary
Previous Current
25-Aug-1995 28-Aug-1995 Change Change % Previous Week
Open 557.46 560.10 2.64 0.5% 559.21
High 561.00 562.22 1.22 0.2% 563.34
Low 557.46 558.04 0.58 0.1% 555.20
Close 560.10 559.05 -1.05 -0.2% 560.10
Range 3.54 4.18 0.64 18.1% 8.14
ATR 3.98 4.00 0.01 0.4% 0.00
Volume
Daily Pivots for day following 28-Aug-1995
Classic Woodie Camarilla DeMark
R4 572.31 569.86 561.35
R3 568.13 565.68 560.20
R2 563.95 563.95 559.82
R1 561.50 561.50 559.43 560.64
PP 559.77 559.77 559.77 559.34
S1 557.32 557.32 558.67 556.46
S2 555.59 555.59 558.28
S3 551.41 553.14 557.90
S4 547.23 548.96 556.75
Weekly Pivots for week ending 25-Aug-1995
Classic Woodie Camarilla DeMark
R4 583.97 580.17 564.58
R3 575.83 572.03 562.34
R2 567.69 567.69 561.59
R1 563.89 563.89 560.85 565.79
PP 559.55 559.55 559.55 560.50
S1 555.75 555.75 559.35 557.65
S2 551.41 551.41 558.61
S3 543.27 547.61 557.86
S4 535.13 539.47 555.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 562.22 555.20 7.02 1.3% 3.51 0.6% 55% True False
10 563.34 555.20 8.14 1.5% 3.58 0.6% 47% False False
20 565.62 553.08 12.54 2.2% 3.91 0.7% 48% False False
40 565.62 542.51 23.11 4.1% 4.35 0.8% 72% False False
60 565.62 526.08 39.54 7.1% 4.26 0.8% 83% False False
80 565.62 517.07 48.55 8.7% 4.38 0.8% 86% False False
100 565.62 501.19 64.43 11.5% 4.19 0.8% 90% False False
120 565.62 482.13 83.49 14.9% 4.05 0.7% 92% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.83
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 579.99
2.618 573.16
1.618 568.98
1.000 566.40
0.618 564.80
HIGH 562.22
0.618 560.62
0.500 560.13
0.382 559.64
LOW 558.04
0.618 555.46
1.000 553.86
1.618 551.28
2.618 547.10
4.250 540.28
Fisher Pivots for day following 28-Aug-1995
Pivot 1 day 3 day
R1 560.13 558.94
PP 559.77 558.82
S1 559.41 558.71

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

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