S&P500 Cash Index


Trading Metrics calculated at close of trading on 06-Sep-1995
Day Change Summary
Previous Current
05-Sep-1995 06-Sep-1995 Change Change % Previous Week
Open 563.86 569.17 5.31 0.9% 560.10
High 569.20 570.53 1.33 0.2% 564.59
Low 563.84 569.00 5.16 0.9% 555.74
Close 569.17 570.17 1.00 0.2% 563.84
Range 5.36 1.53 -3.83 -71.5% 8.85
ATR 3.84 3.67 -0.16 -4.3% 0.00
Volume
Daily Pivots for day following 06-Sep-1995
Classic Woodie Camarilla DeMark
R4 574.49 573.86 571.01
R3 572.96 572.33 570.59
R2 571.43 571.43 570.45
R1 570.80 570.80 570.31 571.12
PP 569.90 569.90 569.90 570.06
S1 569.27 569.27 570.03 569.59
S2 568.37 568.37 569.89
S3 566.84 567.74 569.75
S4 565.31 566.21 569.33
Weekly Pivots for week ending 01-Sep-1995
Classic Woodie Camarilla DeMark
R4 587.94 584.74 568.71
R3 579.09 575.89 566.27
R2 570.24 570.24 565.46
R1 567.04 567.04 564.65 568.64
PP 561.39 561.39 561.39 562.19
S1 558.19 558.19 563.03 559.79
S2 552.54 552.54 562.22
S3 543.69 549.34 561.41
S4 534.84 540.49 558.97
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 570.53 559.49 11.04 1.9% 2.87 0.5% 97% True False
10 570.53 555.20 15.33 2.7% 3.26 0.6% 98% True False
20 570.53 553.08 17.45 3.1% 3.59 0.6% 98% True False
40 570.53 542.51 28.02 4.9% 4.22 0.7% 99% True False
60 570.53 530.88 39.65 7.0% 4.18 0.7% 99% True False
80 570.53 517.07 53.46 9.4% 4.32 0.8% 99% True False
100 570.53 501.19 69.34 12.2% 4.22 0.7% 99% True False
120 570.53 493.71 76.82 13.5% 4.04 0.7% 100% True 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 0.67
Narrowest range in 118 trading days
Fibonacci Retracements and Extensions
4.250 577.03
2.618 574.54
1.618 573.01
1.000 572.06
0.618 571.48
HIGH 570.53
0.618 569.95
0.500 569.77
0.382 569.58
LOW 569.00
0.618 568.05
1.000 567.47
1.618 566.52
2.618 564.99
4.250 562.50
Fisher Pivots for day following 06-Sep-1995
Pivot 1 day 3 day
R1 570.04 568.70
PP 569.90 567.24
S1 569.77 565.77

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

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