S&P500 Cash Index


Trading Metrics calculated at close of trading on 21-Sep-1995
Day Change Summary
Previous Current
20-Sep-1995 21-Sep-1995 Change Change % Previous Week
Open 584.20 586.77 2.57 0.4% 572.68
High 586.77 586.78 0.01 0.0% 585.07
Low 584.18 580.93 -3.25 -0.6% 572.68
Close 586.77 583.00 -3.77 -0.6% 583.35
Range 2.59 5.85 3.26 125.9% 12.39
ATR 3.55 3.71 0.16 4.6% 0.00
Volume
Daily Pivots for day following 21-Sep-1995
Classic Woodie Camarilla DeMark
R4 601.12 597.91 586.22
R3 595.27 592.06 584.61
R2 589.42 589.42 584.07
R1 586.21 586.21 583.54 584.89
PP 583.57 583.57 583.57 582.91
S1 580.36 580.36 582.46 579.04
S2 577.72 577.72 581.93
S3 571.87 574.51 581.39
S4 566.02 568.66 579.78
Weekly Pivots for week ending 15-Sep-1995
Classic Woodie Camarilla DeMark
R4 617.54 612.83 590.16
R3 605.15 600.44 586.76
R2 592.76 592.76 585.62
R1 588.05 588.05 584.49 590.41
PP 580.37 580.37 580.37 581.54
S1 575.66 575.66 582.21 578.02
S2 567.98 567.98 581.08
S3 555.59 563.27 579.94
S4 543.20 550.88 576.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 586.78 579.36 7.42 1.3% 3.84 0.7% 49% True False
10 586.78 569.27 17.51 3.0% 3.79 0.7% 78% True False
20 586.78 555.20 31.58 5.4% 3.47 0.6% 88% True False
40 586.78 553.08 33.70 5.8% 3.68 0.6% 89% True False
60 586.78 540.72 46.06 7.9% 4.11 0.7% 92% True False
80 586.78 522.17 64.61 11.1% 4.21 0.7% 94% True False
100 586.78 513.03 73.75 12.7% 4.22 0.7% 95% True False
120 586.78 500.20 86.58 14.9% 4.04 0.7% 96% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.63
Widest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 611.64
2.618 602.10
1.618 596.25
1.000 592.63
0.618 590.40
HIGH 586.78
0.618 584.55
0.500 583.86
0.382 583.16
LOW 580.93
0.618 577.31
1.000 575.08
1.618 571.46
2.618 565.61
4.250 556.07
Fisher Pivots for day following 21-Sep-1995
Pivot 1 day 3 day
R1 583.86 583.77
PP 583.57 583.51
S1 583.29 583.26

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

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