S&P500 Cash Index


Trading Metrics calculated at close of trading on 03-Oct-1995
Day Change Summary
Previous Current
02-Oct-1995 03-Oct-1995 Change Change % Previous Week
Open 584.41 581.72 -2.69 -0.5% 581.83
High 585.05 582.34 -2.71 -0.5% 587.59
Low 580.54 578.51 -2.03 -0.3% 574.68
Close 581.72 582.34 0.62 0.1% 584.41
Range 4.51 3.83 -0.68 -15.1% 12.91
ATR 4.03 4.01 -0.01 -0.4% 0.00
Volume
Daily Pivots for day following 03-Oct-1995
Classic Woodie Camarilla DeMark
R4 592.55 591.28 584.45
R3 588.72 587.45 583.39
R2 584.89 584.89 583.04
R1 583.62 583.62 582.69 584.26
PP 581.06 581.06 581.06 581.38
S1 579.79 579.79 581.99 580.43
S2 577.23 577.23 581.64
S3 573.40 575.96 581.29
S4 569.57 572.13 580.23
Weekly Pivots for week ending 29-Sep-1995
Classic Woodie Camarilla DeMark
R4 620.96 615.59 591.51
R3 608.05 602.68 587.96
R2 595.14 595.14 586.78
R1 589.77 589.77 585.59 592.46
PP 582.23 582.23 582.23 583.57
S1 576.86 576.86 583.23 579.55
S2 569.32 569.32 582.04
S3 556.41 563.95 580.86
S4 543.50 551.04 577.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 587.59 574.68 12.91 2.2% 4.77 0.8% 59% False False
10 587.59 574.68 12.91 2.2% 4.36 0.7% 59% False False
20 587.59 569.00 18.59 3.2% 3.82 0.7% 72% False False
40 587.59 553.08 34.51 5.9% 3.75 0.6% 85% False False
60 587.59 542.51 45.08 7.7% 4.11 0.7% 88% False False
80 587.59 527.94 59.65 10.2% 4.13 0.7% 91% False False
100 587.59 517.07 70.52 12.1% 4.24 0.7% 93% False False
120 587.59 501.19 86.40 14.8% 4.16 0.7% 94% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.48
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 598.62
2.618 592.37
1.618 588.54
1.000 586.17
0.618 584.71
HIGH 582.34
0.618 580.88
0.500 580.43
0.382 579.97
LOW 578.51
0.618 576.14
1.000 574.68
1.618 572.31
2.618 568.48
4.250 562.23
Fisher Pivots for day following 03-Oct-1995
Pivot 1 day 3 day
R1 581.70 583.05
PP 581.06 582.81
S1 580.43 582.58

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

View Archives - Comment on this page... - Back to Index of Symbols