S&P500 Cash Index


Trading Metrics calculated at close of trading on 27-Oct-1995
Day Change Summary
Previous Current
26-Oct-1995 27-Oct-1995 Change Change % Previous Week
Open 582.47 576.72 -5.75 -1.0% 587.46
High 582.63 579.71 -2.92 -0.5% 587.46
Low 572.53 573.21 0.68 0.1% 572.53
Close 576.72 579.70 2.98 0.5% 579.70
Range 10.10 6.50 -3.60 -35.6% 14.93
ATR 4.61 4.75 0.13 2.9% 0.00
Volume
Daily Pivots for day following 27-Oct-1995
Classic Woodie Camarilla DeMark
R4 597.04 594.87 583.28
R3 590.54 588.37 581.49
R2 584.04 584.04 580.89
R1 581.87 581.87 580.30 582.96
PP 577.54 577.54 577.54 578.08
S1 575.37 575.37 579.10 576.46
S2 571.04 571.04 578.51
S3 564.54 568.87 577.91
S4 558.04 562.37 576.13
Weekly Pivots for week ending 27-Oct-1995
Classic Woodie Camarilla DeMark
R4 624.69 617.12 587.91
R3 609.76 602.19 583.81
R2 594.83 594.83 582.44
R1 587.26 587.26 581.07 583.58
PP 579.90 579.90 579.90 578.06
S1 572.33 572.33 578.33 568.65
S2 564.97 564.97 576.96
S3 550.04 557.40 575.59
S4 535.11 542.47 571.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 587.46 572.53 14.93 2.6% 5.72 1.0% 48% False False
10 590.66 572.53 18.13 3.1% 4.74 0.8% 40% False False
20 590.66 571.55 19.11 3.3% 4.72 0.8% 43% False False
40 590.66 561.01 29.65 5.1% 4.29 0.7% 63% False False
60 590.66 553.08 37.58 6.5% 4.00 0.7% 71% False False
80 590.66 542.51 48.15 8.3% 4.29 0.7% 77% False False
100 590.66 526.08 64.58 11.1% 4.24 0.7% 83% False False
120 590.66 517.07 73.59 12.7% 4.30 0.7% 85% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.72
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 607.34
2.618 596.73
1.618 590.23
1.000 586.21
0.618 583.73
HIGH 579.71
0.618 577.23
0.500 576.46
0.382 575.69
LOW 573.21
0.618 569.19
1.000 566.71
1.618 562.69
2.618 556.19
4.250 545.59
Fisher Pivots for day following 27-Oct-1995
Pivot 1 day 3 day
R1 578.62 579.86
PP 577.54 579.80
S1 576.46 579.75

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

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