S&P500 Cash Index


Trading Metrics calculated at close of trading on 10-Nov-1995
Day Change Summary
Previous Current
09-Nov-1995 10-Nov-1995 Change Change % Previous Week
Open 591.71 593.26 1.55 0.3% 590.57
High 593.90 593.26 -0.64 -0.1% 593.90
Low 590.91 590.39 -0.52 -0.1% 584.37
Close 593.26 592.72 -0.54 -0.1% 592.72
Range 2.99 2.87 -0.12 -4.0% 9.53
ATR 4.30 4.19 -0.10 -2.4% 0.00
Volume
Daily Pivots for day following 10-Nov-1995
Classic Woodie Camarilla DeMark
R4 600.73 599.60 594.30
R3 597.86 596.73 593.51
R2 594.99 594.99 593.25
R1 593.86 593.86 592.98 592.99
PP 592.12 592.12 592.12 591.69
S1 590.99 590.99 592.46 590.12
S2 589.25 589.25 592.19
S3 586.38 588.12 591.93
S4 583.51 585.25 591.14
Weekly Pivots for week ending 10-Nov-1995
Classic Woodie Camarilla DeMark
R4 618.92 615.35 597.96
R3 609.39 605.82 595.34
R2 599.86 599.86 594.47
R1 596.29 596.29 593.59 598.08
PP 590.33 590.33 590.33 591.22
S1 586.76 586.76 591.85 588.55
S2 580.80 580.80 590.97
S3 571.27 577.23 590.10
S4 561.74 567.70 587.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 593.90 584.37 9.53 1.6% 3.53 0.6% 88% False False
10 593.90 579.70 14.20 2.4% 3.76 0.6% 92% False False
20 593.90 572.53 21.37 3.6% 4.25 0.7% 94% False False
40 593.90 571.55 22.35 3.8% 4.37 0.7% 95% False False
60 593.90 555.20 38.70 6.5% 4.05 0.7% 97% False False
80 593.90 550.91 42.99 7.3% 4.05 0.7% 97% False False
100 593.90 540.72 53.18 9.0% 4.26 0.7% 98% False False
120 593.90 521.38 72.52 12.2% 4.30 0.7% 98% False False
Crabel Price Patterns
NR True
NR4 True
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 0.39
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 605.46
2.618 600.77
1.618 597.90
1.000 596.13
0.618 595.03
HIGH 593.26
0.618 592.16
0.500 591.83
0.382 591.49
LOW 590.39
0.618 588.62
1.000 587.52
1.618 585.75
2.618 582.88
4.250 578.19
Fisher Pivots for day following 10-Nov-1995
Pivot 1 day 3 day
R1 592.42 591.85
PP 592.12 590.98
S1 591.83 590.11

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

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