S&P500 Cash Index


Trading Metrics calculated at close of trading on 29-Nov-1995
Day Change Summary
Previous Current
28-Nov-1995 29-Nov-1995 Change Change % Previous Week
Open 601.32 606.45 5.13 0.9% 600.07
High 603.68 607.66 3.98 0.7% 600.70
Low 599.03 605.47 6.44 1.1% 595.42
Close 603.68 607.64 3.96 0.7% 599.97
Range 4.65 2.19 -2.46 -52.9% 5.28
ATR 3.87 3.88 0.01 0.2% 0.00
Volume
Daily Pivots for day following 29-Nov-1995
Classic Woodie Camarilla DeMark
R4 613.49 612.76 608.84
R3 611.30 610.57 608.24
R2 609.11 609.11 608.04
R1 608.38 608.38 607.84 608.75
PP 606.92 606.92 606.92 607.11
S1 606.19 606.19 607.44 606.56
S2 604.73 604.73 607.24
S3 602.54 604.00 607.04
S4 600.35 601.81 606.44
Weekly Pivots for week ending 24-Nov-1995
Classic Woodie Camarilla DeMark
R4 614.54 612.53 602.87
R3 609.26 607.25 601.42
R2 603.98 603.98 600.94
R1 601.97 601.97 600.45 600.34
PP 598.70 598.70 598.70 597.88
S1 596.69 596.69 599.49 595.06
S2 593.42 593.42 599.00
S3 588.14 591.41 598.52
S4 582.86 586.13 597.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 607.66 598.40 9.26 1.5% 2.87 0.5% 100% True False
10 607.66 588.36 19.30 3.2% 3.60 0.6% 100% True False
20 607.66 581.04 26.62 4.4% 3.53 0.6% 100% True False
40 607.66 571.55 36.11 5.9% 4.15 0.7% 100% True False
60 607.66 569.00 38.66 6.4% 4.04 0.7% 100% True False
80 607.66 553.08 54.58 9.0% 3.95 0.6% 100% True False
100 607.66 542.51 65.15 10.7% 4.12 0.7% 100% True False
120 607.66 527.94 79.72 13.1% 4.13 0.7% 100% True 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 0.63
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 616.97
2.618 613.39
1.618 611.20
1.000 609.85
0.618 609.01
HIGH 607.66
0.618 606.82
0.500 606.57
0.382 606.31
LOW 605.47
0.618 604.12
1.000 603.28
1.618 601.93
2.618 599.74
4.250 596.16
Fisher Pivots for day following 29-Nov-1995
Pivot 1 day 3 day
R1 607.28 606.21
PP 606.92 604.78
S1 606.57 603.35

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

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