S&P500 Cash Index


Trading Metrics calculated at close of trading on 30-Nov-1995
Day Change Summary
Previous Current
29-Nov-1995 30-Nov-1995 Change Change % Previous Week
Open 606.45 607.64 1.19 0.2% 600.07
High 607.66 608.69 1.03 0.2% 600.70
Low 605.47 605.37 -0.10 0.0% 595.42
Close 607.64 605.37 -2.27 -0.4% 599.97
Range 2.19 3.32 1.13 51.6% 5.28
ATR 3.88 3.84 -0.04 -1.0% 0.00
Volume
Daily Pivots for day following 30-Nov-1995
Classic Woodie Camarilla DeMark
R4 616.44 614.22 607.20
R3 613.12 610.90 606.28
R2 609.80 609.80 605.98
R1 607.58 607.58 605.67 607.03
PP 606.48 606.48 606.48 606.20
S1 604.26 604.26 605.07 603.71
S2 603.16 603.16 604.76
S3 599.84 600.94 604.46
S4 596.52 597.62 603.54
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
5 608.69 598.40 10.29 1.7% 3.08 0.5% 68% True False
10 608.69 593.52 15.17 2.5% 3.37 0.6% 78% True False
20 608.69 584.22 24.47 4.0% 3.53 0.6% 86% True False
40 608.69 571.55 37.14 6.1% 4.17 0.7% 91% True False
60 608.69 569.23 39.46 6.5% 4.07 0.7% 92% True False
80 608.69 553.08 55.61 9.2% 3.95 0.7% 94% True False
100 608.69 542.51 66.18 10.9% 4.13 0.7% 95% True False
120 608.69 530.88 77.81 12.9% 4.12 0.7% 96% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.64
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 622.80
2.618 617.38
1.618 614.06
1.000 612.01
0.618 610.74
HIGH 608.69
0.618 607.42
0.500 607.03
0.382 606.64
LOW 605.37
0.618 603.32
1.000 602.05
1.618 600.00
2.618 596.68
4.250 591.26
Fisher Pivots for day following 30-Nov-1995
Pivot 1 day 3 day
R1 607.03 604.87
PP 606.48 604.36
S1 605.92 603.86

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

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