S&P500 Cash Index


Trading Metrics calculated at close of trading on 05-Dec-1995
Day Change Summary
Previous Current
04-Dec-1995 05-Dec-1995 Change Change % Previous Week
Open 606.98 613.68 6.70 1.1% 599.97
High 613.83 618.48 4.65 0.8% 608.69
Low 606.84 613.14 6.30 1.0% 599.03
Close 613.68 617.68 4.00 0.7% 606.98
Range 6.99 5.34 -1.65 -23.6% 9.66
ATR 3.99 4.09 0.10 2.4% 0.00
Volume
Daily Pivots for day following 05-Dec-1995
Classic Woodie Camarilla DeMark
R4 632.45 630.41 620.62
R3 627.11 625.07 619.15
R2 621.77 621.77 618.66
R1 619.73 619.73 618.17 620.75
PP 616.43 616.43 616.43 616.95
S1 614.39 614.39 617.19 615.41
S2 611.09 611.09 616.70
S3 605.75 609.05 616.21
S4 600.41 603.71 614.74
Weekly Pivots for week ending 01-Dec-1995
Classic Woodie Camarilla DeMark
R4 633.88 630.09 612.29
R3 624.22 620.43 609.64
R2 614.56 614.56 608.75
R1 610.77 610.77 607.87 612.67
PP 604.90 604.90 604.90 605.85
S1 601.11 601.11 606.09 603.01
S2 595.24 595.24 605.21
S3 585.58 591.45 604.32
S4 575.92 581.79 601.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 618.48 605.37 13.11 2.1% 4.12 0.7% 94% True False
10 618.48 595.42 23.06 3.7% 3.76 0.6% 97% True False
20 618.48 584.37 34.11 5.5% 3.80 0.6% 98% True False
40 618.48 571.55 46.93 7.6% 4.26 0.7% 98% True False
60 618.48 571.55 46.93 7.6% 4.19 0.7% 98% True False
80 618.48 554.76 63.72 10.3% 3.98 0.6% 99% True False
100 618.48 542.51 75.97 12.3% 4.15 0.7% 99% True False
120 618.48 537.51 80.97 13.1% 4.15 0.7% 99% 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 2 trading days
Fibonacci Retracements and Extensions
4.250 641.18
2.618 632.46
1.618 627.12
1.000 623.82
0.618 621.78
HIGH 618.48
0.618 616.44
0.500 615.81
0.382 615.18
LOW 613.14
0.618 609.84
1.000 607.80
1.618 604.50
2.618 599.16
4.250 590.45
Fisher Pivots for day following 05-Dec-1995
Pivot 1 day 3 day
R1 617.06 615.76
PP 616.43 613.84
S1 615.81 611.93

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

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