S&P500 Cash Index


Trading Metrics calculated at close of trading on 14-Dec-1995
Day Change Summary
Previous Current
13-Dec-1995 14-Dec-1995 Change Change % Previous Week
Open 618.78 621.69 2.91 0.5% 606.98
High 622.02 622.88 0.86 0.1% 621.11
Low 618.27 616.13 -2.14 -0.3% 606.84
Close 621.69 616.92 -4.77 -0.8% 617.48
Range 3.75 6.75 3.00 80.0% 14.27
ATR 3.93 4.13 0.20 5.1% 0.00
Volume
Daily Pivots for day following 14-Dec-1995
Classic Woodie Camarilla DeMark
R4 638.89 634.66 620.63
R3 632.14 627.91 618.78
R2 625.39 625.39 618.16
R1 621.16 621.16 617.54 619.90
PP 618.64 618.64 618.64 618.02
S1 614.41 614.41 616.30 613.15
S2 611.89 611.89 615.68
S3 605.14 607.66 615.06
S4 598.39 600.91 613.21
Weekly Pivots for week ending 08-Dec-1995
Classic Woodie Camarilla DeMark
R4 657.95 651.99 625.33
R3 643.68 637.72 621.40
R2 629.41 629.41 620.10
R1 623.45 623.45 618.79 626.43
PP 615.14 615.14 615.14 616.64
S1 609.18 609.18 616.17 612.16
S2 600.87 600.87 614.86
S3 586.60 594.91 613.56
S4 572.33 580.64 609.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 622.88 614.32 8.56 1.4% 3.93 0.6% 30% True False
10 622.88 605.37 17.51 2.8% 4.41 0.7% 66% True False
20 622.88 593.52 29.36 4.8% 3.89 0.6% 80% True False
40 622.88 572.53 50.35 8.2% 4.10 0.7% 88% True False
60 622.88 571.55 51.33 8.3% 4.24 0.7% 88% True False
80 622.88 555.20 67.68 11.0% 4.01 0.7% 91% True False
100 622.88 553.08 69.80 11.3% 3.98 0.6% 91% True False
120 622.88 540.72 82.16 13.3% 4.17 0.7% 93% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.54
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 651.57
2.618 640.55
1.618 633.80
1.000 629.63
0.618 627.05
HIGH 622.88
0.618 620.30
0.500 619.51
0.382 618.71
LOW 616.13
0.618 611.96
1.000 609.38
1.618 605.21
2.618 598.46
4.250 587.44
Fisher Pivots for day following 14-Dec-1995
Pivot 1 day 3 day
R1 619.51 619.51
PP 618.64 618.64
S1 617.78 617.78

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

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