S&P500 Cash Index


Trading Metrics calculated at close of trading on 21-Dec-1995
Day Change Summary
Previous Current
20-Dec-1995 21-Dec-1995 Change Change % Previous Week
Open 611.93 605.94 -5.99 -1.0% 617.48
High 614.27 610.52 -3.75 -0.6% 622.88
Low 605.93 605.94 0.01 0.0% 614.46
Close 605.94 610.49 4.55 0.8% 616.34
Range 8.34 4.58 -3.76 -45.1% 8.42
ATR 4.94 4.91 -0.03 -0.5% 0.00
Volume
Daily Pivots for day following 21-Dec-1995
Classic Woodie Camarilla DeMark
R4 622.72 621.19 613.01
R3 618.14 616.61 611.75
R2 613.56 613.56 611.33
R1 612.03 612.03 610.91 612.80
PP 608.98 608.98 608.98 609.37
S1 607.45 607.45 610.07 608.22
S2 604.40 604.40 609.65
S3 599.82 602.87 609.23
S4 595.24 598.29 607.97
Weekly Pivots for week ending 15-Dec-1995
Classic Woodie Camarilla DeMark
R4 643.15 638.17 620.97
R3 634.73 629.75 618.66
R2 626.31 626.31 617.88
R1 621.33 621.33 617.11 619.61
PP 617.89 617.89 617.89 617.04
S1 612.91 612.91 615.57 611.19
S2 609.47 609.47 614.80
S3 601.05 604.49 614.02
S4 592.63 596.07 611.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 617.72 605.05 12.67 2.1% 6.66 1.1% 43% False False
10 622.88 605.05 17.83 2.9% 5.29 0.9% 31% False False
20 622.88 598.40 24.48 4.0% 4.64 0.8% 49% False False
40 622.88 572.53 50.35 8.2% 4.43 0.7% 75% False False
60 622.88 571.55 51.33 8.4% 4.40 0.7% 76% False False
80 622.88 559.49 63.39 10.4% 4.20 0.7% 80% False False
100 622.88 553.08 69.80 11.4% 4.13 0.7% 82% False False
120 622.88 542.51 80.37 13.2% 4.26 0.7% 85% False False
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.86
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 629.99
2.618 622.51
1.618 617.93
1.000 615.10
0.618 613.35
HIGH 610.52
0.618 608.77
0.500 608.23
0.382 607.69
LOW 605.94
0.618 603.11
1.000 601.36
1.618 598.53
2.618 593.95
4.250 586.48
Fisher Pivots for day following 21-Dec-1995
Pivot 1 day 3 day
R1 609.74 610.21
PP 608.98 609.94
S1 608.23 609.66

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

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