S&P500 Cash Index


Trading Metrics calculated at close of trading on 26-Dec-1995
Day Change Summary
Previous Current
22-Dec-1995 26-Dec-1995 Change Change % Previous Week
Open 610.49 611.96 1.47 0.2% 616.34
High 613.50 614.50 1.00 0.2% 616.34
Low 610.45 611.96 1.51 0.2% 605.05
Close 611.95 614.30 2.35 0.4% 611.95
Range 3.05 2.54 -0.51 -16.7% 11.29
ATR 4.78 4.62 -0.16 -3.3% 0.00
Volume
Daily Pivots for day following 26-Dec-1995
Classic Woodie Camarilla DeMark
R4 621.21 620.29 615.70
R3 618.67 617.75 615.00
R2 616.13 616.13 614.77
R1 615.21 615.21 614.53 615.67
PP 613.59 613.59 613.59 613.82
S1 612.67 612.67 614.07 613.13
S2 611.05 611.05 613.83
S3 608.51 610.13 613.60
S4 605.97 607.59 612.90
Weekly Pivots for week ending 22-Dec-1995
Classic Woodie Camarilla DeMark
R4 644.98 639.76 618.16
R3 633.69 628.47 615.05
R2 622.40 622.40 614.02
R1 617.18 617.18 612.98 614.15
PP 611.11 611.11 611.11 609.60
S1 605.89 605.89 610.92 602.86
S2 599.82 599.82 609.88
S3 588.53 594.60 608.85
S4 577.24 583.31 605.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 614.50 605.05 9.45 1.5% 5.08 0.8% 98% True False
10 622.88 605.05 17.83 2.9% 5.12 0.8% 52% False False
20 622.88 599.03 23.85 3.9% 4.66 0.8% 64% False False
40 622.88 579.70 43.18 7.0% 4.15 0.7% 80% False False
60 622.88 571.55 51.33 8.4% 4.34 0.7% 83% False False
80 622.88 561.01 61.87 10.1% 4.22 0.7% 86% False False
100 622.88 553.08 69.80 11.4% 4.06 0.7% 88% False False
120 622.88 542.51 80.37 13.1% 4.25 0.7% 89% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.67
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 625.30
2.618 621.15
1.618 618.61
1.000 617.04
0.618 616.07
HIGH 614.50
0.618 613.53
0.500 613.23
0.382 612.93
LOW 611.96
0.618 610.39
1.000 609.42
1.618 607.85
2.618 605.31
4.250 601.17
Fisher Pivots for day following 26-Dec-1995
Pivot 1 day 3 day
R1 613.94 612.94
PP 613.59 611.58
S1 613.23 610.22

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

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