S&P500 Cash Index


Trading Metrics calculated at close of trading on 28-Dec-1995
Day Change Summary
Previous Current
27-Dec-1995 28-Dec-1995 Change Change % Previous Week
Open 614.30 614.53 0.23 0.0% 616.34
High 615.73 615.50 -0.23 0.0% 616.34
Low 613.75 612.40 -1.35 -0.2% 605.05
Close 614.53 614.12 -0.41 -0.1% 611.95
Range 1.98 3.10 1.12 56.6% 11.29
ATR 4.43 4.34 -0.10 -2.1% 0.00
Volume
Daily Pivots for day following 28-Dec-1995
Classic Woodie Camarilla DeMark
R4 623.31 621.81 615.83
R3 620.21 618.71 614.97
R2 617.11 617.11 614.69
R1 615.61 615.61 614.40 614.81
PP 614.01 614.01 614.01 613.61
S1 612.51 612.51 613.84 611.71
S2 610.91 610.91 613.55
S3 607.81 609.41 613.27
S4 604.71 606.31 612.42
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
5 615.73 605.94 9.79 1.6% 3.05 0.5% 84% False False
10 622.88 605.05 17.83 2.9% 5.07 0.8% 51% False False
20 622.88 605.05 17.83 2.9% 4.57 0.7% 51% False False
40 622.88 581.04 41.84 6.8% 4.05 0.7% 79% False False
60 622.88 571.55 51.33 8.4% 4.29 0.7% 83% False False
80 622.88 569.00 53.88 8.8% 4.17 0.7% 84% False False
100 622.88 553.08 69.80 11.4% 4.07 0.7% 87% False False
120 622.88 542.51 80.37 13.1% 4.20 0.7% 89% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.77
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 628.68
2.618 623.62
1.618 620.52
1.000 618.60
0.618 617.42
HIGH 615.50
0.618 614.32
0.500 613.95
0.382 613.58
LOW 612.40
0.618 610.48
1.000 609.30
1.618 607.38
2.618 604.28
4.250 599.23
Fisher Pivots for day following 28-Dec-1995
Pivot 1 day 3 day
R1 614.06 614.03
PP 614.01 613.94
S1 613.95 613.85

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

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