S&P500 Cash Index


Trading Metrics calculated at close of trading on 16-Aug-1994
Day Change Summary
Previous Current
15-Aug-1994 16-Aug-1994 Change Change % Previous Week
Open 461.97 461.22 -0.75 -0.2% 457.08
High 463.34 465.20 1.86 0.4% 462.27
Low 461.21 459.89 -1.32 -0.3% 456.66
Close 461.23 465.01 3.78 0.8% 461.95
Range 2.13 5.31 3.18 149.3% 5.61
ATR 2.83 3.01 0.18 6.3% 0.00
Volume
Daily Pivots for day following 16-Aug-1994
Classic Woodie Camarilla DeMark
R4 479.30 477.46 467.93
R3 473.99 472.15 466.47
R2 468.68 468.68 465.98
R1 466.84 466.84 465.50 467.76
PP 463.37 463.37 463.37 463.83
S1 461.53 461.53 464.52 462.45
S2 458.06 458.06 464.04
S3 452.75 456.22 463.55
S4 447.44 450.91 462.09
Weekly Pivots for week ending 12-Aug-1994
Classic Woodie Camarilla DeMark
R4 477.12 475.15 465.04
R3 471.51 469.54 463.49
R2 465.90 465.90 462.98
R1 463.93 463.93 462.46 464.92
PP 460.29 460.29 460.29 460.79
S1 458.32 458.32 461.44 459.31
S2 454.68 454.68 460.92
S3 449.07 452.71 460.41
S4 443.46 447.10 458.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 465.20 456.88 8.32 1.8% 3.57 0.8% 98% True False
10 465.20 456.08 9.12 2.0% 2.80 0.6% 98% True False
20 465.20 450.69 14.51 3.1% 2.71 0.6% 99% True False
40 465.20 439.83 25.37 5.5% 3.31 0.7% 99% True False
60 465.20 439.83 25.37 5.5% 3.20 0.7% 99% True False
80 465.20 439.83 25.37 5.5% 3.38 0.7% 99% True False
100 465.29 435.86 29.43 6.3% 3.86 0.8% 99% False False
120 471.09 435.86 35.23 7.6% 3.82 0.8% 83% False 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 0.44
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 487.77
2.618 479.10
1.618 473.79
1.000 470.51
0.618 468.48
HIGH 465.20
0.618 463.17
0.500 462.55
0.382 461.92
LOW 459.89
0.618 456.61
1.000 454.58
1.618 451.30
2.618 445.99
4.250 437.32
Fisher Pivots for day following 16-Aug-1994
Pivot 1 day 3 day
R1 464.19 464.02
PP 463.37 463.03
S1 462.55 462.04

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

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