S&P500 Cash Index


Trading Metrics calculated at close of trading on 22-Nov-1994
Day Change Summary
Previous Current
21-Nov-1994 22-Nov-1994 Change Change % Previous Week
Open 461.69 457.95 -3.74 -0.8% 464.80
High 463.41 457.98 -5.43 -1.2% 468.51
Low 457.59 450.08 -7.51 -1.6% 460.25
Close 458.29 450.08 -8.21 -1.8% 461.47
Range 5.82 7.90 2.08 35.7% 8.26
ATR 4.08 4.38 0.29 7.2% 0.00
Volume
Daily Pivots for day following 22-Nov-1994
Classic Woodie Camarilla DeMark
R4 476.41 471.15 454.43
R3 468.51 463.25 452.25
R2 460.61 460.61 451.53
R1 455.35 455.35 450.80 454.03
PP 452.71 452.71 452.71 452.06
S1 447.45 447.45 449.36 446.13
S2 444.81 444.81 448.63
S3 436.91 439.55 447.91
S4 429.01 431.65 445.74
Weekly Pivots for week ending 18-Nov-1994
Classic Woodie Camarilla DeMark
R4 488.19 483.09 466.01
R3 479.93 474.83 463.74
R2 471.67 471.67 462.98
R1 466.57 466.57 462.23 464.99
PP 463.41 463.41 463.41 462.62
S1 458.31 458.31 460.71 456.73
S2 455.15 455.15 459.96
S3 446.89 450.05 459.20
S4 438.63 441.79 456.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 465.83 450.08 15.75 3.5% 4.33 1.0% 0% False True
10 469.95 450.08 19.87 4.4% 4.21 0.9% 0% False True
20 474.70 450.08 24.62 5.5% 4.15 0.9% 0% False True
40 474.70 449.27 25.43 5.7% 4.12 0.9% 3% False False
60 477.59 449.27 28.32 6.3% 3.92 0.9% 3% False False
80 477.59 449.27 28.32 6.3% 3.70 0.8% 3% False False
100 477.59 444.18 33.41 7.4% 3.52 0.8% 18% False False
120 477.59 439.83 37.76 8.4% 3.58 0.8% 27% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.86
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 491.56
2.618 478.66
1.618 470.76
1.000 465.88
0.618 462.86
HIGH 457.98
0.618 454.96
0.500 454.03
0.382 453.10
LOW 450.08
0.618 445.20
1.000 442.18
1.618 437.30
2.618 429.40
4.250 416.51
Fisher Pivots for day following 22-Nov-1994
Pivot 1 day 3 day
R1 454.03 456.96
PP 452.71 454.67
S1 451.40 452.37

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

View Archives - Comment on this page... - Back to Index of Symbols