S&P500 Cash Index


Trading Metrics calculated at close of trading on 12-Dec-1994
Day Change Summary
Previous Current
09-Dec-1994 12-Dec-1994 Change Change % Previous Week
Open 445.45 446.95 1.50 0.3% 453.30
High 446.98 449.47 2.49 0.6% 455.04
Low 442.90 445.62 2.72 0.6% 442.90
Close 446.97 449.47 2.50 0.6% 446.97
Range 4.08 3.85 -0.23 -5.6% 12.14
ATR 4.34 4.31 -0.04 -0.8% 0.00
Volume
Daily Pivots for day following 12-Dec-1994
Classic Woodie Camarilla DeMark
R4 459.74 458.45 451.59
R3 455.89 454.60 450.53
R2 452.04 452.04 450.18
R1 450.75 450.75 449.82 451.40
PP 448.19 448.19 448.19 448.51
S1 446.90 446.90 449.12 447.55
S2 444.34 444.34 448.76
S3 440.49 443.05 448.41
S4 436.64 439.20 447.35
Weekly Pivots for week ending 09-Dec-1994
Classic Woodie Camarilla DeMark
R4 484.72 477.99 453.65
R3 472.58 465.85 450.31
R2 460.44 460.44 449.20
R1 453.71 453.71 448.08 451.01
PP 448.30 448.30 448.30 446.95
S1 441.57 441.57 445.86 438.87
S2 436.16 436.16 444.74
S3 424.02 429.43 443.63
S4 411.88 417.29 440.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 453.88 442.90 10.98 2.4% 4.36 1.0% 60% False False
10 457.13 442.90 14.23 3.2% 4.26 0.9% 46% False False
20 468.51 442.90 25.61 5.7% 4.19 0.9% 26% False False
40 474.70 442.90 31.80 7.1% 4.12 0.9% 21% False False
60 474.70 442.90 31.80 7.1% 4.09 0.9% 21% False False
80 477.59 442.90 34.69 7.7% 3.95 0.9% 19% False False
100 477.59 442.90 34.69 7.7% 3.69 0.8% 19% False False
120 477.59 439.83 37.76 8.4% 3.70 0.8% 26% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.94
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 465.83
2.618 459.55
1.618 455.70
1.000 453.32
0.618 451.85
HIGH 449.47
0.618 448.00
0.500 447.55
0.382 447.09
LOW 445.62
0.618 443.24
1.000 441.77
1.618 439.39
2.618 435.54
4.250 429.26
Fisher Pivots for day following 12-Dec-1994
Pivot 1 day 3 day
R1 448.83 448.80
PP 448.19 448.13
S1 447.55 447.47

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

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