S&P500 Cash Index


Trading Metrics calculated at close of trading on 07-Feb-1994
Day Change Summary
Previous Current
04-Feb-1994 07-Feb-1994 Change Change % Previous Week
Open 480.68 469.81 -10.87 -2.3% 478.70
High 481.02 472.09 -8.93 -1.9% 482.85
Low 469.28 467.57 -1.71 -0.4% 469.28
Close 469.81 471.76 1.95 0.4% 469.81
Range 11.74 4.52 -7.22 -61.5% 13.57
ATR 3.41 3.48 0.08 2.3% 0.00
Volume
Daily Pivots for day following 07-Feb-1994
Classic Woodie Camarilla DeMark
R4 484.03 482.42 474.25
R3 479.51 477.90 473.00
R2 474.99 474.99 472.59
R1 473.38 473.38 472.17 474.19
PP 470.47 470.47 470.47 470.88
S1 468.86 468.86 471.35 469.67
S2 465.95 465.95 470.93
S3 461.43 464.34 470.52
S4 456.91 459.82 469.27
Weekly Pivots for week ending 04-Feb-1994
Classic Woodie Camarilla DeMark
R4 514.69 505.82 477.27
R3 501.12 492.25 473.54
R2 487.55 487.55 472.30
R1 478.68 478.68 471.05 476.33
PP 473.98 473.98 473.98 472.81
S1 465.11 465.11 468.57 462.76
S2 460.41 460.41 467.32
S3 446.84 451.54 466.08
S4 433.27 437.97 462.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 482.23 467.57 14.66 3.1% 4.93 1.0% 29% False True
10 482.85 467.57 15.28 3.2% 4.08 0.9% 27% False True
20 482.85 467.57 15.28 3.2% 3.23 0.7% 27% False True
40 482.85 461.84 21.01 4.5% 2.79 0.6% 47% False False
60 482.85 457.08 25.77 5.5% 2.80 0.6% 57% False False
80 482.85 454.36 28.49 6.0% 2.92 0.6% 61% False False
100 482.85 452.94 29.91 6.3% 2.88 0.6% 63% False False
120 482.85 452.94 29.91 6.3% 2.90 0.6% 63% 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 0.35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 491.30
2.618 483.92
1.618 479.40
1.000 476.61
0.618 474.88
HIGH 472.09
0.618 470.36
0.500 469.83
0.382 469.30
LOW 467.57
0.618 464.78
1.000 463.05
1.618 460.26
2.618 455.74
4.250 448.36
Fisher Pivots for day following 07-Feb-1994
Pivot 1 day 3 day
R1 471.12 474.77
PP 470.47 473.76
S1 469.83 472.76

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

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