S&P500 Cash Index


Trading Metrics calculated at close of trading on 11-Feb-1994
Day Change Summary
Previous Current
10-Feb-1994 11-Feb-1994 Change Change % Previous Week
Open 472.81 468.93 -3.88 -0.8% 469.81
High 473.13 471.13 -2.00 -0.4% 473.41
Low 468.91 466.89 -2.02 -0.4% 466.89
Close 468.93 470.18 1.25 0.3% 470.18
Range 4.22 4.24 0.02 0.5% 6.52
ATR 3.42 3.48 0.06 1.7% 0.00
Volume
Daily Pivots for day following 11-Feb-1994
Classic Woodie Camarilla DeMark
R4 482.12 480.39 472.51
R3 477.88 476.15 471.35
R2 473.64 473.64 470.96
R1 471.91 471.91 470.57 472.78
PP 469.40 469.40 469.40 469.83
S1 467.67 467.67 469.79 468.54
S2 465.16 465.16 469.40
S3 460.92 463.43 469.01
S4 456.68 459.19 467.85
Weekly Pivots for week ending 11-Feb-1994
Classic Woodie Camarilla DeMark
R4 489.72 486.47 473.77
R3 483.20 479.95 471.97
R2 476.68 476.68 471.38
R1 473.43 473.43 470.78 475.06
PP 470.16 470.16 470.16 470.97
S1 466.91 466.91 469.58 468.54
S2 463.64 463.64 468.98
S3 457.12 460.39 468.39
S4 450.60 453.87 466.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 473.41 466.89 6.52 1.4% 3.63 0.8% 50% False True
10 482.85 466.89 15.96 3.4% 4.24 0.9% 21% False True
20 482.85 466.89 15.96 3.4% 3.40 0.7% 21% False True
40 482.85 463.34 19.51 4.1% 2.88 0.6% 35% False False
60 482.85 457.08 25.77 5.5% 2.78 0.6% 51% False False
80 482.85 454.36 28.49 6.1% 2.94 0.6% 56% False False
100 482.85 454.36 28.49 6.1% 2.89 0.6% 56% False False
120 482.85 452.94 29.91 6.4% 2.93 0.6% 58% 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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.56
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 489.15
2.618 482.23
1.618 477.99
1.000 475.37
0.618 473.75
HIGH 471.13
0.618 469.51
0.500 469.01
0.382 468.51
LOW 466.89
0.618 464.27
1.000 462.65
1.618 460.03
2.618 455.79
4.250 448.87
Fisher Pivots for day following 11-Feb-1994
Pivot 1 day 3 day
R1 469.79 470.17
PP 469.40 470.16
S1 469.01 470.15

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

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