S&P500 Cash Index


Trading Metrics calculated at close of trading on 20-Apr-1994
Day Change Summary
Previous Current
19-Apr-1994 20-Apr-1994 Change Change % Previous Week
Open 442.54 442.54 0.00 0.0% 447.12
High 444.82 445.01 0.19 0.0% 450.80
Low 438.83 439.40 0.57 0.1% 442.62
Close 442.54 441.96 -0.58 -0.1% 446.18
Range 5.99 5.61 -0.38 -6.3% 8.18
ATR 5.02 5.06 0.04 0.8% 0.00
Volume
Daily Pivots for day following 20-Apr-1994
Classic Woodie Camarilla DeMark
R4 458.95 456.07 445.05
R3 453.34 450.46 443.50
R2 447.73 447.73 442.99
R1 444.85 444.85 442.47 443.49
PP 442.12 442.12 442.12 441.44
S1 439.24 439.24 441.45 437.88
S2 436.51 436.51 440.93
S3 430.90 433.63 440.42
S4 425.29 428.02 438.87
Weekly Pivots for week ending 15-Apr-1994
Classic Woodie Camarilla DeMark
R4 471.07 466.81 450.68
R3 462.89 458.63 448.43
R2 454.71 454.71 447.68
R1 450.45 450.45 446.93 448.49
PP 446.53 446.53 446.53 445.56
S1 442.27 442.27 445.43 440.31
S2 438.35 438.35 444.68
S3 430.17 434.09 443.93
S4 421.99 425.91 441.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 447.87 438.83 9.04 2.0% 4.80 1.1% 35% False False
10 451.10 438.83 12.27 2.8% 4.68 1.1% 26% False False
20 470.38 435.86 34.52 7.8% 5.70 1.3% 18% False False
40 472.41 435.86 36.55 8.3% 4.68 1.1% 17% False False
60 482.85 435.86 46.99 10.6% 4.43 1.0% 13% False False
80 482.85 435.86 46.99 10.6% 3.91 0.9% 13% False False
100 482.85 435.86 46.99 10.6% 3.60 0.8% 13% False False
120 482.85 435.86 46.99 10.6% 3.58 0.8% 13% 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 1.19
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 468.85
2.618 459.70
1.618 454.09
1.000 450.62
0.618 448.48
HIGH 445.01
0.618 442.87
0.500 442.21
0.382 441.54
LOW 439.40
0.618 435.93
1.000 433.79
1.618 430.32
2.618 424.71
4.250 415.56
Fisher Pivots for day following 20-Apr-1994
Pivot 1 day 3 day
R1 442.21 443.35
PP 442.12 442.89
S1 442.04 442.42

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

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