S&P500 Cash Index


Trading Metrics calculated at close of trading on 03-May-1994
Day Change Summary
Previous Current
02-May-1994 03-May-1994 Change Change % Previous Week
Open 450.91 453.06 2.15 0.5% 447.64
High 453.57 453.98 0.41 0.1% 452.79
Low 449.05 450.51 1.46 0.3% 447.58
Close 453.02 453.03 0.01 0.0% 450.91
Range 4.52 3.47 -1.05 -23.2% 5.21
ATR 4.53 4.46 -0.08 -1.7% 0.00
Volume
Daily Pivots for day following 03-May-1994
Classic Woodie Camarilla DeMark
R4 462.92 461.44 454.94
R3 459.45 457.97 453.98
R2 455.98 455.98 453.67
R1 454.50 454.50 453.35 453.51
PP 452.51 452.51 452.51 452.01
S1 451.03 451.03 452.71 450.04
S2 449.04 449.04 452.39
S3 445.57 447.56 452.08
S4 442.10 444.09 451.12
Weekly Pivots for week ending 29-Apr-1994
Classic Woodie Camarilla DeMark
R4 466.06 463.69 453.78
R3 460.85 458.48 452.34
R2 455.64 455.64 451.87
R1 453.27 453.27 451.39 454.46
PP 450.43 450.43 450.43 451.02
S1 448.06 448.06 450.43 449.25
S2 445.22 445.22 449.95
S3 440.01 442.85 449.48
S4 434.80 437.64 448.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 453.98 447.91 6.07 1.3% 3.56 0.8% 84% True False
10 453.98 439.40 14.58 3.2% 4.07 0.9% 93% True False
20 453.98 438.83 15.15 3.3% 4.32 1.0% 94% True False
40 471.09 435.86 35.23 7.8% 4.64 1.0% 49% False False
60 475.12 435.86 39.26 8.7% 4.41 1.0% 44% False False
80 482.85 435.86 46.99 10.4% 4.13 0.9% 37% False False
100 482.85 435.86 46.99 10.4% 3.74 0.8% 37% False False
120 482.85 435.86 46.99 10.4% 3.59 0.8% 37% 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 0.83
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 468.73
2.618 463.06
1.618 459.59
1.000 457.45
0.618 456.12
HIGH 453.98
0.618 452.65
0.500 452.25
0.382 451.84
LOW 450.51
0.618 448.37
1.000 447.04
1.618 444.90
2.618 441.43
4.250 435.76
Fisher Pivots for day following 03-May-1994
Pivot 1 day 3 day
R1 452.77 452.34
PP 452.51 451.64
S1 452.25 450.95

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

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