S&P500 Cash Index


Trading Metrics calculated at close of trading on 05-May-1994
Day Change Summary
Previous Current
04-May-1994 05-May-1994 Change Change % Previous Week
Open 453.04 451.76 -1.28 -0.3% 447.64
High 453.11 452.82 -0.29 -0.1% 452.79
Low 449.87 450.72 0.85 0.2% 447.58
Close 451.72 451.08 -0.64 -0.1% 450.91
Range 3.24 2.10 -1.14 -35.2% 5.21
ATR 4.37 4.21 -0.16 -3.7% 0.00
Volume
Daily Pivots for day following 05-May-1994
Classic Woodie Camarilla DeMark
R4 457.84 456.56 452.24
R3 455.74 454.46 451.66
R2 453.64 453.64 451.47
R1 452.36 452.36 451.27 451.95
PP 451.54 451.54 451.54 451.34
S1 450.26 450.26 450.89 449.85
S2 449.44 449.44 450.70
S3 447.34 448.16 450.50
S4 445.24 446.06 449.93
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% 3.35 0.7% 52% False False
10 453.98 447.16 6.82 1.5% 3.32 0.7% 57% False False
20 453.98 438.83 15.15 3.4% 4.12 0.9% 81% False False
40 471.09 435.86 35.23 7.8% 4.61 1.0% 43% False False
60 475.12 435.86 39.26 8.7% 4.38 1.0% 39% False False
80 482.85 435.86 46.99 10.4% 4.10 0.9% 32% False False
100 482.85 435.86 46.99 10.4% 3.74 0.8% 32% False False
120 482.85 435.86 46.99 10.4% 3.59 0.8% 32% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.69
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 461.75
2.618 458.32
1.618 456.22
1.000 454.92
0.618 454.12
HIGH 452.82
0.618 452.02
0.500 451.77
0.382 451.52
LOW 450.72
0.618 449.42
1.000 448.62
1.618 447.32
2.618 445.22
4.250 441.80
Fisher Pivots for day following 05-May-1994
Pivot 1 day 3 day
R1 451.77 451.93
PP 451.54 451.64
S1 451.31 451.36

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

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