S&P500 Cash Index


Trading Metrics calculated at close of trading on 09-May-1994
Day Change Summary
Previous Current
06-May-1994 09-May-1994 Change Change % Previous Week
Open 451.37 447.82 -3.55 -0.8% 450.91
High 451.37 447.82 -3.55 -0.8% 453.98
Low 445.64 441.84 -3.80 -0.9% 445.64
Close 447.82 442.32 -5.50 -1.2% 447.82
Range 5.73 5.98 0.25 4.4% 8.34
ATR 4.32 4.43 0.12 2.8% 0.00
Volume
Daily Pivots for day following 09-May-1994
Classic Woodie Camarilla DeMark
R4 461.93 458.11 445.61
R3 455.95 452.13 443.96
R2 449.97 449.97 443.42
R1 446.15 446.15 442.87 445.07
PP 443.99 443.99 443.99 443.46
S1 440.17 440.17 441.77 439.09
S2 438.01 438.01 441.22
S3 432.03 434.19 440.68
S4 426.05 428.21 439.03
Weekly Pivots for week ending 06-May-1994
Classic Woodie Camarilla DeMark
R4 474.17 469.33 452.41
R3 465.83 460.99 450.11
R2 457.49 457.49 449.35
R1 452.65 452.65 448.58 450.90
PP 449.15 449.15 449.15 448.27
S1 444.31 444.31 447.06 442.56
S2 440.81 440.81 446.29
S3 432.47 435.97 445.53
S4 424.13 427.63 443.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 453.98 441.84 12.14 2.7% 4.10 0.9% 4% False True
10 453.98 441.84 12.14 2.7% 3.70 0.8% 4% False True
20 453.98 438.83 15.15 3.4% 4.28 1.0% 23% False False
40 471.09 435.86 35.23 8.0% 4.68 1.1% 18% False False
60 475.12 435.86 39.26 8.9% 4.46 1.0% 16% False False
80 482.85 435.86 46.99 10.6% 4.18 0.9% 14% False False
100 482.85 435.86 46.99 10.6% 3.81 0.9% 14% False False
120 482.85 435.86 46.99 10.6% 3.63 0.8% 14% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 12 trading days
Fibonacci Retracements and Extensions
4.250 473.24
2.618 463.48
1.618 457.50
1.000 453.80
0.618 451.52
HIGH 447.82
0.618 445.54
0.500 444.83
0.382 444.12
LOW 441.84
0.618 438.14
1.000 435.86
1.618 432.16
2.618 426.18
4.250 416.43
Fisher Pivots for day following 09-May-1994
Pivot 1 day 3 day
R1 444.83 447.33
PP 443.99 445.66
S1 443.16 443.99

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

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