S&P500 Cash Index


Trading Metrics calculated at close of trading on 11-May-1994
Day Change Summary
Previous Current
10-May-1994 11-May-1994 Change Change % Previous Week
Open 442.37 446.03 3.66 0.8% 450.91
High 446.84 446.03 -0.81 -0.2% 453.98
Low 442.37 440.78 -1.59 -0.4% 445.64
Close 446.01 441.49 -4.52 -1.0% 447.82
Range 4.47 5.25 0.78 17.4% 8.34
ATR 4.44 4.50 0.06 1.3% 0.00
Volume
Daily Pivots for day following 11-May-1994
Classic Woodie Camarilla DeMark
R4 458.52 455.25 444.38
R3 453.27 450.00 442.93
R2 448.02 448.02 442.45
R1 444.75 444.75 441.97 443.76
PP 442.77 442.77 442.77 442.27
S1 439.50 439.50 441.01 438.51
S2 437.52 437.52 440.53
S3 432.27 434.25 440.05
S4 427.02 429.00 438.60
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
5 452.82 440.78 12.04 2.7% 4.71 1.1% 6% False True
10 453.98 440.78 13.20 3.0% 4.25 1.0% 5% False True
20 453.98 438.83 15.15 3.4% 4.29 1.0% 18% False False
40 471.09 435.86 35.23 8.0% 4.81 1.1% 16% False False
60 475.12 435.86 39.26 8.9% 4.51 1.0% 14% False False
80 482.85 435.86 46.99 10.6% 4.24 1.0% 12% False False
100 482.85 435.86 46.99 10.6% 3.85 0.9% 12% False False
120 482.85 435.86 46.99 10.6% 3.64 0.8% 12% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.54
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 468.34
2.618 459.77
1.618 454.52
1.000 451.28
0.618 449.27
HIGH 446.03
0.618 444.02
0.500 443.41
0.382 442.79
LOW 440.78
0.618 437.54
1.000 435.53
1.618 432.29
2.618 427.04
4.250 418.47
Fisher Pivots for day following 11-May-1994
Pivot 1 day 3 day
R1 443.41 444.30
PP 442.77 443.36
S1 442.13 442.43

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

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