S&P500 Cash Index


Trading Metrics calculated at close of trading on 12-May-1994
Day Change Summary
Previous Current
11-May-1994 12-May-1994 Change Change % Previous Week
Open 446.03 441.50 -4.53 -1.0% 450.91
High 446.03 444.80 -1.23 -0.3% 453.98
Low 440.78 441.50 0.72 0.2% 445.64
Close 441.49 443.75 2.26 0.5% 447.82
Range 5.25 3.30 -1.95 -37.1% 8.34
ATR 4.50 4.41 -0.08 -1.9% 0.00
Volume
Daily Pivots for day following 12-May-1994
Classic Woodie Camarilla DeMark
R4 453.25 451.80 445.57
R3 449.95 448.50 444.66
R2 446.65 446.65 444.36
R1 445.20 445.20 444.05 445.93
PP 443.35 443.35 443.35 443.71
S1 441.90 441.90 443.45 442.63
S2 440.05 440.05 443.15
S3 436.75 438.60 442.84
S4 433.45 435.30 441.94
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
5 451.37 440.78 10.59 2.4% 4.95 1.1% 28% False False
10 453.98 440.78 13.20 3.0% 4.15 0.9% 23% False False
20 453.98 438.83 15.15 3.4% 4.26 1.0% 32% False False
40 471.09 435.86 35.23 7.9% 4.78 1.1% 22% False False
60 475.12 435.86 39.26 8.8% 4.51 1.0% 20% False False
80 482.85 435.86 46.99 10.6% 4.26 1.0% 17% False False
100 482.85 435.86 46.99 10.6% 3.87 0.9% 17% False False
120 482.85 435.86 46.99 10.6% 3.64 0.8% 17% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.51
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 458.83
2.618 453.44
1.618 450.14
1.000 448.10
0.618 446.84
HIGH 444.80
0.618 443.54
0.500 443.15
0.382 442.76
LOW 441.50
0.618 439.46
1.000 438.20
1.618 436.16
2.618 432.86
4.250 427.48
Fisher Pivots for day following 12-May-1994
Pivot 1 day 3 day
R1 443.55 443.81
PP 443.35 443.79
S1 443.15 443.77

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

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