S&P500 Cash Index


Trading Metrics calculated at close of trading on 16-May-1994
Day Change Summary
Previous Current
13-May-1994 16-May-1994 Change Change % Previous Week
Open 443.62 444.15 0.53 0.1% 447.82
High 444.72 445.82 1.10 0.2% 447.82
Low 441.21 443.62 2.41 0.5% 440.78
Close 444.14 444.49 0.35 0.1% 444.14
Range 3.51 2.20 -1.31 -37.3% 7.04
ATR 4.35 4.20 -0.15 -3.5% 0.00
Volume
Daily Pivots for day following 16-May-1994
Classic Woodie Camarilla DeMark
R4 451.24 450.07 445.70
R3 449.04 447.87 445.10
R2 446.84 446.84 444.89
R1 445.67 445.67 444.69 446.26
PP 444.64 444.64 444.64 444.94
S1 443.47 443.47 444.29 444.06
S2 442.44 442.44 444.09
S3 440.24 441.27 443.89
S4 438.04 439.07 443.28
Weekly Pivots for week ending 13-May-1994
Classic Woodie Camarilla DeMark
R4 465.37 461.79 448.01
R3 458.33 454.75 446.08
R2 451.29 451.29 445.43
R1 447.71 447.71 444.79 445.98
PP 444.25 444.25 444.25 443.38
S1 440.67 440.67 443.49 438.94
S2 437.21 437.21 442.85
S3 430.17 433.63 442.20
S4 423.13 426.59 440.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 446.84 440.78 6.06 1.4% 3.75 0.8% 61% False False
10 453.98 440.78 13.20 3.0% 3.93 0.9% 28% False False
20 453.98 438.83 15.15 3.4% 4.12 0.9% 37% False False
40 471.06 435.86 35.20 7.9% 4.78 1.1% 25% False False
60 472.41 435.86 36.55 8.2% 4.45 1.0% 24% False False
80 482.85 435.86 46.99 10.6% 4.28 1.0% 18% False False
100 482.85 435.86 46.99 10.6% 3.89 0.9% 18% False False
120 482.85 435.86 46.99 10.6% 3.61 0.8% 18% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.37
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 455.17
2.618 451.58
1.618 449.38
1.000 448.02
0.618 447.18
HIGH 445.82
0.618 444.98
0.500 444.72
0.382 444.46
LOW 443.62
0.618 442.26
1.000 441.42
1.618 440.06
2.618 437.86
4.250 434.27
Fisher Pivots for day following 16-May-1994
Pivot 1 day 3 day
R1 444.72 444.17
PP 444.64 443.84
S1 444.57 443.52

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

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