S&P500 Cash Index


Trading Metrics calculated at close of trading on 17-May-1994
Day Change Summary
Previous Current
16-May-1994 17-May-1994 Change Change % Previous Week
Open 444.15 444.49 0.34 0.1% 447.82
High 445.82 449.37 3.55 0.8% 447.82
Low 443.62 443.70 0.08 0.0% 440.78
Close 444.49 449.37 4.88 1.1% 444.14
Range 2.20 5.67 3.47 157.7% 7.04
ATR 4.20 4.30 0.11 2.5% 0.00
Volume
Daily Pivots for day following 17-May-1994
Classic Woodie Camarilla DeMark
R4 464.49 462.60 452.49
R3 458.82 456.93 450.93
R2 453.15 453.15 450.41
R1 451.26 451.26 449.89 452.21
PP 447.48 447.48 447.48 447.95
S1 445.59 445.59 448.85 446.54
S2 441.81 441.81 448.33
S3 436.14 439.92 447.81
S4 430.47 434.25 446.25
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
5 449.37 440.78 8.59 1.9% 3.99 0.9% 100% True False
10 453.11 440.78 12.33 2.7% 4.15 0.9% 70% False False
20 453.98 439.40 14.58 3.2% 4.11 0.9% 68% False False
40 470.47 435.86 34.61 7.7% 4.83 1.1% 39% False False
60 472.41 435.86 36.55 8.1% 4.47 1.0% 37% False False
80 482.85 435.86 46.99 10.5% 4.33 1.0% 29% False False
100 482.85 435.86 46.99 10.5% 3.93 0.9% 29% False False
120 482.85 435.86 46.99 10.5% 3.65 0.8% 29% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 473.47
2.618 464.21
1.618 458.54
1.000 455.04
0.618 452.87
HIGH 449.37
0.618 447.20
0.500 446.54
0.382 445.87
LOW 443.70
0.618 440.20
1.000 438.03
1.618 434.53
2.618 428.86
4.250 419.60
Fisher Pivots for day following 17-May-1994
Pivot 1 day 3 day
R1 448.43 448.01
PP 447.48 446.65
S1 446.54 445.29

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

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