S&P500 Cash Index


Trading Metrics calculated at close of trading on 19-May-1994
Day Change Summary
Previous Current
18-May-1994 19-May-1994 Change Change % Previous Week
Open 449.39 453.69 4.30 1.0% 447.82
High 454.45 456.88 2.43 0.5% 447.82
Low 448.87 453.00 4.13 0.9% 440.78
Close 453.69 456.48 2.79 0.6% 444.14
Range 5.58 3.88 -1.70 -30.5% 7.04
ATR 4.39 4.36 -0.04 -0.8% 0.00
Volume
Daily Pivots for day following 19-May-1994
Classic Woodie Camarilla DeMark
R4 467.09 465.67 458.61
R3 463.21 461.79 457.55
R2 459.33 459.33 457.19
R1 457.91 457.91 456.84 458.62
PP 455.45 455.45 455.45 455.81
S1 454.03 454.03 456.12 454.74
S2 451.57 451.57 455.77
S3 447.69 450.15 455.41
S4 443.81 446.27 454.35
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
5 456.88 441.21 15.67 3.4% 4.17 0.9% 97% True False
10 456.88 440.78 16.10 3.5% 4.56 1.0% 98% True False
20 456.88 440.78 16.10 3.5% 3.94 0.9% 98% True False
40 468.57 435.86 32.71 7.2% 4.95 1.1% 63% False False
60 471.09 435.86 35.23 7.7% 4.51 1.0% 59% False False
80 482.85 435.86 46.99 10.3% 4.37 1.0% 44% False False
100 482.85 435.86 46.99 10.3% 3.97 0.9% 44% False False
120 482.85 435.86 46.99 10.3% 3.69 0.8% 44% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.36
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 473.37
2.618 467.04
1.618 463.16
1.000 460.76
0.618 459.28
HIGH 456.88
0.618 455.40
0.500 454.94
0.382 454.48
LOW 453.00
0.618 450.60
1.000 449.12
1.618 446.72
2.618 442.84
4.250 436.51
Fisher Pivots for day following 19-May-1994
Pivot 1 day 3 day
R1 455.97 454.42
PP 455.45 452.35
S1 454.94 450.29

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

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