S&P500 Cash Index


Trading Metrics calculated at close of trading on 23-May-1994
Day Change Summary
Previous Current
20-May-1994 23-May-1994 Change Change % Previous Week
Open 456.48 454.92 -1.56 -0.3% 444.15
High 456.48 454.92 -1.56 -0.3% 456.88
Low 454.22 451.79 -2.43 -0.5% 443.62
Close 454.92 453.20 -1.72 -0.4% 454.92
Range 2.26 3.13 0.87 38.5% 13.26
ATR 4.21 4.13 -0.08 -1.8% 0.00
Volume
Daily Pivots for day following 23-May-1994
Classic Woodie Camarilla DeMark
R4 462.69 461.08 454.92
R3 459.56 457.95 454.06
R2 456.43 456.43 453.77
R1 454.82 454.82 453.49 454.06
PP 453.30 453.30 453.30 452.93
S1 451.69 451.69 452.91 450.93
S2 450.17 450.17 452.63
S3 447.04 448.56 452.34
S4 443.91 445.43 451.48
Weekly Pivots for week ending 20-May-1994
Classic Woodie Camarilla DeMark
R4 491.59 486.51 462.21
R3 478.33 473.25 458.57
R2 465.07 465.07 457.35
R1 459.99 459.99 456.14 462.53
PP 451.81 451.81 451.81 453.08
S1 446.73 446.73 453.70 449.27
S2 438.55 438.55 452.49
S3 425.29 433.47 451.27
S4 412.03 420.21 447.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 456.88 443.70 13.18 2.9% 4.10 0.9% 72% False False
10 456.88 440.78 16.10 3.6% 3.93 0.9% 77% False False
20 456.88 440.78 16.10 3.6% 3.81 0.8% 77% False False
40 461.12 435.86 25.26 5.6% 4.81 1.1% 69% False False
60 471.09 435.86 35.23 7.8% 4.45 1.0% 49% False False
80 482.85 435.86 46.99 10.4% 4.35 1.0% 37% False False
100 482.85 435.86 46.99 10.4% 3.99 0.9% 37% False False
120 482.85 435.86 46.99 10.4% 3.68 0.8% 37% 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 0.36
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 468.22
2.618 463.11
1.618 459.98
1.000 458.05
0.618 456.85
HIGH 454.92
0.618 453.72
0.500 453.36
0.382 452.99
LOW 451.79
0.618 449.86
1.000 448.66
1.618 446.73
2.618 443.60
4.250 438.49
Fisher Pivots for day following 23-May-1994
Pivot 1 day 3 day
R1 453.36 454.34
PP 453.30 453.96
S1 453.25 453.58

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

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