S&P500 Cash Index


Trading Metrics calculated at close of trading on 26-May-1994
Day Change Summary
Previous Current
25-May-1994 26-May-1994 Change Change % Previous Week
Open 454.84 456.33 1.49 0.3% 444.15
High 456.34 457.77 1.43 0.3% 456.88
Low 452.20 455.79 3.59 0.8% 443.62
Close 456.34 457.06 0.72 0.2% 454.92
Range 4.14 1.98 -2.16 -52.2% 13.26
ATR 4.09 3.94 -0.15 -3.7% 0.00
Volume
Daily Pivots for day following 26-May-1994
Classic Woodie Camarilla DeMark
R4 462.81 461.92 458.15
R3 460.83 459.94 457.60
R2 458.85 458.85 457.42
R1 457.96 457.96 457.24 458.41
PP 456.87 456.87 456.87 457.10
S1 455.98 455.98 456.88 456.43
S2 454.89 454.89 456.70
S3 452.91 454.00 456.52
S4 450.93 452.02 455.97
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
5 457.77 451.79 5.98 1.3% 3.01 0.7% 88% True False
10 457.77 441.21 16.56 3.6% 3.59 0.8% 96% True False
20 457.77 440.78 16.99 3.7% 3.87 0.8% 96% True False
40 457.77 435.86 21.91 4.8% 4.56 1.0% 97% True False
60 471.09 435.86 35.23 7.7% 4.35 1.0% 60% False False
80 482.23 435.86 46.37 10.1% 4.35 1.0% 46% False False
100 482.85 435.86 46.99 10.3% 4.04 0.9% 45% False False
120 482.85 435.86 46.99 10.3% 3.71 0.8% 45% 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 0.57
Narrowest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 466.19
2.618 462.95
1.618 460.97
1.000 459.75
0.618 458.99
HIGH 457.77
0.618 457.01
0.500 456.78
0.382 456.55
LOW 455.79
0.618 454.57
1.000 453.81
1.618 452.59
2.618 450.61
4.250 447.38
Fisher Pivots for day following 26-May-1994
Pivot 1 day 3 day
R1 456.97 456.37
PP 456.87 455.68
S1 456.78 454.99

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

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