S&P500 Cash Index


Trading Metrics calculated at close of trading on 31-May-1994
Day Change Summary
Previous Current
27-May-1994 31-May-1994 Change Change % Previous Week
Open 457.03 457.32 0.29 0.1% 454.92
High 457.33 457.61 0.28 0.1% 457.77
Low 454.67 455.16 0.49 0.1% 451.79
Close 457.33 456.51 -0.82 -0.2% 457.33
Range 2.66 2.45 -0.21 -7.9% 5.98
ATR 3.85 3.75 -0.10 -2.6% 0.00
Volume
Daily Pivots for day following 31-May-1994
Classic Woodie Camarilla DeMark
R4 463.78 462.59 457.86
R3 461.33 460.14 457.18
R2 458.88 458.88 456.96
R1 457.69 457.69 456.73 457.06
PP 456.43 456.43 456.43 456.11
S1 455.24 455.24 456.29 454.61
S2 453.98 453.98 456.06
S3 451.53 452.79 455.84
S4 449.08 450.34 455.16
Weekly Pivots for week ending 27-May-1994
Classic Woodie Camarilla DeMark
R4 473.57 471.43 460.62
R3 467.59 465.45 458.97
R2 461.61 461.61 458.43
R1 459.47 459.47 457.88 460.54
PP 455.63 455.63 455.63 456.17
S1 453.49 453.49 456.78 454.56
S2 449.65 449.65 456.23
S3 443.67 447.51 455.69
S4 437.69 441.53 454.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 457.77 452.20 5.57 1.2% 2.96 0.6% 77% False False
10 457.77 443.70 14.07 3.1% 3.53 0.8% 91% False False
20 457.77 440.78 16.99 3.7% 3.73 0.8% 93% False False
40 457.77 438.83 18.94 4.1% 4.17 0.9% 93% False False
60 471.09 435.86 35.23 7.7% 4.33 0.9% 59% False False
80 481.02 435.86 45.16 9.9% 4.34 1.0% 46% False False
100 482.85 435.86 46.99 10.3% 4.05 0.9% 44% False False
120 482.85 435.86 46.99 10.3% 3.73 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 True
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.46
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 468.02
2.618 464.02
1.618 461.57
1.000 460.06
0.618 459.12
HIGH 457.61
0.618 456.67
0.500 456.39
0.382 456.10
LOW 455.16
0.618 453.65
1.000 452.71
1.618 451.20
2.618 448.75
4.250 444.75
Fisher Pivots for day following 31-May-1994
Pivot 1 day 3 day
R1 456.47 456.41
PP 456.43 456.32
S1 456.39 456.22

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

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