S&P500 Cash Index


Trading Metrics calculated at close of trading on 01-Jun-1994
Day Change Summary
Previous Current
31-May-1994 01-Jun-1994 Change Change % Previous Week
Open 457.32 456.50 -0.82 -0.2% 454.92
High 457.61 458.29 0.68 0.1% 457.77
Low 455.16 453.99 -1.17 -0.3% 451.79
Close 456.51 457.63 1.12 0.2% 457.33
Range 2.45 4.30 1.85 75.5% 5.98
ATR 3.75 3.79 0.04 1.0% 0.00
Volume
Daily Pivots for day following 01-Jun-1994
Classic Woodie Camarilla DeMark
R4 469.54 467.88 460.00
R3 465.24 463.58 458.81
R2 460.94 460.94 458.42
R1 459.28 459.28 458.02 460.11
PP 456.64 456.64 456.64 457.05
S1 454.98 454.98 457.24 455.81
S2 452.34 452.34 456.84
S3 448.04 450.68 456.45
S4 443.74 446.38 455.27
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
5 458.29 452.20 6.09 1.3% 3.11 0.7% 89% True False
10 458.29 448.87 9.42 2.1% 3.39 0.7% 93% True False
20 458.29 440.78 17.51 3.8% 3.77 0.8% 96% True False
40 458.29 438.83 19.46 4.3% 4.05 0.9% 97% True False
60 471.09 435.86 35.23 7.7% 4.35 1.0% 62% False False
80 475.12 435.86 39.26 8.6% 4.25 0.9% 55% False False
100 482.85 435.86 46.99 10.3% 4.06 0.9% 46% False False
120 482.85 435.86 46.99 10.3% 3.75 0.8% 46% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.56
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 476.57
2.618 469.55
1.618 465.25
1.000 462.59
0.618 460.95
HIGH 458.29
0.618 456.65
0.500 456.14
0.382 455.63
LOW 453.99
0.618 451.33
1.000 449.69
1.618 447.03
2.618 442.73
4.250 435.72
Fisher Pivots for day following 01-Jun-1994
Pivot 1 day 3 day
R1 457.13 457.13
PP 456.64 456.64
S1 456.14 456.14

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

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