S&P500 Cash Index


Trading Metrics calculated at close of trading on 02-Jun-1994
Day Change Summary
Previous Current
01-Jun-1994 02-Jun-1994 Change Change % Previous Week
Open 456.50 457.62 1.12 0.2% 454.92
High 458.29 458.50 0.21 0.0% 457.77
Low 453.99 457.26 3.27 0.7% 451.79
Close 457.63 457.65 0.02 0.0% 457.33
Range 4.30 1.24 -3.06 -71.2% 5.98
ATR 3.79 3.61 -0.18 -4.8% 0.00
Volume
Daily Pivots for day following 02-Jun-1994
Classic Woodie Camarilla DeMark
R4 461.52 460.83 458.33
R3 460.28 459.59 457.99
R2 459.04 459.04 457.88
R1 458.35 458.35 457.76 458.70
PP 457.80 457.80 457.80 457.98
S1 457.11 457.11 457.54 457.46
S2 456.56 456.56 457.42
S3 455.32 455.87 457.31
S4 454.08 454.63 456.97
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
5 458.50 453.99 4.51 1.0% 2.53 0.6% 81% True False
10 458.50 451.79 6.71 1.5% 2.96 0.6% 87% True False
20 458.50 440.78 17.72 3.9% 3.67 0.8% 95% True False
40 458.50 438.83 19.67 4.3% 3.96 0.9% 96% True False
60 471.09 435.86 35.23 7.7% 4.33 0.9% 62% False False
80 475.12 435.86 39.26 8.6% 4.21 0.9% 56% False False
100 482.85 435.86 46.99 10.3% 4.01 0.9% 46% False False
120 482.85 435.86 46.99 10.3% 3.74 0.8% 46% 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 0.55
Narrowest range in 106 trading days
Fibonacci Retracements and Extensions
4.250 463.77
2.618 461.75
1.618 460.51
1.000 459.74
0.618 459.27
HIGH 458.50
0.618 458.03
0.500 457.88
0.382 457.73
LOW 457.26
0.618 456.49
1.000 456.02
1.618 455.25
2.618 454.01
4.250 451.99
Fisher Pivots for day following 02-Jun-1994
Pivot 1 day 3 day
R1 457.88 457.18
PP 457.80 456.71
S1 457.73 456.25

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

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