S&P500 Cash Index


Trading Metrics calculated at close of trading on 03-Jun-1994
Day Change Summary
Previous Current
02-Jun-1994 03-Jun-1994 Change Change % Previous Week
Open 457.62 457.65 0.03 0.0% 457.32
High 458.50 460.86 2.36 0.5% 460.86
Low 457.26 456.27 -0.99 -0.2% 453.99
Close 457.65 460.13 2.48 0.5% 460.13
Range 1.24 4.59 3.35 270.2% 6.87
ATR 3.61 3.68 0.07 1.9% 0.00
Volume
Daily Pivots for day following 03-Jun-1994
Classic Woodie Camarilla DeMark
R4 472.86 471.08 462.65
R3 468.27 466.49 461.39
R2 463.68 463.68 460.97
R1 461.90 461.90 460.55 462.79
PP 459.09 459.09 459.09 459.53
S1 457.31 457.31 459.71 458.20
S2 454.50 454.50 459.29
S3 449.91 452.72 458.87
S4 445.32 448.13 457.61
Weekly Pivots for week ending 03-Jun-1994
Classic Woodie Camarilla DeMark
R4 478.94 476.40 463.91
R3 472.07 469.53 462.02
R2 465.20 465.20 461.39
R1 462.66 462.66 460.76 463.93
PP 458.33 458.33 458.33 458.96
S1 455.79 455.79 459.50 457.06
S2 451.46 451.46 458.87
S3 444.59 448.92 458.24
S4 437.72 442.05 456.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 460.86 453.99 6.87 1.5% 3.05 0.7% 89% True False
10 460.86 451.79 9.07 2.0% 3.03 0.7% 92% True False
20 460.86 440.78 20.08 4.4% 3.79 0.8% 96% True False
40 460.86 438.83 22.03 4.8% 3.96 0.9% 97% True False
60 471.09 435.86 35.23 7.7% 4.33 0.9% 69% False False
80 475.12 435.86 39.26 8.5% 4.23 0.9% 62% False False
100 482.85 435.86 46.99 10.2% 4.04 0.9% 52% False False
120 482.85 435.86 46.99 10.2% 3.75 0.8% 52% 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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.62
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 480.37
2.618 472.88
1.618 468.29
1.000 465.45
0.618 463.70
HIGH 460.86
0.618 459.11
0.500 458.57
0.382 458.02
LOW 456.27
0.618 453.43
1.000 451.68
1.618 448.84
2.618 444.25
4.250 436.76
Fisher Pivots for day following 03-Jun-1994
Pivot 1 day 3 day
R1 459.61 459.23
PP 459.09 458.33
S1 458.57 457.43

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

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