S&P500 Cash Index


Trading Metrics calculated at close of trading on 08-Jun-1994
Day Change Summary
Previous Current
07-Jun-1994 08-Jun-1994 Change Change % Previous Week
Open 458.88 458.21 -0.67 -0.1% 457.32
High 459.46 459.74 0.28 0.1% 460.86
Low 457.65 455.43 -2.22 -0.5% 453.99
Close 458.21 457.06 -1.15 -0.3% 460.13
Range 1.81 4.31 2.50 138.1% 6.87
ATR 3.50 3.56 0.06 1.7% 0.00
Volume
Daily Pivots for day following 08-Jun-1994
Classic Woodie Camarilla DeMark
R4 470.34 468.01 459.43
R3 466.03 463.70 458.25
R2 461.72 461.72 457.85
R1 459.39 459.39 457.46 458.40
PP 457.41 457.41 457.41 456.92
S1 455.08 455.08 456.66 454.09
S2 453.10 453.10 456.27
S3 448.79 450.77 455.87
S4 444.48 446.46 454.69
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
5 461.87 455.43 6.44 1.4% 2.99 0.7% 25% False True
10 461.87 452.20 9.67 2.1% 3.05 0.7% 50% False False
20 461.87 440.78 21.09 4.6% 3.44 0.8% 77% False False
40 461.87 438.83 23.04 5.0% 3.88 0.8% 79% False False
60 471.09 435.86 35.23 7.7% 4.31 0.9% 60% False False
80 475.12 435.86 39.26 8.6% 4.21 0.9% 54% False False
100 482.85 435.86 46.99 10.3% 4.05 0.9% 45% False False
120 482.85 435.86 46.99 10.3% 3.77 0.8% 45% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.96
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 478.06
2.618 471.02
1.618 466.71
1.000 464.05
0.618 462.40
HIGH 459.74
0.618 458.09
0.500 457.59
0.382 457.08
LOW 455.43
0.618 452.77
1.000 451.12
1.618 448.46
2.618 444.15
4.250 437.11
Fisher Pivots for day following 08-Jun-1994
Pivot 1 day 3 day
R1 457.59 458.65
PP 457.41 458.12
S1 457.24 457.59

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

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