S&P500 Cash Index


Trading Metrics calculated at close of trading on 09-Jun-1994
Day Change Summary
Previous Current
08-Jun-1994 09-Jun-1994 Change Change % Previous Week
Open 458.21 457.06 -1.15 -0.3% 457.32
High 459.74 457.87 -1.87 -0.4% 460.86
Low 455.43 455.86 0.43 0.1% 453.99
Close 457.06 457.86 0.80 0.2% 460.13
Range 4.31 2.01 -2.30 -53.4% 6.87
ATR 3.56 3.45 -0.11 -3.1% 0.00
Volume
Daily Pivots for day following 09-Jun-1994
Classic Woodie Camarilla DeMark
R4 463.23 462.55 458.97
R3 461.22 460.54 458.41
R2 459.21 459.21 458.23
R1 458.53 458.53 458.04 458.87
PP 457.20 457.20 457.20 457.37
S1 456.52 456.52 457.68 456.86
S2 455.19 455.19 457.49
S3 453.18 454.51 457.31
S4 451.17 452.50 456.75
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% 3.15 0.7% 38% False False
10 461.87 453.99 7.88 1.7% 2.84 0.6% 49% False False
20 461.87 441.21 20.66 4.5% 3.28 0.7% 81% False False
40 461.87 438.83 23.04 5.0% 3.79 0.8% 83% False False
60 471.09 435.86 35.23 7.7% 4.30 0.9% 62% False False
80 475.12 435.86 39.26 8.6% 4.20 0.9% 56% False False
100 482.85 435.86 46.99 10.3% 4.05 0.9% 47% False False
120 482.85 435.86 46.99 10.3% 3.76 0.8% 47% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.89
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 466.41
2.618 463.13
1.618 461.12
1.000 459.88
0.618 459.11
HIGH 457.87
0.618 457.10
0.500 456.87
0.382 456.63
LOW 455.86
0.618 454.62
1.000 453.85
1.618 452.61
2.618 450.60
4.250 447.32
Fisher Pivots for day following 09-Jun-1994
Pivot 1 day 3 day
R1 457.53 457.77
PP 457.20 457.68
S1 456.87 457.59

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

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