S&P500 Cash Index


Trading Metrics calculated at close of trading on 16-Jun-1994
Day Change Summary
Previous Current
15-Jun-1994 16-Jun-1994 Change Change % Previous Week
Open 462.38 460.61 -1.77 -0.4% 460.13
High 463.23 461.93 -1.30 -0.3% 461.87
Low 459.95 459.80 -0.15 0.0% 455.43
Close 460.61 461.93 1.32 0.3% 458.67
Range 3.28 2.13 -1.15 -35.1% 6.44
ATR 3.28 3.20 -0.08 -2.5% 0.00
Volume
Daily Pivots for day following 16-Jun-1994
Classic Woodie Camarilla DeMark
R4 467.61 466.90 463.10
R3 465.48 464.77 462.52
R2 463.35 463.35 462.32
R1 462.64 462.64 462.13 463.00
PP 461.22 461.22 461.22 461.40
S1 460.51 460.51 461.73 460.87
S2 459.09 459.09 461.54
S3 456.96 458.38 461.34
S4 454.83 456.25 460.76
Weekly Pivots for week ending 10-Jun-1994
Classic Woodie Camarilla DeMark
R4 477.98 474.76 462.21
R3 471.54 468.32 460.44
R2 465.10 465.10 459.85
R1 461.88 461.88 459.26 460.27
PP 458.66 458.66 458.66 457.85
S1 455.44 455.44 458.08 453.83
S2 452.22 452.22 457.49
S3 445.78 449.00 456.90
S4 439.34 442.56 455.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 463.23 457.18 6.05 1.3% 2.63 0.6% 79% False False
10 463.23 455.43 7.80 1.7% 2.89 0.6% 83% False False
20 463.23 451.79 11.44 2.5% 2.92 0.6% 89% False False
40 463.23 440.78 22.45 4.9% 3.51 0.8% 94% False False
60 470.38 435.86 34.52 7.5% 4.24 0.9% 76% False False
80 472.41 435.86 36.55 7.9% 4.10 0.9% 71% False False
100 482.85 435.86 46.99 10.2% 4.06 0.9% 55% False False
120 482.85 435.86 46.99 10.2% 3.78 0.8% 55% False False
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.84
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 470.98
2.618 467.51
1.618 465.38
1.000 464.06
0.618 463.25
HIGH 461.93
0.618 461.12
0.500 460.87
0.382 460.61
LOW 459.80
0.618 458.48
1.000 457.67
1.618 456.35
2.618 454.22
4.250 450.75
Fisher Pivots for day following 16-Jun-1994
Pivot 1 day 3 day
R1 461.58 461.68
PP 461.22 461.42
S1 460.87 461.17

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

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