S&P500 Cash Index


Trading Metrics calculated at close of trading on 17-Jun-1994
Day Change Summary
Previous Current
16-Jun-1994 17-Jun-1994 Change Change % Previous Week
Open 460.61 461.93 1.32 0.3% 458.67
High 461.93 462.14 0.21 0.0% 463.23
Low 459.80 458.44 -1.36 -0.3% 457.18
Close 461.93 458.45 -3.48 -0.8% 458.45
Range 2.13 3.70 1.57 73.7% 6.05
ATR 3.20 3.23 0.04 1.1% 0.00
Volume
Daily Pivots for day following 17-Jun-1994
Classic Woodie Camarilla DeMark
R4 470.78 468.31 460.49
R3 467.08 464.61 459.47
R2 463.38 463.38 459.13
R1 460.91 460.91 458.79 460.30
PP 459.68 459.68 459.68 459.37
S1 457.21 457.21 458.11 456.60
S2 455.98 455.98 457.77
S3 452.28 453.51 457.43
S4 448.58 449.81 456.42
Weekly Pivots for week ending 17-Jun-1994
Classic Woodie Camarilla DeMark
R4 477.77 474.16 461.78
R3 471.72 468.11 460.11
R2 465.67 465.67 459.56
R1 462.06 462.06 459.00 460.84
PP 459.62 459.62 459.62 459.01
S1 456.01 456.01 457.90 454.79
S2 453.57 453.57 457.34
S3 447.52 449.96 456.79
S4 441.47 443.91 455.12
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% 2.94 0.6% 21% False False
10 463.23 455.43 7.80 1.7% 2.80 0.6% 39% False False
20 463.23 451.79 11.44 2.5% 2.91 0.6% 58% False False
40 463.23 440.78 22.45 4.9% 3.43 0.7% 79% False False
60 468.57 435.86 32.71 7.1% 4.27 0.9% 69% False False
80 471.09 435.86 35.23 7.7% 4.11 0.9% 64% False False
100 482.85 435.86 46.99 10.2% 4.08 0.9% 48% False False
120 482.85 435.86 46.99 10.2% 3.80 0.8% 48% 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 0.73
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 477.87
2.618 471.83
1.618 468.13
1.000 465.84
0.618 464.43
HIGH 462.14
0.618 460.73
0.500 460.29
0.382 459.85
LOW 458.44
0.618 456.15
1.000 454.74
1.618 452.45
2.618 448.75
4.250 442.72
Fisher Pivots for day following 17-Jun-1994
Pivot 1 day 3 day
R1 460.29 460.84
PP 459.68 460.04
S1 459.06 459.25

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

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