S&P500 Cash Index


Trading Metrics calculated at close of trading on 21-Jun-1994
Day Change Summary
Previous Current
20-Jun-1994 21-Jun-1994 Change Change % Previous Week
Open 458.45 455.48 -2.97 -0.6% 458.67
High 458.45 455.48 -2.97 -0.6% 463.23
Low 454.46 449.45 -5.01 -1.1% 457.18
Close 455.48 451.34 -4.14 -0.9% 458.45
Range 3.99 6.03 2.04 51.1% 6.05
ATR 3.29 3.48 0.20 6.0% 0.00
Volume
Daily Pivots for day following 21-Jun-1994
Classic Woodie Camarilla DeMark
R4 470.18 466.79 454.66
R3 464.15 460.76 453.00
R2 458.12 458.12 452.45
R1 454.73 454.73 451.89 453.41
PP 452.09 452.09 452.09 451.43
S1 448.70 448.70 450.79 447.38
S2 446.06 446.06 450.23
S3 440.03 442.67 449.68
S4 434.00 436.64 448.02
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
5 463.23 449.45 13.78 3.1% 3.83 0.8% 14% False True
10 463.23 449.45 13.78 3.1% 3.32 0.7% 14% False True
20 463.23 449.45 13.78 3.1% 3.15 0.7% 14% False True
40 463.23 440.78 22.45 5.0% 3.48 0.8% 47% False False
60 463.23 435.86 27.37 6.1% 4.26 0.9% 57% False False
80 471.09 435.86 35.23 7.8% 4.13 0.9% 44% False False
100 482.85 435.86 46.99 10.4% 4.11 0.9% 33% False False
120 482.85 435.86 46.99 10.4% 3.85 0.9% 33% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.54
Widest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 481.11
2.618 471.27
1.618 465.24
1.000 461.51
0.618 459.21
HIGH 455.48
0.618 453.18
0.500 452.47
0.382 451.75
LOW 449.45
0.618 445.72
1.000 443.42
1.618 439.69
2.618 433.66
4.250 423.82
Fisher Pivots for day following 21-Jun-1994
Pivot 1 day 3 day
R1 452.47 455.80
PP 452.09 454.31
S1 451.72 452.83

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

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