S&P500 Cash Index


Trading Metrics calculated at close of trading on 24-Jun-1994
Day Change Summary
Previous Current
23-Jun-1994 24-Jun-1994 Change Change % Previous Week
Open 453.09 449.63 -3.46 -0.8% 458.45
High 454.16 449.63 -4.53 -1.0% 458.45
Low 449.43 442.51 -6.92 -1.5% 442.51
Close 449.63 442.80 -6.83 -1.5% 442.80
Range 4.73 7.12 2.39 50.5% 15.94
ATR 3.51 3.77 0.26 7.3% 0.00
Volume
Daily Pivots for day following 24-Jun-1994
Classic Woodie Camarilla DeMark
R4 466.34 461.69 446.72
R3 459.22 454.57 444.76
R2 452.10 452.10 444.11
R1 447.45 447.45 443.45 446.22
PP 444.98 444.98 444.98 444.36
S1 440.33 440.33 442.15 439.10
S2 437.86 437.86 441.49
S3 430.74 433.21 440.84
S4 423.62 426.09 438.88
Weekly Pivots for week ending 24-Jun-1994
Classic Woodie Camarilla DeMark
R4 495.74 485.21 451.57
R3 479.80 469.27 447.18
R2 463.86 463.86 445.72
R1 453.33 453.33 444.26 450.63
PP 447.92 447.92 447.92 446.57
S1 437.39 437.39 441.34 434.69
S2 431.98 431.98 439.88
S3 416.04 421.45 438.42
S4 400.10 405.51 434.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 458.45 442.51 15.94 3.6% 4.88 1.1% 2% False True
10 463.23 442.51 20.72 4.7% 3.91 0.9% 1% False True
20 463.23 442.51 20.72 4.7% 3.38 0.8% 1% False True
40 463.23 440.78 22.45 5.1% 3.63 0.8% 9% False False
60 463.23 435.86 27.37 6.2% 4.17 0.9% 25% False False
80 471.09 435.86 35.23 8.0% 4.11 0.9% 20% False False
100 482.23 435.86 46.37 10.5% 4.16 0.9% 15% False False
120 482.85 435.86 46.99 10.6% 3.93 0.9% 15% 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 0.36
Widest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 479.89
2.618 468.27
1.618 461.15
1.000 456.75
0.618 454.03
HIGH 449.63
0.618 446.91
0.500 446.07
0.382 445.23
LOW 442.51
0.618 438.11
1.000 435.39
1.618 430.99
2.618 423.87
4.250 412.25
Fisher Pivots for day following 24-Jun-1994
Pivot 1 day 3 day
R1 446.07 448.34
PP 444.98 446.49
S1 443.89 444.65

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

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