S&P500 Cash Index


Trading Metrics calculated at close of trading on 27-Jun-1994
Day Change Summary
Previous Current
24-Jun-1994 27-Jun-1994 Change Change % Previous Week
Open 449.63 442.78 -6.85 -1.5% 458.45
High 449.63 447.76 -1.87 -0.4% 458.45
Low 442.51 439.83 -2.68 -0.6% 442.51
Close 442.80 447.31 4.51 1.0% 442.80
Range 7.12 7.93 0.81 11.4% 15.94
ATR 3.77 4.07 0.30 7.9% 0.00
Volume
Daily Pivots for day following 27-Jun-1994
Classic Woodie Camarilla DeMark
R4 468.76 465.96 451.67
R3 460.83 458.03 449.49
R2 452.90 452.90 448.76
R1 450.10 450.10 448.04 451.50
PP 444.97 444.97 444.97 445.67
S1 442.17 442.17 446.58 443.57
S2 437.04 437.04 445.86
S3 429.11 434.24 445.13
S4 421.18 426.31 442.95
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
5 455.48 439.83 15.65 3.5% 5.66 1.3% 48% False True
10 463.23 439.83 23.40 5.2% 4.48 1.0% 32% False True
20 463.23 439.83 23.40 5.2% 3.64 0.8% 32% False True
40 463.23 439.83 23.40 5.2% 3.74 0.8% 32% False True
60 463.23 435.86 27.37 6.1% 4.12 0.9% 42% False False
80 471.09 435.86 35.23 7.9% 4.18 0.9% 33% False False
100 481.96 435.86 46.10 10.3% 4.21 0.9% 25% False False
120 482.85 435.86 46.99 10.5% 3.98 0.9% 24% 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 0.59
Widest range in 58 trading days
Fibonacci Retracements and Extensions
4.250 481.46
2.618 468.52
1.618 460.59
1.000 455.69
0.618 452.66
HIGH 447.76
0.618 444.73
0.500 443.80
0.382 442.86
LOW 439.83
0.618 434.93
1.000 431.90
1.618 427.00
2.618 419.07
4.250 406.13
Fisher Pivots for day following 27-Jun-1994
Pivot 1 day 3 day
R1 446.14 447.21
PP 444.97 447.10
S1 443.80 447.00

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

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