S&P500 Cash Index


Trading Metrics calculated at close of trading on 30-Jun-1994
Day Change Summary
Previous Current
29-Jun-1994 30-Jun-1994 Change Change % Previous Week
Open 446.05 447.63 1.58 0.4% 458.45
High 449.83 448.61 -1.22 -0.3% 458.45
Low 446.04 443.66 -2.38 -0.5% 442.51
Close 447.63 444.27 -3.36 -0.8% 442.80
Range 3.79 4.95 1.16 30.6% 15.94
ATR 4.13 4.19 0.06 1.4% 0.00
Volume
Daily Pivots for day following 30-Jun-1994
Classic Woodie Camarilla DeMark
R4 460.36 457.27 446.99
R3 455.41 452.32 445.63
R2 450.46 450.46 445.18
R1 447.37 447.37 444.72 446.44
PP 445.51 445.51 445.51 445.05
S1 442.42 442.42 443.82 441.49
S2 440.56 440.56 443.36
S3 435.61 437.47 442.91
S4 430.66 432.52 441.55
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
5 449.83 439.83 10.00 2.3% 5.84 1.3% 44% False False
10 462.14 439.83 22.31 5.0% 5.01 1.1% 20% False False
20 463.23 439.83 23.40 5.3% 3.95 0.9% 19% False False
40 463.23 439.83 23.40 5.3% 3.81 0.9% 19% False False
60 463.23 438.83 24.40 5.5% 3.96 0.9% 22% False False
80 471.09 435.86 35.23 7.9% 4.23 1.0% 24% False False
100 475.12 435.86 39.26 8.8% 4.16 0.9% 21% False False
120 482.85 435.86 46.99 10.6% 4.00 0.9% 18% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.63
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 469.65
2.618 461.57
1.618 456.62
1.000 453.56
0.618 451.67
HIGH 448.61
0.618 446.72
0.500 446.14
0.382 445.55
LOW 443.66
0.618 440.60
1.000 438.71
1.618 435.65
2.618 430.70
4.250 422.62
Fisher Pivots for day following 30-Jun-1994
Pivot 1 day 3 day
R1 446.14 446.46
PP 445.51 445.73
S1 444.89 445.00

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

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