S&P500 Cash Index


Trading Metrics calculated at close of trading on 01-Jul-1994
Day Change Summary
Previous Current
30-Jun-1994 01-Jul-1994 Change Change % Previous Week
Open 447.63 444.27 -3.36 -0.8% 442.78
High 448.61 446.45 -2.16 -0.5% 449.83
Low 443.66 443.58 -0.08 0.0% 439.83
Close 444.27 446.20 1.93 0.4% 446.20
Range 4.95 2.87 -2.08 -42.0% 10.00
ATR 4.19 4.10 -0.09 -2.3% 0.00
Volume
Daily Pivots for day following 01-Jul-1994
Classic Woodie Camarilla DeMark
R4 454.02 452.98 447.78
R3 451.15 450.11 446.99
R2 448.28 448.28 446.73
R1 447.24 447.24 446.46 447.76
PP 445.41 445.41 445.41 445.67
S1 444.37 444.37 445.94 444.89
S2 442.54 442.54 445.67
S3 439.67 441.50 445.41
S4 436.80 438.63 444.62
Weekly Pivots for week ending 01-Jul-1994
Classic Woodie Camarilla DeMark
R4 475.29 470.74 451.70
R3 465.29 460.74 448.95
R2 455.29 455.29 448.03
R1 450.74 450.74 447.12 453.02
PP 445.29 445.29 445.29 446.42
S1 440.74 440.74 445.28 443.02
S2 435.29 435.29 444.37
S3 425.29 430.74 443.45
S4 415.29 420.74 440.70
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 2.2% 4.99 1.1% 64% False False
10 458.45 439.83 18.62 4.2% 4.93 1.1% 34% False False
20 463.23 439.83 23.40 5.2% 3.86 0.9% 27% False False
40 463.23 439.83 23.40 5.2% 3.83 0.9% 27% False False
60 463.23 438.83 24.40 5.5% 3.93 0.9% 30% False False
80 471.09 435.86 35.23 7.9% 4.22 0.9% 29% False False
100 475.12 435.86 39.26 8.8% 4.16 0.9% 26% False False
120 482.85 435.86 46.99 10.5% 4.01 0.9% 22% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.68
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 458.65
2.618 453.96
1.618 451.09
1.000 449.32
0.618 448.22
HIGH 446.45
0.618 445.35
0.500 445.02
0.382 444.68
LOW 443.58
0.618 441.81
1.000 440.71
1.618 438.94
2.618 436.07
4.250 431.38
Fisher Pivots for day following 01-Jul-1994
Pivot 1 day 3 day
R1 445.81 446.71
PP 445.41 446.54
S1 445.02 446.37

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

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