S&P500 Cash Index


Trading Metrics calculated at close of trading on 05-Jul-1994
Day Change Summary
Previous Current
01-Jul-1994 05-Jul-1994 Change Change % Previous Week
Open 444.27 446.20 1.93 0.4% 442.78
High 446.45 447.62 1.17 0.3% 449.83
Low 443.58 445.14 1.56 0.4% 439.83
Close 446.20 446.37 0.17 0.0% 446.20
Range 2.87 2.48 -0.39 -13.6% 10.00
ATR 4.10 3.98 -0.12 -2.8% 0.00
Volume
Daily Pivots for day following 05-Jul-1994
Classic Woodie Camarilla DeMark
R4 453.82 452.57 447.73
R3 451.34 450.09 447.05
R2 448.86 448.86 446.82
R1 447.61 447.61 446.60 448.24
PP 446.38 446.38 446.38 446.69
S1 445.13 445.13 446.14 445.76
S2 443.90 443.90 445.92
S3 441.42 442.65 445.69
S4 438.94 440.17 445.01
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
5 449.83 443.08 6.75 1.5% 3.90 0.9% 49% False False
10 455.48 439.83 15.65 3.5% 4.78 1.1% 42% False False
20 463.23 439.83 23.40 5.2% 3.84 0.9% 28% False False
40 463.23 439.83 23.40 5.2% 3.75 0.8% 28% False False
60 463.23 438.83 24.40 5.5% 3.88 0.9% 31% False False
80 471.09 435.86 35.23 7.9% 4.19 0.9% 30% False False
100 475.12 435.86 39.26 8.8% 4.16 0.9% 27% 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 0.79
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 458.16
2.618 454.11
1.618 451.63
1.000 450.10
0.618 449.15
HIGH 447.62
0.618 446.67
0.500 446.38
0.382 446.09
LOW 445.14
0.618 443.61
1.000 442.66
1.618 441.13
2.618 438.65
4.250 434.60
Fisher Pivots for day following 05-Jul-1994
Pivot 1 day 3 day
R1 446.38 446.28
PP 446.38 446.19
S1 446.37 446.10

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

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