S&P500 Cash Index


Trading Metrics calculated at close of trading on 08-Jul-1994
Day Change Summary
Previous Current
07-Jul-1994 08-Jul-1994 Change Change % Previous Week
Open 446.15 448.38 2.23 0.5% 446.20
High 448.64 449.75 1.11 0.2% 449.75
Low 446.15 446.53 0.38 0.1% 444.18
Close 448.38 449.55 1.17 0.3% 449.55
Range 2.49 3.22 0.73 29.3% 5.57
ATR 3.82 3.78 -0.04 -1.1% 0.00
Volume
Daily Pivots for day following 08-Jul-1994
Classic Woodie Camarilla DeMark
R4 458.27 457.13 451.32
R3 455.05 453.91 450.44
R2 451.83 451.83 450.14
R1 450.69 450.69 449.85 451.26
PP 448.61 448.61 448.61 448.90
S1 447.47 447.47 449.25 448.04
S2 445.39 445.39 448.96
S3 442.17 444.25 448.66
S4 438.95 441.03 447.78
Weekly Pivots for week ending 08-Jul-1994
Classic Woodie Camarilla DeMark
R4 464.54 462.61 452.61
R3 458.97 457.04 451.08
R2 453.40 453.40 450.57
R1 451.47 451.47 450.06 452.44
PP 447.83 447.83 447.83 448.31
S1 445.90 445.90 449.04 446.87
S2 442.26 442.26 448.53
S3 436.69 440.33 448.02
S4 431.12 434.76 446.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 449.75 443.58 6.17 1.4% 2.83 0.6% 97% True False
10 449.83 439.83 10.00 2.2% 4.33 1.0% 97% False False
20 463.23 439.83 23.40 5.2% 3.87 0.9% 42% False False
40 463.23 439.83 23.40 5.2% 3.58 0.8% 42% False False
60 463.23 438.83 24.40 5.4% 3.81 0.8% 44% False False
80 471.09 435.86 35.23 7.8% 4.19 0.9% 39% False False
100 475.12 435.86 39.26 8.7% 4.13 0.9% 35% False False
120 482.85 435.86 46.99 10.5% 4.02 0.9% 29% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.92
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 463.44
2.618 458.18
1.618 454.96
1.000 452.97
0.618 451.74
HIGH 449.75
0.618 448.52
0.500 448.14
0.382 447.76
LOW 446.53
0.618 444.54
1.000 443.31
1.618 441.32
2.618 438.10
4.250 432.85
Fisher Pivots for day following 08-Jul-1994
Pivot 1 day 3 day
R1 449.08 448.69
PP 448.61 447.83
S1 448.14 446.97

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

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