S&P500 Cash Index


Trading Metrics calculated at close of trading on 12-Jul-1994
Day Change Summary
Previous Current
11-Jul-1994 12-Jul-1994 Change Change % Previous Week
Open 449.56 448.02 -1.54 -0.3% 446.20
High 450.23 448.16 -2.07 -0.5% 449.75
Low 445.27 444.65 -0.62 -0.1% 444.18
Close 448.06 447.95 -0.11 0.0% 449.55
Range 4.96 3.51 -1.45 -29.2% 5.57
ATR 3.86 3.84 -0.03 -0.6% 0.00
Volume
Daily Pivots for day following 12-Jul-1994
Classic Woodie Camarilla DeMark
R4 457.45 456.21 449.88
R3 453.94 452.70 448.92
R2 450.43 450.43 448.59
R1 449.19 449.19 448.27 448.06
PP 446.92 446.92 446.92 446.35
S1 445.68 445.68 447.63 444.55
S2 443.41 443.41 447.31
S3 439.90 442.17 446.98
S4 436.39 438.66 446.02
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
5 450.23 444.18 6.05 1.4% 3.46 0.8% 62% False False
10 450.23 443.08 7.15 1.6% 3.68 0.8% 68% False False
20 463.23 439.83 23.40 5.2% 4.08 0.9% 35% False False
40 463.23 439.83 23.40 5.2% 3.62 0.8% 35% False False
60 463.23 438.83 24.40 5.4% 3.86 0.9% 37% False False
80 471.09 435.86 35.23 7.9% 4.21 0.9% 34% False False
100 475.12 435.86 39.26 8.8% 4.16 0.9% 31% False False
120 482.85 435.86 46.99 10.5% 4.05 0.9% 26% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.70
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 463.08
2.618 457.35
1.618 453.84
1.000 451.67
0.618 450.33
HIGH 448.16
0.618 446.82
0.500 446.41
0.382 445.99
LOW 444.65
0.618 442.48
1.000 441.14
1.618 438.97
2.618 435.46
4.250 429.73
Fisher Pivots for day following 12-Jul-1994
Pivot 1 day 3 day
R1 447.44 447.78
PP 446.92 447.61
S1 446.41 447.44

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

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