S&P500 Cash Index


Trading Metrics calculated at close of trading on 13-Jul-1994
Day Change Summary
Previous Current
12-Jul-1994 13-Jul-1994 Change Change % Previous Week
Open 448.02 448.03 0.01 0.0% 446.20
High 448.16 450.06 1.90 0.4% 449.75
Low 444.65 447.97 3.32 0.7% 444.18
Close 447.95 448.73 0.78 0.2% 449.55
Range 3.51 2.09 -1.42 -40.5% 5.57
ATR 3.84 3.71 -0.12 -3.2% 0.00
Volume
Daily Pivots for day following 13-Jul-1994
Classic Woodie Camarilla DeMark
R4 455.19 454.05 449.88
R3 453.10 451.96 449.30
R2 451.01 451.01 449.11
R1 449.87 449.87 448.92 450.44
PP 448.92 448.92 448.92 449.21
S1 447.78 447.78 448.54 448.35
S2 446.83 446.83 448.35
S3 444.74 445.69 448.16
S4 442.65 443.60 447.58
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
5 450.23 444.65 5.58 1.2% 3.25 0.7% 73% False False
10 450.23 443.58 6.65 1.5% 3.35 0.7% 77% False False
20 463.23 439.83 23.40 5.2% 4.01 0.9% 38% False False
40 463.23 439.83 23.40 5.2% 3.61 0.8% 38% False False
60 463.23 438.83 24.40 5.4% 3.78 0.8% 41% False False
80 471.06 435.86 35.20 7.8% 4.20 0.9% 37% False False
100 472.41 435.86 36.55 8.1% 4.12 0.9% 35% False False
120 482.85 435.86 46.99 10.5% 4.06 0.9% 27% 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 0.60
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 458.94
2.618 455.53
1.618 453.44
1.000 452.15
0.618 451.35
HIGH 450.06
0.618 449.26
0.500 449.02
0.382 448.77
LOW 447.97
0.618 446.68
1.000 445.88
1.618 444.59
2.618 442.50
4.250 439.09
Fisher Pivots for day following 13-Jul-1994
Pivot 1 day 3 day
R1 449.02 448.30
PP 448.92 447.87
S1 448.83 447.44

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

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