S&P500 Cash Index


Trading Metrics calculated at close of trading on 14-Jul-1994
Day Change Summary
Previous Current
13-Jul-1994 14-Jul-1994 Change Change % Previous Week
Open 448.03 448.73 0.70 0.2% 446.20
High 450.06 454.30 4.24 0.9% 449.75
Low 447.97 448.73 0.76 0.2% 444.18
Close 448.73 453.41 4.68 1.0% 449.55
Range 2.09 5.57 3.48 166.5% 5.57
ATR 3.71 3.85 0.13 3.6% 0.00
Volume
Daily Pivots for day following 14-Jul-1994
Classic Woodie Camarilla DeMark
R4 468.86 466.70 456.47
R3 463.29 461.13 454.94
R2 457.72 457.72 454.43
R1 455.56 455.56 453.92 456.64
PP 452.15 452.15 452.15 452.69
S1 449.99 449.99 452.90 451.07
S2 446.58 446.58 452.39
S3 441.01 444.42 451.88
S4 435.44 438.85 450.35
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
5 454.30 444.65 9.65 2.1% 3.87 0.9% 91% True False
10 454.30 443.58 10.72 2.4% 3.52 0.8% 92% True False
20 462.14 439.83 22.31 4.9% 4.13 0.9% 61% False False
40 463.23 439.83 23.40 5.2% 3.61 0.8% 58% False False
60 463.23 439.40 23.83 5.3% 3.78 0.8% 59% False False
80 470.47 435.86 34.61 7.6% 4.22 0.9% 51% False False
100 472.41 435.86 36.55 8.1% 4.12 0.9% 48% False False
120 482.85 435.86 46.99 10.4% 4.09 0.9% 37% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.60
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 477.97
2.618 468.88
1.618 463.31
1.000 459.87
0.618 457.74
HIGH 454.30
0.618 452.17
0.500 451.52
0.382 450.86
LOW 448.73
0.618 445.29
1.000 443.16
1.618 439.72
2.618 434.15
4.250 425.06
Fisher Pivots for day following 14-Jul-1994
Pivot 1 day 3 day
R1 452.78 452.10
PP 452.15 450.79
S1 451.52 449.48

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

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