S&P500 Cash Index


Trading Metrics calculated at close of trading on 26-Jul-1994
Day Change Summary
Previous Current
25-Jul-1994 26-Jul-1994 Change Change % Previous Week
Open 453.10 454.25 1.15 0.3% 454.41
High 454.32 454.25 -0.07 0.0% 455.71
Low 452.76 452.78 0.02 0.0% 450.69
Close 454.25 453.36 -0.89 -0.2% 453.11
Range 1.56 1.47 -0.09 -5.8% 5.02
ATR 3.12 3.00 -0.12 -3.8% 0.00
Volume
Daily Pivots for day following 26-Jul-1994
Classic Woodie Camarilla DeMark
R4 457.87 457.09 454.17
R3 456.40 455.62 453.76
R2 454.93 454.93 453.63
R1 454.15 454.15 453.49 453.81
PP 453.46 453.46 453.46 453.29
S1 452.68 452.68 453.23 452.34
S2 451.99 451.99 453.09
S3 450.52 451.21 452.96
S4 449.05 449.74 452.55
Weekly Pivots for week ending 22-Jul-1994
Classic Woodie Camarilla DeMark
R4 468.23 465.69 455.87
R3 463.21 460.67 454.49
R2 458.19 458.19 454.03
R1 455.65 455.65 453.57 454.41
PP 453.17 453.17 453.17 452.55
S1 450.63 450.63 452.65 449.39
S2 448.15 448.15 452.19
S3 443.13 445.61 451.73
S4 438.11 440.59 450.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 454.32 450.69 3.63 0.8% 2.08 0.5% 74% False False
10 455.71 447.97 7.74 1.7% 2.35 0.5% 70% False False
20 455.71 443.08 12.63 2.8% 3.01 0.7% 81% False False
40 463.23 439.83 23.40 5.2% 3.33 0.7% 58% False False
60 463.23 439.83 23.40 5.2% 3.50 0.8% 58% False False
80 463.23 435.86 27.37 6.0% 3.84 0.8% 64% False False
100 471.09 435.86 35.23 7.8% 3.95 0.9% 50% False False
120 481.96 435.86 46.10 10.2% 4.01 0.9% 38% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.34
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 460.50
2.618 458.10
1.618 456.63
1.000 455.72
0.618 455.16
HIGH 454.25
0.618 453.69
0.500 453.52
0.382 453.34
LOW 452.78
0.618 451.87
1.000 451.31
1.618 450.40
2.618 448.93
4.250 446.53
Fisher Pivots for day following 26-Jul-1994
Pivot 1 day 3 day
R1 453.52 453.35
PP 453.46 453.34
S1 453.41 453.33

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

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