S&P500 Cash Index


Trading Metrics calculated at close of trading on 27-Jul-1994
Day Change Summary
Previous Current
26-Jul-1994 27-Jul-1994 Change Change % Previous Week
Open 454.25 453.36 -0.89 -0.2% 454.41
High 454.25 453.38 -0.87 -0.2% 455.71
Low 452.78 451.36 -1.42 -0.3% 450.69
Close 453.36 452.57 -0.79 -0.2% 453.11
Range 1.47 2.02 0.55 37.4% 5.02
ATR 3.00 2.93 -0.07 -2.3% 0.00
Volume
Daily Pivots for day following 27-Jul-1994
Classic Woodie Camarilla DeMark
R4 458.50 457.55 453.68
R3 456.48 455.53 453.13
R2 454.46 454.46 452.94
R1 453.51 453.51 452.76 452.98
PP 452.44 452.44 452.44 452.17
S1 451.49 451.49 452.38 450.96
S2 450.42 450.42 452.20
S3 448.40 449.47 452.01
S4 446.38 447.45 451.46
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
5 454.32 451.00 3.32 0.7% 1.79 0.4% 47% False False
10 455.71 448.73 6.98 1.5% 2.34 0.5% 55% False False
20 455.71 443.58 12.13 2.7% 2.84 0.6% 74% False False
40 463.23 439.83 23.40 5.2% 3.32 0.7% 54% False False
60 463.23 439.83 23.40 5.2% 3.45 0.8% 54% False False
80 463.23 438.83 24.40 5.4% 3.74 0.8% 56% False False
100 471.09 435.86 35.23 7.8% 3.93 0.9% 47% False False
120 481.02 435.86 45.16 10.0% 4.00 0.9% 37% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 461.97
2.618 458.67
1.618 456.65
1.000 455.40
0.618 454.63
HIGH 453.38
0.618 452.61
0.500 452.37
0.382 452.13
LOW 451.36
0.618 450.11
1.000 449.34
1.618 448.09
2.618 446.07
4.250 442.78
Fisher Pivots for day following 27-Jul-1994
Pivot 1 day 3 day
R1 452.50 452.84
PP 452.44 452.75
S1 452.37 452.66

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

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