S&P500 Cash Index


Trading Metrics calculated at close of trading on 29-Jul-1994
Day Change Summary
Previous Current
28-Jul-1994 29-Jul-1994 Change Change % Previous Week
Open 452.57 454.25 1.68 0.4% 453.10
High 454.93 459.33 4.40 1.0% 459.33
Low 452.30 454.25 1.95 0.4% 451.36
Close 454.24 458.26 4.02 0.9% 458.26
Range 2.63 5.08 2.45 93.2% 7.97
ATR 2.91 3.06 0.16 5.4% 0.00
Volume
Daily Pivots for day following 29-Jul-1994
Classic Woodie Camarilla DeMark
R4 472.52 470.47 461.05
R3 467.44 465.39 459.66
R2 462.36 462.36 459.19
R1 460.31 460.31 458.73 461.34
PP 457.28 457.28 457.28 457.79
S1 455.23 455.23 457.79 456.26
S2 452.20 452.20 457.33
S3 447.12 450.15 456.86
S4 442.04 445.07 455.47
Weekly Pivots for week ending 29-Jul-1994
Classic Woodie Camarilla DeMark
R4 480.23 477.21 462.64
R3 472.26 469.24 460.45
R2 464.29 464.29 459.72
R1 461.27 461.27 458.99 462.78
PP 456.32 456.32 456.32 457.07
S1 453.30 453.30 457.53 454.81
S2 448.35 448.35 456.80
S3 440.38 445.33 456.07
S4 432.41 437.36 453.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 459.33 451.36 7.97 1.7% 2.55 0.6% 87% True False
10 459.33 450.69 8.64 1.9% 2.40 0.5% 88% True False
20 459.33 443.58 15.75 3.4% 2.79 0.6% 93% True False
40 463.23 439.83 23.40 5.1% 3.37 0.7% 79% False False
60 463.23 439.83 23.40 5.1% 3.47 0.8% 79% False False
80 463.23 438.83 24.40 5.3% 3.67 0.8% 80% False False
100 471.09 435.86 35.23 7.7% 3.94 0.9% 64% False False
120 475.12 435.86 39.26 8.6% 3.93 0.9% 57% 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 0.30
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 480.92
2.618 472.63
1.618 467.55
1.000 464.41
0.618 462.47
HIGH 459.33
0.618 457.39
0.500 456.79
0.382 456.19
LOW 454.25
0.618 451.11
1.000 449.17
1.618 446.03
2.618 440.95
4.250 432.66
Fisher Pivots for day following 29-Jul-1994
Pivot 1 day 3 day
R1 457.77 457.29
PP 457.28 456.32
S1 456.79 455.35

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

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