S&P500 Cash Index


Trading Metrics calculated at close of trading on 01-Aug-1994
Day Change Summary
Previous Current
29-Jul-1994 01-Aug-1994 Change Change % Previous Week
Open 454.25 458.28 4.03 0.9% 453.10
High 459.33 461.01 1.68 0.4% 459.33
Low 454.25 458.08 3.83 0.8% 451.36
Close 458.26 461.01 2.75 0.6% 458.26
Range 5.08 2.93 -2.15 -42.3% 7.97
ATR 3.06 3.05 -0.01 -0.3% 0.00
Volume
Daily Pivots for day following 01-Aug-1994
Classic Woodie Camarilla DeMark
R4 468.82 467.85 462.62
R3 465.89 464.92 461.82
R2 462.96 462.96 461.55
R1 461.99 461.99 461.28 462.48
PP 460.03 460.03 460.03 460.28
S1 459.06 459.06 460.74 459.55
S2 457.10 457.10 460.47
S3 454.17 456.13 460.20
S4 451.24 453.20 459.40
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
5 461.01 451.36 9.65 2.1% 2.83 0.6% 100% True False
10 461.01 450.69 10.32 2.2% 2.45 0.5% 100% True False
20 461.01 444.18 16.83 3.7% 2.80 0.6% 100% True False
40 463.23 439.83 23.40 5.1% 3.33 0.7% 91% False False
60 463.23 439.83 23.40 5.1% 3.48 0.8% 91% False False
80 463.23 438.83 24.40 5.3% 3.64 0.8% 91% False False
100 471.09 435.86 35.23 7.6% 3.93 0.9% 71% False False
120 475.12 435.86 39.26 8.5% 3.93 0.9% 64% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.21
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 473.46
2.618 468.68
1.618 465.75
1.000 463.94
0.618 462.82
HIGH 461.01
0.618 459.89
0.500 459.55
0.382 459.20
LOW 458.08
0.618 456.27
1.000 455.15
1.618 453.34
2.618 450.41
4.250 445.63
Fisher Pivots for day following 01-Aug-1994
Pivot 1 day 3 day
R1 460.52 459.56
PP 460.03 458.11
S1 459.55 456.66

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

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