S&P500 Cash Index


Trading Metrics calculated at close of trading on 03-Aug-1994
Day Change Summary
Previous Current
02-Aug-1994 03-Aug-1994 Change Change % Previous Week
Open 461.01 460.65 -0.36 -0.1% 453.10
High 462.77 461.46 -1.31 -0.3% 459.33
Low 459.70 459.51 -0.19 0.0% 451.36
Close 460.56 461.46 0.90 0.2% 458.26
Range 3.07 1.95 -1.12 -36.5% 7.97
ATR 3.05 2.98 -0.08 -2.6% 0.00
Volume
Daily Pivots for day following 03-Aug-1994
Classic Woodie Camarilla DeMark
R4 466.66 466.01 462.53
R3 464.71 464.06 462.00
R2 462.76 462.76 461.82
R1 462.11 462.11 461.64 462.44
PP 460.81 460.81 460.81 460.97
S1 460.16 460.16 461.28 460.49
S2 458.86 458.86 461.10
S3 456.91 458.21 460.92
S4 454.96 456.26 460.39
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
5 462.77 452.30 10.47 2.3% 3.13 0.7% 87% False False
10 462.77 451.00 11.77 2.6% 2.46 0.5% 89% False False
20 462.77 444.65 18.12 3.9% 2.77 0.6% 93% False False
40 463.23 439.83 23.40 5.1% 3.34 0.7% 92% False False
60 463.23 439.83 23.40 5.1% 3.37 0.7% 92% False False
80 463.23 438.83 24.40 5.3% 3.60 0.8% 93% False False
100 471.09 435.86 35.23 7.6% 3.89 0.8% 73% False False
120 475.12 435.86 39.26 8.5% 3.92 0.8% 65% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.38
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 469.75
2.618 466.57
1.618 464.62
1.000 463.41
0.618 462.67
HIGH 461.46
0.618 460.72
0.500 460.49
0.382 460.25
LOW 459.51
0.618 458.30
1.000 457.56
1.618 456.35
2.618 454.40
4.250 451.22
Fisher Pivots for day following 03-Aug-1994
Pivot 1 day 3 day
R1 461.14 461.12
PP 460.81 460.77
S1 460.49 460.43

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

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