S&P500 Cash Index


Trading Metrics calculated at close of trading on 04-Aug-1994
Day Change Summary
Previous Current
03-Aug-1994 04-Aug-1994 Change Change % Previous Week
Open 460.65 461.45 0.80 0.2% 453.10
High 461.46 461.49 0.03 0.0% 459.33
Low 459.51 458.40 -1.11 -0.2% 451.36
Close 461.46 458.40 -3.06 -0.7% 458.26
Range 1.95 3.09 1.14 58.5% 7.97
ATR 2.98 2.98 0.01 0.3% 0.00
Volume
Daily Pivots for day following 04-Aug-1994
Classic Woodie Camarilla DeMark
R4 468.70 466.64 460.10
R3 465.61 463.55 459.25
R2 462.52 462.52 458.97
R1 460.46 460.46 458.68 459.95
PP 459.43 459.43 459.43 459.17
S1 457.37 457.37 458.12 456.86
S2 456.34 456.34 457.83
S3 453.25 454.28 457.55
S4 450.16 451.19 456.70
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
5 462.77 454.25 8.52 1.9% 3.22 0.7% 49% False False
10 462.77 451.36 11.41 2.5% 2.55 0.6% 62% False False
20 462.77 444.65 18.12 4.0% 2.80 0.6% 76% False False
40 463.23 439.83 23.40 5.1% 3.30 0.7% 79% False False
60 463.23 439.83 23.40 5.1% 3.35 0.7% 79% False False
80 463.23 438.83 24.40 5.3% 3.59 0.8% 80% False False
100 471.09 435.86 35.23 7.7% 3.91 0.9% 64% False False
120 475.12 435.86 39.26 8.6% 3.91 0.9% 57% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 474.62
2.618 469.58
1.618 466.49
1.000 464.58
0.618 463.40
HIGH 461.49
0.618 460.31
0.500 459.95
0.382 459.58
LOW 458.40
0.618 456.49
1.000 455.31
1.618 453.40
2.618 450.31
4.250 445.27
Fisher Pivots for day following 04-Aug-1994
Pivot 1 day 3 day
R1 459.95 460.59
PP 459.43 459.86
S1 458.92 459.13

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

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