S&P500 Cash Index


Trading Metrics calculated at close of trading on 09-Aug-1994
Day Change Summary
Previous Current
08-Aug-1994 09-Aug-1994 Change Change % Previous Week
Open 457.08 457.89 0.81 0.2% 458.28
High 458.30 458.16 -0.14 0.0% 462.77
Low 457.01 456.66 -0.35 -0.1% 456.08
Close 457.89 457.92 0.03 0.0% 457.09
Range 1.29 1.50 0.21 16.3% 6.69
ATR 2.82 2.72 -0.09 -3.3% 0.00
Volume
Daily Pivots for day following 09-Aug-1994
Classic Woodie Camarilla DeMark
R4 462.08 461.50 458.75
R3 460.58 460.00 458.33
R2 459.08 459.08 458.20
R1 458.50 458.50 458.06 458.79
PP 457.58 457.58 457.58 457.73
S1 457.00 457.00 457.78 457.29
S2 456.08 456.08 457.65
S3 454.58 455.50 457.51
S4 453.08 454.00 457.10
Weekly Pivots for week ending 05-Aug-1994
Classic Woodie Camarilla DeMark
R4 478.72 474.59 460.77
R3 472.03 467.90 458.93
R2 465.34 465.34 458.32
R1 461.21 461.21 457.70 459.93
PP 458.65 458.65 458.65 458.01
S1 454.52 454.52 456.48 453.24
S2 451.96 451.96 455.86
S3 445.27 447.83 455.25
S4 438.58 441.14 453.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 461.49 456.08 5.41 1.2% 2.02 0.4% 34% False False
10 462.77 451.36 11.41 2.5% 2.58 0.6% 57% False False
20 462.77 447.97 14.80 3.2% 2.47 0.5% 67% False False
40 463.23 439.83 23.40 5.1% 3.27 0.7% 77% False False
60 463.23 439.83 23.40 5.1% 3.23 0.7% 77% False False
80 463.23 438.83 24.40 5.3% 3.51 0.8% 78% False False
100 471.09 435.86 35.23 7.7% 3.86 0.8% 63% False False
120 475.12 435.86 39.26 8.6% 3.88 0.8% 56% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 464.54
2.618 462.09
1.618 460.59
1.000 459.66
0.618 459.09
HIGH 458.16
0.618 457.59
0.500 457.41
0.382 457.23
LOW 456.66
0.618 455.73
1.000 455.16
1.618 454.23
2.618 452.73
4.250 450.29
Fisher Pivots for day following 09-Aug-1994
Pivot 1 day 3 day
R1 457.75 457.68
PP 457.58 457.45
S1 457.41 457.21

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

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