S&P500 Cash Index


Trading Metrics calculated at close of trading on 11-Aug-1994
Day Change Summary
Previous Current
10-Aug-1994 11-Aug-1994 Change Change % Previous Week
Open 457.98 460.31 2.33 0.5% 458.28
High 460.48 461.41 0.93 0.2% 462.77
Low 457.98 456.88 -1.10 -0.2% 456.08
Close 460.30 458.88 -1.42 -0.3% 457.09
Range 2.50 4.53 2.03 81.2% 6.69
ATR 2.71 2.84 0.13 4.8% 0.00
Volume
Daily Pivots for day following 11-Aug-1994
Classic Woodie Camarilla DeMark
R4 472.65 470.29 461.37
R3 468.12 465.76 460.13
R2 463.59 463.59 459.71
R1 461.23 461.23 459.30 460.15
PP 459.06 459.06 459.06 458.51
S1 456.70 456.70 458.46 455.62
S2 454.53 454.53 458.05
S3 450.00 452.17 457.63
S4 445.47 447.64 456.39
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
5 461.41 456.08 5.33 1.2% 2.42 0.5% 53% True False
10 462.77 454.25 8.52 1.9% 2.82 0.6% 54% False False
20 462.77 450.69 12.08 2.6% 2.43 0.5% 68% False False
40 462.77 439.83 22.94 5.0% 3.28 0.7% 83% False False
60 463.23 439.83 23.40 5.1% 3.22 0.7% 81% False False
80 463.23 439.40 23.83 5.2% 3.44 0.7% 82% False False
100 470.47 435.86 34.61 7.5% 3.86 0.8% 67% False False
120 472.41 435.86 36.55 8.0% 3.84 0.8% 63% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 480.66
2.618 473.27
1.618 468.74
1.000 465.94
0.618 464.21
HIGH 461.41
0.618 459.68
0.500 459.15
0.382 458.61
LOW 456.88
0.618 454.08
1.000 452.35
1.618 449.55
2.618 445.02
4.250 437.63
Fisher Pivots for day following 11-Aug-1994
Pivot 1 day 3 day
R1 459.15 459.04
PP 459.06 458.98
S1 458.97 458.93

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

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