S&P500 Cash Index


Trading Metrics calculated at close of trading on 12-Aug-1994
Day Change Summary
Previous Current
11-Aug-1994 12-Aug-1994 Change Change % Previous Week
Open 460.31 458.88 -1.43 -0.3% 457.08
High 461.41 462.27 0.86 0.2% 462.27
Low 456.88 458.88 2.00 0.4% 456.66
Close 458.88 461.95 3.07 0.7% 461.95
Range 4.53 3.39 -1.14 -25.2% 5.61
ATR 2.84 2.88 0.04 1.4% 0.00
Volume
Daily Pivots for day following 12-Aug-1994
Classic Woodie Camarilla DeMark
R4 471.20 469.97 463.81
R3 467.81 466.58 462.88
R2 464.42 464.42 462.57
R1 463.19 463.19 462.26 463.81
PP 461.03 461.03 461.03 461.34
S1 459.80 459.80 461.64 460.42
S2 457.64 457.64 461.33
S3 454.25 456.41 461.02
S4 450.86 453.02 460.09
Weekly Pivots for week ending 12-Aug-1994
Classic Woodie Camarilla DeMark
R4 477.12 475.15 465.04
R3 471.51 469.54 463.49
R2 465.90 465.90 462.98
R1 463.93 463.93 462.46 464.92
PP 460.29 460.29 460.29 460.79
S1 458.32 458.32 461.44 459.31
S2 454.68 454.68 460.92
S3 449.07 452.71 460.41
S4 443.46 447.10 458.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 462.27 456.66 5.61 1.2% 2.64 0.6% 94% True False
10 462.77 456.08 6.69 1.4% 2.65 0.6% 88% False False
20 462.77 450.69 12.08 2.6% 2.53 0.5% 93% False False
40 462.77 439.83 22.94 5.0% 3.31 0.7% 96% False False
60 463.23 439.83 23.40 5.1% 3.18 0.7% 95% False False
80 463.23 439.83 23.40 5.1% 3.41 0.7% 95% False False
100 470.38 435.86 34.52 7.5% 3.87 0.8% 76% False False
120 472.41 435.86 36.55 7.9% 3.84 0.8% 71% 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 0.38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 476.68
2.618 471.15
1.618 467.76
1.000 465.66
0.618 464.37
HIGH 462.27
0.618 460.98
0.500 460.58
0.382 460.17
LOW 458.88
0.618 456.78
1.000 455.49
1.618 453.39
2.618 450.00
4.250 444.47
Fisher Pivots for day following 12-Aug-1994
Pivot 1 day 3 day
R1 461.49 461.16
PP 461.03 460.37
S1 460.58 459.58

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

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