S&P500 Cash Index


Trading Metrics calculated at close of trading on 17-Aug-1994
Day Change Summary
Previous Current
16-Aug-1994 17-Aug-1994 Change Change % Previous Week
Open 461.22 465.11 3.89 0.8% 457.08
High 465.20 465.91 0.71 0.2% 462.27
Low 459.89 464.57 4.68 1.0% 456.66
Close 465.01 465.17 0.16 0.0% 461.95
Range 5.31 1.34 -3.97 -74.8% 5.61
ATR 3.01 2.89 -0.12 -4.0% 0.00
Volume
Daily Pivots for day following 17-Aug-1994
Classic Woodie Camarilla DeMark
R4 469.24 468.54 465.91
R3 467.90 467.20 465.54
R2 466.56 466.56 465.42
R1 465.86 465.86 465.29 466.21
PP 465.22 465.22 465.22 465.39
S1 464.52 464.52 465.05 464.87
S2 463.88 463.88 464.92
S3 462.54 463.18 464.80
S4 461.20 461.84 464.43
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
5 465.91 456.88 9.03 1.9% 3.34 0.7% 92% True False
10 465.91 456.08 9.83 2.1% 2.73 0.6% 92% True False
20 465.91 451.00 14.91 3.2% 2.60 0.6% 95% True False
40 465.91 439.83 26.08 5.6% 3.19 0.7% 97% True False
60 465.91 439.83 26.08 5.6% 3.17 0.7% 97% True False
80 465.91 439.83 26.08 5.6% 3.33 0.7% 97% True False
100 465.91 435.86 30.05 6.5% 3.83 0.8% 98% True False
120 471.09 435.86 35.23 7.6% 3.81 0.8% 83% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.41
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 471.61
2.618 469.42
1.618 468.08
1.000 467.25
0.618 466.74
HIGH 465.91
0.618 465.40
0.500 465.24
0.382 465.08
LOW 464.57
0.618 463.74
1.000 463.23
1.618 462.40
2.618 461.06
4.250 458.88
Fisher Pivots for day following 17-Aug-1994
Pivot 1 day 3 day
R1 465.24 464.41
PP 465.22 463.66
S1 465.19 462.90

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

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