S&P500 Cash Index


Trading Metrics calculated at close of trading on 26-Aug-1994
Day Change Summary
Previous Current
25-Aug-1994 26-Aug-1994 Change Change % Previous Week
Open 469.07 468.08 -0.99 -0.2% 463.61
High 470.12 474.65 4.53 1.0% 474.65
Low 467.64 468.08 0.44 0.1% 461.46
Close 468.08 473.80 5.72 1.2% 473.80
Range 2.48 6.57 4.09 164.9% 13.19
ATR 3.00 3.25 0.26 8.5% 0.00
Volume
Daily Pivots for day following 26-Aug-1994
Classic Woodie Camarilla DeMark
R4 491.89 489.41 477.41
R3 485.32 482.84 475.61
R2 478.75 478.75 475.00
R1 476.27 476.27 474.40 477.51
PP 472.18 472.18 472.18 472.80
S1 469.70 469.70 473.20 470.94
S2 465.61 465.61 472.60
S3 459.04 463.13 471.99
S4 452.47 456.56 470.19
Weekly Pivots for week ending 26-Aug-1994
Classic Woodie Camarilla DeMark
R4 509.54 504.86 481.05
R3 496.35 491.67 477.43
R2 483.16 483.16 476.22
R1 478.48 478.48 475.01 480.82
PP 469.97 469.97 469.97 471.14
S1 465.29 465.29 472.59 467.63
S2 456.78 456.78 471.38
S3 443.59 452.10 470.17
S4 430.40 438.91 466.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 474.65 461.46 13.19 2.8% 3.97 0.8% 94% True False
10 474.65 459.89 14.76 3.1% 3.40 0.7% 94% True False
20 474.65 456.08 18.57 3.9% 3.02 0.6% 95% True False
40 474.65 443.58 31.07 6.6% 2.91 0.6% 97% True False
60 474.65 439.83 34.82 7.3% 3.26 0.7% 98% True False
80 474.65 439.83 34.82 7.3% 3.36 0.7% 98% True False
100 474.65 438.83 35.82 7.6% 3.54 0.7% 98% True False
120 474.65 435.86 38.79 8.2% 3.79 0.8% 98% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Widest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 502.57
2.618 491.85
1.618 485.28
1.000 481.22
0.618 478.71
HIGH 474.65
0.618 472.14
0.500 471.37
0.382 470.59
LOW 468.08
0.618 464.02
1.000 461.51
1.618 457.45
2.618 450.88
4.250 440.16
Fisher Pivots for day following 26-Aug-1994
Pivot 1 day 3 day
R1 472.99 472.39
PP 472.18 470.99
S1 471.37 469.58

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

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