S&P500 Cash Index


Trading Metrics calculated at close of trading on 31-Aug-1994
Day Change Summary
Previous Current
30-Aug-1994 31-Aug-1994 Change Change % Previous Week
Open 474.59 476.07 1.48 0.3% 463.61
High 476.61 477.59 0.98 0.2% 474.65
Low 473.56 474.43 0.87 0.2% 461.46
Close 476.09 475.50 -0.59 -0.1% 473.80
Range 3.05 3.16 0.11 3.6% 13.19
ATR 3.24 3.24 -0.01 -0.2% 0.00
Volume
Daily Pivots for day following 31-Aug-1994
Classic Woodie Camarilla DeMark
R4 485.32 483.57 477.24
R3 482.16 480.41 476.37
R2 479.00 479.00 476.08
R1 477.25 477.25 475.79 476.55
PP 475.84 475.84 475.84 475.49
S1 474.09 474.09 475.21 473.39
S2 472.68 472.68 474.92
S3 469.52 470.93 474.63
S4 466.36 467.77 473.76
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
5 477.59 467.64 9.95 2.1% 3.70 0.8% 79% True False
10 477.59 461.46 16.13 3.4% 3.47 0.7% 87% True False
20 477.59 456.08 21.51 4.5% 3.10 0.7% 90% True False
40 477.59 444.65 32.94 6.9% 2.93 0.6% 94% True False
60 477.59 439.83 37.76 7.9% 3.26 0.7% 94% True False
80 477.59 439.83 37.76 7.9% 3.30 0.7% 94% True False
100 477.59 438.83 38.76 8.2% 3.50 0.7% 95% True False
120 477.59 435.86 41.73 8.8% 3.76 0.8% 95% True 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 0.46
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 491.02
2.618 485.86
1.618 482.70
1.000 480.75
0.618 479.54
HIGH 477.59
0.618 476.38
0.500 476.01
0.382 475.64
LOW 474.43
0.618 472.48
1.000 471.27
1.618 469.32
2.618 466.16
4.250 461.00
Fisher Pivots for day following 31-Aug-1994
Pivot 1 day 3 day
R1 476.01 475.58
PP 475.84 475.55
S1 475.67 475.53

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

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