S&P500 Cash Index


Trading Metrics calculated at close of trading on 01-Sep-1994
Day Change Summary
Previous Current
31-Aug-1994 01-Sep-1994 Change Change % Previous Week
Open 476.07 475.49 -0.58 -0.1% 463.61
High 477.59 475.49 -2.10 -0.4% 474.65
Low 474.43 471.74 -2.69 -0.6% 461.46
Close 475.50 473.17 -2.33 -0.5% 473.80
Range 3.16 3.75 0.59 18.7% 13.19
ATR 3.24 3.27 0.04 1.2% 0.00
Volume
Daily Pivots for day following 01-Sep-1994
Classic Woodie Camarilla DeMark
R4 484.72 482.69 475.23
R3 480.97 478.94 474.20
R2 477.22 477.22 473.86
R1 475.19 475.19 473.51 474.33
PP 473.47 473.47 473.47 473.04
S1 471.44 471.44 472.83 470.58
S2 469.72 469.72 472.48
S3 465.97 467.69 472.14
S4 462.22 463.94 471.11
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
5 477.59 468.08 9.51 2.0% 3.96 0.8% 54% False False
10 477.59 461.46 16.13 3.4% 3.56 0.8% 73% False False
20 477.59 456.08 21.51 4.5% 3.13 0.7% 79% False False
40 477.59 444.65 32.94 7.0% 2.97 0.6% 87% False False
60 477.59 439.83 37.76 8.0% 3.25 0.7% 88% False False
80 477.59 439.83 37.76 8.0% 3.30 0.7% 88% False False
100 477.59 438.83 38.76 8.2% 3.50 0.7% 89% False False
120 477.59 435.86 41.73 8.8% 3.78 0.8% 89% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 491.43
2.618 485.31
1.618 481.56
1.000 479.24
0.618 477.81
HIGH 475.49
0.618 474.06
0.500 473.62
0.382 473.17
LOW 471.74
0.618 469.42
1.000 467.99
1.618 465.67
2.618 461.92
4.250 455.80
Fisher Pivots for day following 01-Sep-1994
Pivot 1 day 3 day
R1 473.62 474.67
PP 473.47 474.17
S1 473.32 473.67

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

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