S&P500 Cash Index


Trading Metrics calculated at close of trading on 07-Sep-1994
Day Change Summary
Previous Current
06-Sep-1994 07-Sep-1994 Change Change % Previous Week
Open 471.00 471.86 0.86 0.2% 473.89
High 471.92 472.41 0.49 0.1% 477.59
Low 469.64 470.20 0.56 0.1% 470.67
Close 471.86 470.99 -0.87 -0.2% 470.99
Range 2.28 2.21 -0.07 -3.1% 6.92
ATR 3.27 3.19 -0.08 -2.3% 0.00
Volume
Daily Pivots for day following 07-Sep-1994
Classic Woodie Camarilla DeMark
R4 477.83 476.62 472.21
R3 475.62 474.41 471.60
R2 473.41 473.41 471.40
R1 472.20 472.20 471.19 471.70
PP 471.20 471.20 471.20 470.95
S1 469.99 469.99 470.79 469.49
S2 468.99 468.99 470.58
S3 466.78 467.78 470.38
S4 464.57 465.57 469.77
Weekly Pivots for week ending 02-Sep-1994
Classic Woodie Camarilla DeMark
R4 493.84 489.34 474.80
R3 486.92 482.42 472.89
R2 480.00 480.00 472.26
R1 475.50 475.50 471.62 474.29
PP 473.08 473.08 473.08 472.48
S1 468.58 468.58 470.36 467.37
S2 466.16 466.16 469.72
S3 459.24 461.66 469.09
S4 452.32 454.74 467.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 477.59 469.64 7.95 1.7% 3.12 0.7% 17% False False
10 477.59 464.51 13.08 2.8% 3.55 0.8% 50% False False
20 477.59 456.88 20.71 4.4% 3.32 0.7% 68% False False
40 477.59 447.97 29.62 6.3% 2.89 0.6% 78% False False
60 477.59 439.83 37.76 8.0% 3.29 0.7% 83% False False
80 477.59 439.83 37.76 8.0% 3.25 0.7% 83% False False
100 477.59 438.83 38.76 8.2% 3.47 0.7% 83% False False
120 477.59 435.86 41.73 8.9% 3.77 0.8% 84% 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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.68
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 481.80
2.618 478.20
1.618 475.99
1.000 474.62
0.618 473.78
HIGH 472.41
0.618 471.57
0.500 471.31
0.382 471.04
LOW 470.20
0.618 468.83
1.000 467.99
1.618 466.62
2.618 464.41
4.250 460.81
Fisher Pivots for day following 07-Sep-1994
Pivot 1 day 3 day
R1 471.31 472.27
PP 471.20 471.84
S1 471.10 471.42

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

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