S&P500 Cash Index


Trading Metrics calculated at close of trading on 12-Sep-1994
Day Change Summary
Previous Current
09-Sep-1994 12-Sep-1994 Change Change % Previous Week
Open 473.13 468.18 -4.95 -1.0% 471.00
High 473.13 468.42 -4.71 -1.0% 473.40
Low 466.55 466.15 -0.40 -0.1% 466.55
Close 468.18 466.21 -1.97 -0.4% 468.18
Range 6.58 2.27 -4.31 -65.5% 6.85
ATR 3.39 3.31 -0.08 -2.4% 0.00
Volume
Daily Pivots for day following 12-Sep-1994
Classic Woodie Camarilla DeMark
R4 473.74 472.24 467.46
R3 471.47 469.97 466.83
R2 469.20 469.20 466.63
R1 467.70 467.70 466.42 467.32
PP 466.93 466.93 466.93 466.73
S1 465.43 465.43 466.00 465.05
S2 464.66 464.66 465.79
S3 462.39 463.16 465.59
S4 460.12 460.89 464.96
Weekly Pivots for week ending 09-Sep-1994
Classic Woodie Camarilla DeMark
R4 489.93 485.90 471.95
R3 483.08 479.05 470.06
R2 476.23 476.23 469.44
R1 472.20 472.20 468.81 470.79
PP 469.38 469.38 469.38 468.67
S1 465.35 465.35 467.55 463.94
S2 462.53 462.53 466.92
S3 455.68 458.50 466.30
S4 448.83 451.65 464.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 473.40 466.15 7.25 1.6% 3.18 0.7% 1% False True
10 477.59 466.15 11.44 2.5% 3.33 0.7% 1% False True
20 477.59 459.89 17.70 3.8% 3.36 0.7% 36% False False
40 477.59 450.69 26.90 5.8% 2.95 0.6% 58% False False
60 477.59 439.83 37.76 8.1% 3.33 0.7% 70% False False
80 477.59 439.83 37.76 8.1% 3.23 0.7% 70% False False
100 477.59 439.83 37.76 8.1% 3.40 0.7% 70% False False
120 477.59 435.86 41.73 9.0% 3.79 0.8% 73% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.61
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 478.07
2.618 474.36
1.618 472.09
1.000 470.69
0.618 469.82
HIGH 468.42
0.618 467.55
0.500 467.29
0.382 467.02
LOW 466.15
0.618 464.75
1.000 463.88
1.618 462.48
2.618 460.21
4.250 456.50
Fisher Pivots for day following 12-Sep-1994
Pivot 1 day 3 day
R1 467.29 469.78
PP 466.93 468.59
S1 466.57 467.40

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

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