S&P500 Cash Index


Trading Metrics calculated at close of trading on 13-Sep-1994
Day Change Summary
Previous Current
12-Sep-1994 13-Sep-1994 Change Change % Previous Week
Open 468.18 466.27 -1.91 -0.4% 471.00
High 468.42 468.76 0.34 0.1% 473.40
Low 466.15 466.27 0.12 0.0% 466.55
Close 466.21 467.52 1.31 0.3% 468.18
Range 2.27 2.49 0.22 9.7% 6.85
ATR 3.31 3.26 -0.05 -1.6% 0.00
Volume
Daily Pivots for day following 13-Sep-1994
Classic Woodie Camarilla DeMark
R4 474.99 473.74 468.89
R3 472.50 471.25 468.20
R2 470.01 470.01 467.98
R1 468.76 468.76 467.75 469.39
PP 467.52 467.52 467.52 467.83
S1 466.27 466.27 467.29 466.90
S2 465.03 465.03 467.06
S3 462.54 463.78 466.84
S4 460.05 461.29 466.15
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% 3.22 0.7% 19% False False
10 477.59 466.15 11.44 2.4% 3.26 0.7% 12% False False
20 477.59 459.89 17.70 3.8% 3.38 0.7% 43% False False
40 477.59 450.69 26.90 5.8% 2.95 0.6% 63% False False
60 477.59 439.83 37.76 8.1% 3.31 0.7% 73% False False
80 477.59 439.83 37.76 8.1% 3.21 0.7% 73% False False
100 477.59 439.83 37.76 8.1% 3.36 0.7% 73% False False
120 477.59 435.86 41.73 8.9% 3.79 0.8% 76% False 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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.61
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 479.34
2.618 475.28
1.618 472.79
1.000 471.25
0.618 470.30
HIGH 468.76
0.618 467.81
0.500 467.52
0.382 467.22
LOW 466.27
0.618 464.73
1.000 463.78
1.618 462.24
2.618 459.75
4.250 455.69
Fisher Pivots for day following 13-Sep-1994
Pivot 1 day 3 day
R1 467.52 469.64
PP 467.52 468.93
S1 467.52 468.23

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

View Archives - Comment on this page... - Back to Index of Symbols