S&P500 Cash Index


Trading Metrics calculated at close of trading on 16-Sep-1994
Day Change Summary
Previous Current
15-Sep-1994 16-Sep-1994 Change Change % Previous Week
Open 468.80 474.81 6.01 1.3% 468.18
High 474.81 474.81 0.00 0.0% 474.81
Low 468.79 470.06 1.27 0.3% 466.15
Close 474.81 471.19 -3.62 -0.8% 471.19
Range 6.02 4.75 -1.27 -21.1% 8.66
ATR 3.37 3.47 0.10 2.9% 0.00
Volume
Daily Pivots for day following 16-Sep-1994
Classic Woodie Camarilla DeMark
R4 486.27 483.48 473.80
R3 481.52 478.73 472.50
R2 476.77 476.77 472.06
R1 473.98 473.98 471.63 473.00
PP 472.02 472.02 472.02 471.53
S1 469.23 469.23 470.75 468.25
S2 467.27 467.27 470.32
S3 462.52 464.48 469.88
S4 457.77 459.73 468.58
Weekly Pivots for week ending 16-Sep-1994
Classic Woodie Camarilla DeMark
R4 496.70 492.60 475.95
R3 488.04 483.94 473.57
R2 479.38 479.38 472.78
R1 475.28 475.28 471.98 477.33
PP 470.72 470.72 470.72 471.74
S1 466.62 466.62 470.40 468.67
S2 462.06 462.06 469.60
S3 453.40 457.96 468.81
S4 444.74 449.30 466.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 474.81 466.15 8.66 1.8% 3.51 0.7% 58% True False
10 474.89 466.15 8.74 1.9% 3.54 0.8% 58% False False
20 477.59 461.46 16.13 3.4% 3.55 0.8% 60% False False
40 477.59 451.36 26.23 5.6% 3.09 0.7% 76% False False
60 477.59 439.83 37.76 8.0% 3.31 0.7% 83% False False
80 477.59 439.83 37.76 8.0% 3.26 0.7% 83% False False
100 477.59 439.83 37.76 8.0% 3.38 0.7% 83% False False
120 477.59 435.86 41.73 8.9% 3.77 0.8% 85% 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 0.42
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 495.00
2.618 487.25
1.618 482.50
1.000 479.56
0.618 477.75
HIGH 474.81
0.618 473.00
0.500 472.44
0.382 471.87
LOW 470.06
0.618 467.12
1.000 465.31
1.618 462.37
2.618 457.62
4.250 449.87
Fisher Pivots for day following 16-Sep-1994
Pivot 1 day 3 day
R1 472.44 471.07
PP 472.02 470.94
S1 471.61 470.82

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

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