S&P500 Cash Index


Trading Metrics calculated at close of trading on 19-Sep-1994
Day Change Summary
Previous Current
16-Sep-1994 19-Sep-1994 Change Change % Previous Week
Open 474.81 471.21 -3.60 -0.8% 468.18
High 474.81 473.15 -1.66 -0.3% 474.81
Low 470.06 470.68 0.62 0.1% 466.15
Close 471.19 470.85 -0.34 -0.1% 471.19
Range 4.75 2.47 -2.28 -48.0% 8.66
ATR 3.47 3.40 -0.07 -2.1% 0.00
Volume
Daily Pivots for day following 19-Sep-1994
Classic Woodie Camarilla DeMark
R4 478.97 477.38 472.21
R3 476.50 474.91 471.53
R2 474.03 474.03 471.30
R1 472.44 472.44 471.08 472.00
PP 471.56 471.56 471.56 471.34
S1 469.97 469.97 470.62 469.53
S2 469.09 469.09 470.40
S3 466.62 467.50 470.17
S4 464.15 465.03 469.49
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
5 474.81 466.27 8.54 1.8% 3.55 0.8% 54% False False
10 474.81 466.15 8.66 1.8% 3.37 0.7% 54% False False
20 477.59 461.46 16.13 3.4% 3.55 0.8% 58% False False
40 477.59 451.36 26.23 5.6% 3.11 0.7% 74% False False
60 477.59 439.83 37.76 8.0% 3.28 0.7% 82% False False
80 477.59 439.83 37.76 8.0% 3.24 0.7% 82% False False
100 477.59 439.83 37.76 8.0% 3.39 0.7% 82% False False
120 477.59 435.86 41.73 8.9% 3.72 0.8% 84% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 483.65
2.618 479.62
1.618 477.15
1.000 475.62
0.618 474.68
HIGH 473.15
0.618 472.21
0.500 471.92
0.382 471.62
LOW 470.68
0.618 469.15
1.000 468.21
1.618 466.68
2.618 464.21
4.250 460.18
Fisher Pivots for day following 19-Sep-1994
Pivot 1 day 3 day
R1 471.92 471.80
PP 471.56 471.48
S1 471.21 471.17

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

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