S&P500 Cash Index


Trading Metrics calculated at close of trading on 20-Sep-1994
Day Change Summary
Previous Current
19-Sep-1994 20-Sep-1994 Change Change % Previous Week
Open 471.21 470.83 -0.38 -0.1% 468.18
High 473.15 470.83 -2.32 -0.5% 474.81
Low 470.68 463.36 -7.32 -1.6% 466.15
Close 470.85 463.36 -7.49 -1.6% 471.19
Range 2.47 7.47 5.00 202.4% 8.66
ATR 3.40 3.69 0.29 8.6% 0.00
Volume
Daily Pivots for day following 20-Sep-1994
Classic Woodie Camarilla DeMark
R4 488.26 483.28 467.47
R3 480.79 475.81 465.41
R2 473.32 473.32 464.73
R1 468.34 468.34 464.04 467.10
PP 465.85 465.85 465.85 465.23
S1 460.87 460.87 462.68 459.63
S2 458.38 458.38 461.99
S3 450.91 453.40 461.31
S4 443.44 445.93 459.25
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
5 474.81 463.36 11.45 2.5% 4.55 1.0% 0% False True
10 474.81 463.36 11.45 2.5% 3.88 0.8% 0% False True
20 477.59 462.49 15.10 3.3% 3.81 0.8% 6% False False
40 477.59 451.36 26.23 5.7% 3.26 0.7% 46% False False
60 477.59 439.83 37.76 8.1% 3.28 0.7% 62% False False
80 477.59 439.83 37.76 8.1% 3.31 0.7% 62% False False
100 477.59 439.83 37.76 8.1% 3.42 0.7% 62% False False
120 477.59 435.86 41.73 9.0% 3.72 0.8% 66% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Widest range in 59 trading days
Fibonacci Retracements and Extensions
4.250 502.58
2.618 490.39
1.618 482.92
1.000 478.30
0.618 475.45
HIGH 470.83
0.618 467.98
0.500 467.10
0.382 466.21
LOW 463.36
0.618 458.74
1.000 455.89
1.618 451.27
2.618 443.80
4.250 431.61
Fisher Pivots for day following 20-Sep-1994
Pivot 1 day 3 day
R1 467.10 469.09
PP 465.85 467.18
S1 464.61 465.27

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

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