S&P500 Cash Index


Trading Metrics calculated at close of trading on 22-Sep-1994
Day Change Summary
Previous Current
21-Sep-1994 22-Sep-1994 Change Change % Previous Week
Open 463.42 461.45 -1.97 -0.4% 468.18
High 464.01 463.22 -0.79 -0.2% 474.81
Low 458.47 460.96 2.49 0.5% 466.15
Close 461.46 461.27 -0.19 0.0% 471.19
Range 5.54 2.26 -3.28 -59.2% 8.66
ATR 3.82 3.71 -0.11 -2.9% 0.00
Volume
Daily Pivots for day following 22-Sep-1994
Classic Woodie Camarilla DeMark
R4 468.60 467.19 462.51
R3 466.34 464.93 461.89
R2 464.08 464.08 461.68
R1 462.67 462.67 461.48 462.25
PP 461.82 461.82 461.82 461.60
S1 460.41 460.41 461.06 459.99
S2 459.56 459.56 460.86
S3 457.30 458.15 460.65
S4 455.04 455.89 460.03
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
5 474.81 458.47 16.34 3.5% 4.50 1.0% 17% False False
10 474.81 458.47 16.34 3.5% 4.19 0.9% 17% False False
20 477.59 458.47 19.12 4.1% 3.77 0.8% 15% False False
40 477.59 452.30 25.29 5.5% 3.36 0.7% 35% False False
60 477.59 443.58 34.01 7.4% 3.19 0.7% 52% False False
80 477.59 439.83 37.76 8.2% 3.34 0.7% 57% False False
100 477.59 439.83 37.76 8.2% 3.42 0.7% 57% False False
120 477.59 438.83 38.76 8.4% 3.62 0.8% 58% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 472.83
2.618 469.14
1.618 466.88
1.000 465.48
0.618 464.62
HIGH 463.22
0.618 462.36
0.500 462.09
0.382 461.82
LOW 460.96
0.618 459.56
1.000 458.70
1.618 457.30
2.618 455.04
4.250 451.36
Fisher Pivots for day following 22-Sep-1994
Pivot 1 day 3 day
R1 462.09 464.65
PP 461.82 463.52
S1 461.54 462.40

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

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