S&P500 Cash Index


Trading Metrics calculated at close of trading on 28-Sep-1994
Day Change Summary
Previous Current
27-Sep-1994 28-Sep-1994 Change Change % Previous Week
Open 460.82 462.10 1.28 0.3% 471.21
High 462.75 465.55 2.80 0.6% 473.15
Low 459.83 462.10 2.27 0.5% 458.47
Close 462.05 464.81 2.76 0.6% 459.67
Range 2.92 3.45 0.53 18.2% 14.68
ATR 3.48 3.48 0.00 0.0% 0.00
Volume
Daily Pivots for day following 28-Sep-1994
Classic Woodie Camarilla DeMark
R4 474.50 473.11 466.71
R3 471.05 469.66 465.76
R2 467.60 467.60 465.44
R1 466.21 466.21 465.13 466.91
PP 464.15 464.15 464.15 464.50
S1 462.76 462.76 464.49 463.46
S2 460.70 460.70 464.18
S3 457.25 459.31 463.86
S4 453.80 455.86 462.91
Weekly Pivots for week ending 23-Sep-1994
Classic Woodie Camarilla DeMark
R4 507.80 498.42 467.74
R3 493.12 483.74 463.71
R2 478.44 478.44 462.36
R1 469.06 469.06 461.02 466.41
PP 463.76 463.76 463.76 462.44
S1 454.38 454.38 458.32 451.73
S2 449.08 449.08 456.98
S3 434.40 439.70 455.63
S4 419.72 425.02 451.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 465.55 459.01 6.54 1.4% 2.66 0.6% 89% True False
10 474.81 458.47 16.34 3.5% 3.96 0.9% 39% False False
20 477.59 458.47 19.12 4.1% 3.56 0.8% 33% False False
40 477.59 456.08 21.51 4.6% 3.30 0.7% 41% False False
60 477.59 444.18 33.41 7.2% 3.14 0.7% 62% False False
80 477.59 439.83 37.76 8.1% 3.31 0.7% 66% False False
100 477.59 439.83 37.76 8.1% 3.38 0.7% 66% False False
120 477.59 438.83 38.76 8.3% 3.51 0.8% 67% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 480.21
2.618 474.58
1.618 471.13
1.000 469.00
0.618 467.68
HIGH 465.55
0.618 464.23
0.500 463.83
0.382 463.42
LOW 462.10
0.618 459.97
1.000 458.65
1.618 456.52
2.618 453.07
4.250 447.44
Fisher Pivots for day following 28-Sep-1994
Pivot 1 day 3 day
R1 464.48 464.02
PP 464.15 463.22
S1 463.83 462.43

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

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