S&P500 Cash Index


Trading Metrics calculated at close of trading on 06-Oct-1994
Day Change Summary
Previous Current
05-Oct-1994 06-Oct-1994 Change Change % Previous Week
Open 454.44 453.52 -0.92 -0.2% 459.65
High 454.44 454.49 0.05 0.0% 465.55
Low 449.27 452.13 2.86 0.6% 459.31
Close 453.52 452.36 -1.16 -0.3% 462.71
Range 5.17 2.36 -2.81 -54.4% 6.24
ATR 3.89 3.79 -0.11 -2.8% 0.00
Volume
Daily Pivots for day following 06-Oct-1994
Classic Woodie Camarilla DeMark
R4 460.07 458.58 453.66
R3 457.71 456.22 453.01
R2 455.35 455.35 452.79
R1 453.86 453.86 452.58 453.43
PP 452.99 452.99 452.99 452.78
S1 451.50 451.50 452.14 451.07
S2 450.63 450.63 451.93
S3 448.27 449.14 451.71
S4 445.91 446.78 451.06
Weekly Pivots for week ending 30-Sep-1994
Classic Woodie Camarilla DeMark
R4 481.24 478.22 466.14
R3 475.00 471.98 464.43
R2 468.76 468.76 463.85
R1 465.74 465.74 463.28 467.25
PP 462.52 462.52 462.52 463.28
S1 459.50 459.50 462.14 461.01
S2 456.28 456.28 461.57
S3 450.04 453.26 460.99
S4 443.80 447.02 459.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 465.30 449.27 16.03 3.5% 4.47 1.0% 19% False False
10 465.55 449.27 16.28 3.6% 3.67 0.8% 19% False False
20 474.81 449.27 25.54 5.6% 3.93 0.9% 12% False False
40 477.59 449.27 28.32 6.3% 3.62 0.8% 11% False False
60 477.59 448.73 28.86 6.4% 3.24 0.7% 13% False False
80 477.59 439.83 37.76 8.3% 3.44 0.8% 33% False False
100 477.59 439.83 37.76 8.3% 3.39 0.8% 33% False False
120 477.59 438.83 38.76 8.6% 3.51 0.8% 35% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.48
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 464.52
2.618 460.67
1.618 458.31
1.000 456.85
0.618 455.95
HIGH 454.49
0.618 453.59
0.500 453.31
0.382 453.03
LOW 452.13
0.618 450.67
1.000 449.77
1.618 448.31
2.618 445.95
4.250 442.10
Fisher Pivots for day following 06-Oct-1994
Pivot 1 day 3 day
R1 453.31 455.87
PP 452.99 454.70
S1 452.68 453.53

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

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