S&P500 Cash Index


Trading Metrics calculated at close of trading on 11-Oct-1994
Day Change Summary
Previous Current
10-Oct-1994 11-Oct-1994 Change Change % Previous Week
Open 455.12 459.04 3.92 0.9% 462.69
High 459.29 466.34 7.05 1.5% 463.31
Low 455.12 459.04 3.92 0.9% 449.27
Close 459.04 465.79 6.75 1.5% 455.10
Range 4.17 7.30 3.13 75.1% 14.04
ATR 3.80 4.05 0.25 6.6% 0.00
Volume
Daily Pivots for day following 11-Oct-1994
Classic Woodie Camarilla DeMark
R4 485.62 483.01 469.81
R3 478.32 475.71 467.80
R2 471.02 471.02 467.13
R1 468.41 468.41 466.46 469.72
PP 463.72 463.72 463.72 464.38
S1 461.11 461.11 465.12 462.42
S2 456.42 456.42 464.45
S3 449.12 453.81 463.78
S4 441.82 446.51 461.78
Weekly Pivots for week ending 07-Oct-1994
Classic Woodie Camarilla DeMark
R4 498.01 490.60 462.82
R3 483.97 476.56 458.96
R2 469.93 469.93 457.67
R1 462.52 462.52 456.39 459.21
PP 455.89 455.89 455.89 454.24
S1 448.48 448.48 453.81 445.17
S2 441.85 441.85 452.53
S3 427.81 434.44 451.24
S4 413.77 420.40 447.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 466.34 449.27 17.07 3.7% 4.51 1.0% 97% True False
10 466.34 449.27 17.07 3.7% 4.41 0.9% 97% True False
20 474.81 449.27 25.54 5.5% 4.11 0.9% 65% False False
40 477.59 449.27 28.32 6.1% 3.75 0.8% 58% False False
60 477.59 449.27 28.32 6.1% 3.34 0.7% 58% False False
80 477.59 439.83 37.76 8.1% 3.51 0.8% 69% False False
100 477.59 439.83 37.76 8.1% 3.39 0.7% 69% False False
120 477.59 439.83 37.76 8.1% 3.48 0.7% 69% 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 0.29
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 497.37
2.618 485.45
1.618 478.15
1.000 473.64
0.618 470.85
HIGH 466.34
0.618 463.55
0.500 462.69
0.382 461.83
LOW 459.04
0.618 454.53
1.000 451.74
1.618 447.23
2.618 439.93
4.250 428.02
Fisher Pivots for day following 11-Oct-1994
Pivot 1 day 3 day
R1 464.76 463.61
PP 463.72 461.42
S1 462.69 459.24

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

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