S&P500 Cash Index


Trading Metrics calculated at close of trading on 17-Oct-1994
Day Change Summary
Previous Current
14-Oct-1994 17-Oct-1994 Change Change % Previous Week
Open 467.78 469.11 1.33 0.3% 455.12
High 469.53 469.88 0.35 0.1% 471.30
Low 466.11 468.16 2.05 0.4% 455.12
Close 469.10 468.96 -0.14 0.0% 469.10
Range 3.42 1.72 -1.70 -49.7% 16.18
ATR 3.99 3.83 -0.16 -4.1% 0.00
Volume
Daily Pivots for day following 17-Oct-1994
Classic Woodie Camarilla DeMark
R4 474.16 473.28 469.91
R3 472.44 471.56 469.43
R2 470.72 470.72 469.28
R1 469.84 469.84 469.12 469.42
PP 469.00 469.00 469.00 468.79
S1 468.12 468.12 468.80 467.70
S2 467.28 467.28 468.64
S3 465.56 466.40 468.49
S4 463.84 464.68 468.01
Weekly Pivots for week ending 14-Oct-1994
Classic Woodie Camarilla DeMark
R4 513.71 507.59 478.00
R3 497.53 491.41 473.55
R2 481.35 481.35 472.07
R1 475.23 475.23 470.58 478.29
PP 465.17 465.17 465.17 466.71
S1 459.05 459.05 467.62 462.11
S2 448.99 448.99 466.13
S3 432.81 442.87 464.65
S4 416.63 426.69 460.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 471.30 459.04 12.26 2.6% 4.02 0.9% 81% False False
10 471.30 449.27 22.03 4.7% 4.38 0.9% 89% False False
20 471.30 449.27 22.03 4.7% 3.99 0.9% 89% False False
40 477.59 449.27 28.32 6.0% 3.77 0.8% 70% False False
60 477.59 449.27 28.32 6.0% 3.40 0.7% 70% False False
80 477.59 439.83 37.76 8.1% 3.45 0.7% 77% False False
100 477.59 439.83 37.76 8.1% 3.39 0.7% 77% False False
120 477.59 439.83 37.76 8.1% 3.49 0.7% 77% 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 0.53
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 477.19
2.618 474.38
1.618 472.66
1.000 471.60
0.618 470.94
HIGH 469.88
0.618 469.22
0.500 469.02
0.382 468.82
LOW 468.16
0.618 467.10
1.000 466.44
1.618 465.38
2.618 463.66
4.250 460.85
Fisher Pivots for day following 17-Oct-1994
Pivot 1 day 3 day
R1 469.02 468.78
PP 469.00 468.61
S1 468.98 468.43

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

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