S&P500 Cash Index


Trading Metrics calculated at close of trading on 18-Oct-1994
Day Change Summary
Previous Current
17-Oct-1994 18-Oct-1994 Change Change % Previous Week
Open 469.11 469.02 -0.09 0.0% 455.12
High 469.88 469.17 -0.71 -0.2% 471.30
Low 468.16 466.56 -1.60 -0.3% 455.12
Close 468.96 467.66 -1.30 -0.3% 469.10
Range 1.72 2.61 0.89 51.7% 16.18
ATR 3.83 3.74 -0.09 -2.3% 0.00
Volume
Daily Pivots for day following 18-Oct-1994
Classic Woodie Camarilla DeMark
R4 475.63 474.25 469.10
R3 473.02 471.64 468.38
R2 470.41 470.41 468.14
R1 469.03 469.03 467.90 468.42
PP 467.80 467.80 467.80 467.49
S1 466.42 466.42 467.42 465.81
S2 465.19 465.19 467.18
S3 462.58 463.81 466.94
S4 459.97 461.20 466.22
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
5 471.30 464.79 6.51 1.4% 3.08 0.7% 44% False False
10 471.30 449.27 22.03 4.7% 3.79 0.8% 83% False False
20 471.30 449.27 22.03 4.7% 3.75 0.8% 83% False False
40 477.59 449.27 28.32 6.1% 3.78 0.8% 65% False False
60 477.59 449.27 28.32 6.1% 3.42 0.7% 65% False False
80 477.59 439.83 37.76 8.1% 3.40 0.7% 74% False False
100 477.59 439.83 37.76 8.1% 3.39 0.7% 74% False False
120 477.59 439.83 37.76 8.1% 3.47 0.7% 74% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.47
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 480.26
2.618 476.00
1.618 473.39
1.000 471.78
0.618 470.78
HIGH 469.17
0.618 468.17
0.500 467.87
0.382 467.56
LOW 466.56
0.618 464.95
1.000 463.95
1.618 462.34
2.618 459.73
4.250 455.47
Fisher Pivots for day following 18-Oct-1994
Pivot 1 day 3 day
R1 467.87 468.00
PP 467.80 467.88
S1 467.73 467.77

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

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