S&P500 Cash Index


Trading Metrics calculated at close of trading on 20-Oct-1994
Day Change Summary
Previous Current
19-Oct-1994 20-Oct-1994 Change Change % Previous Week
Open 467.69 470.37 2.68 0.6% 455.12
High 471.19 470.37 -0.82 -0.2% 471.30
Low 465.96 465.41 -0.55 -0.1% 455.12
Close 470.28 466.85 -3.43 -0.7% 469.10
Range 5.23 4.96 -0.27 -5.2% 16.18
ATR 3.85 3.93 0.08 2.1% 0.00
Volume
Daily Pivots for day following 20-Oct-1994
Classic Woodie Camarilla DeMark
R4 482.42 479.60 469.58
R3 477.46 474.64 468.21
R2 472.50 472.50 467.76
R1 469.68 469.68 467.30 468.61
PP 467.54 467.54 467.54 467.01
S1 464.72 464.72 466.40 463.65
S2 462.58 462.58 465.94
S3 457.62 459.76 465.49
S4 452.66 454.80 464.12
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
5 471.19 465.41 5.78 1.2% 3.59 0.8% 25% False True
10 471.30 452.13 19.17 4.1% 4.06 0.9% 77% False False
20 471.30 449.27 22.03 4.7% 3.87 0.8% 80% False False
40 477.59 449.27 28.32 6.1% 3.82 0.8% 62% False False
60 477.59 449.27 28.32 6.1% 3.53 0.8% 62% False False
80 477.59 443.58 34.01 7.3% 3.36 0.7% 68% False False
100 477.59 439.83 37.76 8.1% 3.45 0.7% 72% False False
120 477.59 439.83 37.76 8.1% 3.49 0.7% 72% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.55
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 491.45
2.618 483.36
1.618 478.40
1.000 475.33
0.618 473.44
HIGH 470.37
0.618 468.48
0.500 467.89
0.382 467.30
LOW 465.41
0.618 462.34
1.000 460.45
1.618 457.38
2.618 452.42
4.250 444.33
Fisher Pivots for day following 20-Oct-1994
Pivot 1 day 3 day
R1 467.89 468.30
PP 467.54 467.82
S1 467.20 467.33

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

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