S&P500 Cash Index


Trading Metrics calculated at close of trading on 25-Oct-1994
Day Change Summary
Previous Current
24-Oct-1994 25-Oct-1994 Change Change % Previous Week
Open 464.89 460.83 -4.06 -0.9% 469.11
High 466.37 461.93 -4.44 -1.0% 471.19
Low 460.83 458.26 -2.57 -0.6% 463.83
Close 460.83 461.52 0.69 0.1% 464.89
Range 5.54 3.67 -1.87 -33.8% 7.36
ATR 3.98 3.96 -0.02 -0.6% 0.00
Volume
Daily Pivots for day following 25-Oct-1994
Classic Woodie Camarilla DeMark
R4 471.58 470.22 463.54
R3 467.91 466.55 462.53
R2 464.24 464.24 462.19
R1 462.88 462.88 461.86 463.56
PP 460.57 460.57 460.57 460.91
S1 459.21 459.21 461.18 459.89
S2 456.90 456.90 460.85
S3 453.23 455.54 460.51
S4 449.56 451.87 459.50
Weekly Pivots for week ending 21-Oct-1994
Classic Woodie Camarilla DeMark
R4 488.72 484.16 468.94
R3 481.36 476.80 466.91
R2 474.00 474.00 466.24
R1 469.44 469.44 465.56 468.04
PP 466.64 466.64 466.64 465.94
S1 462.08 462.08 464.22 460.68
S2 459.28 459.28 463.54
S3 451.92 454.72 462.87
S4 444.56 447.36 460.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 471.19 458.26 12.93 2.8% 4.45 1.0% 25% False True
10 471.30 458.26 13.04 2.8% 3.77 0.8% 25% False True
20 471.30 449.27 22.03 4.8% 4.09 0.9% 56% False False
40 477.59 449.27 28.32 6.1% 3.81 0.8% 43% False False
60 477.59 449.27 28.32 6.1% 3.55 0.8% 43% False False
80 477.59 444.18 33.41 7.2% 3.37 0.7% 52% False False
100 477.59 439.83 37.76 8.2% 3.47 0.8% 57% False False
120 477.59 439.83 37.76 8.2% 3.52 0.8% 57% 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 0.78
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 477.53
2.618 471.54
1.618 467.87
1.000 465.60
0.618 464.20
HIGH 461.93
0.618 460.53
0.500 460.10
0.382 459.66
LOW 458.26
0.618 455.99
1.000 454.59
1.618 452.32
2.618 448.65
4.250 442.66
Fisher Pivots for day following 25-Oct-1994
Pivot 1 day 3 day
R1 461.05 462.48
PP 460.57 462.16
S1 460.10 461.84

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

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