S&P500 Cash Index


Trading Metrics calculated at close of trading on 26-Oct-1994
Day Change Summary
Previous Current
25-Oct-1994 26-Oct-1994 Change Change % Previous Week
Open 460.83 461.55 0.72 0.2% 469.11
High 461.93 463.77 1.84 0.4% 471.19
Low 458.26 461.25 2.99 0.7% 463.83
Close 461.52 462.61 1.09 0.2% 464.89
Range 3.67 2.52 -1.15 -31.3% 7.36
ATR 3.96 3.86 -0.10 -2.6% 0.00
Volume
Daily Pivots for day following 26-Oct-1994
Classic Woodie Camarilla DeMark
R4 470.10 468.88 464.00
R3 467.58 466.36 463.30
R2 465.06 465.06 463.07
R1 463.84 463.84 462.84 464.45
PP 462.54 462.54 462.54 462.85
S1 461.32 461.32 462.38 461.93
S2 460.02 460.02 462.15
S3 457.50 458.80 461.92
S4 454.98 456.28 461.22
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
5 470.37 458.26 12.11 2.6% 3.91 0.8% 36% False False
10 471.30 458.26 13.04 2.8% 3.83 0.8% 33% False False
20 471.30 449.27 22.03 4.8% 4.04 0.9% 61% False False
40 477.59 449.27 28.32 6.1% 3.80 0.8% 47% False False
60 477.59 449.27 28.32 6.1% 3.55 0.8% 47% False False
80 477.59 444.18 33.41 7.2% 3.37 0.7% 55% False False
100 477.59 439.83 37.76 8.2% 3.46 0.7% 60% False False
120 477.59 439.83 37.76 8.2% 3.49 0.8% 60% 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 0.72
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 474.48
2.618 470.37
1.618 467.85
1.000 466.29
0.618 465.33
HIGH 463.77
0.618 462.81
0.500 462.51
0.382 462.21
LOW 461.25
0.618 459.69
1.000 458.73
1.618 457.17
2.618 454.65
4.250 450.54
Fisher Pivots for day following 26-Oct-1994
Pivot 1 day 3 day
R1 462.58 462.51
PP 462.54 462.41
S1 462.51 462.32

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

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