S&P500 Cash Index


Trading Metrics calculated at close of trading on 31-Oct-1994
Day Change Summary
Previous Current
28-Oct-1994 31-Oct-1994 Change Change % Previous Week
Open 465.85 473.76 7.91 1.7% 464.89
High 473.77 474.70 0.93 0.2% 473.77
Low 465.80 472.33 6.53 1.4% 458.26
Close 473.77 472.35 -1.42 -0.3% 473.77
Range 7.97 2.37 -5.60 -70.3% 15.51
ATR 4.11 3.99 -0.12 -3.0% 0.00
Volume
Daily Pivots for day following 31-Oct-1994
Classic Woodie Camarilla DeMark
R4 480.24 478.66 473.65
R3 477.87 476.29 473.00
R2 475.50 475.50 472.78
R1 473.92 473.92 472.57 473.53
PP 473.13 473.13 473.13 472.93
S1 471.55 471.55 472.13 471.16
S2 470.76 470.76 471.92
S3 468.39 469.18 471.70
S4 466.02 466.81 471.05
Weekly Pivots for week ending 28-Oct-1994
Classic Woodie Camarilla DeMark
R4 515.13 509.96 482.30
R3 499.62 494.45 478.04
R2 484.11 484.11 476.61
R1 478.94 478.94 475.19 481.53
PP 468.60 468.60 468.60 469.89
S1 463.43 463.43 472.35 466.02
S2 453.09 453.09 470.93
S3 437.58 447.92 469.50
S4 422.07 432.41 465.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 474.70 458.26 16.44 3.5% 3.91 0.8% 86% True False
10 474.70 458.26 16.44 3.5% 4.08 0.9% 86% True False
20 474.70 449.27 25.43 5.4% 4.23 0.9% 91% True False
40 474.81 449.27 25.54 5.4% 3.85 0.8% 90% False False
60 477.59 449.27 28.32 6.0% 3.65 0.8% 81% False False
80 477.59 444.65 32.94 7.0% 3.42 0.7% 84% False False
100 477.59 439.83 37.76 8.0% 3.51 0.7% 86% False False
120 477.59 439.83 37.76 8.0% 3.47 0.7% 86% 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 0.58
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 484.77
2.618 480.90
1.618 478.53
1.000 477.07
0.618 476.16
HIGH 474.70
0.618 473.79
0.500 473.52
0.382 473.24
LOW 472.33
0.618 470.87
1.000 469.96
1.618 468.50
2.618 466.13
4.250 462.26
Fisher Pivots for day following 31-Oct-1994
Pivot 1 day 3 day
R1 473.52 471.16
PP 473.13 469.96
S1 472.74 468.77

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

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