S&P500 Cash Index

Trading Metrics calculated at close of trading on 07-Nov-1994

Day Change Summary
	Previous	Current
	04-Nov-1994	07-Nov-1994	Change	Change %	Previous Week
Open	467.96	462.31	-5.65	-1.2%	473.76
High	469.28	463.56	-5.72	-1.2%	474.70
Low	462.28	461.25	-1.03	-0.2%	462.28
Close	462.28	463.06	0.78	0.2%	462.28
Range	7.00	2.31	-4.69	-67.0%	12.42
ATR	4.16	4.03	-0.13	-3.2%	0.00
Volume

Daily Pivots for day following 07-Nov-1994
	Classic	Woodie	Camarilla	DeMark
R4	469.55	468.62	464.33
R3	467.24	466.31	463.70
R2	464.93	464.93	463.48
R1	464.00	464.00	463.27	464.47
PP	462.62	462.62	462.62	462.86
S1	461.69	461.69	462.85	462.16
S2	460.31	460.31	462.64
S3	458.00	459.38	462.42
S4	455.69	457.07	461.79

Weekly Pivots for week ending 04-Nov-1994
	Classic	Woodie	Camarilla	DeMark
R4	503.68	495.40	469.11
R3	491.26	482.98	465.70
R2	478.84	478.84	464.56
R1	470.56	470.56	463.42	468.49
PP	466.42	466.42	466.42	465.39
S1	458.14	458.14	461.14	456.07
S2	454.00	454.00	460.00
S3	441.58	445.72	458.86
S4	429.16	433.30	455.45

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	472.15	461.25	10.90	2.4%	4.11	0.9%	17%	False	True
10	474.70	458.26	16.44	3.6%	4.01	0.9%	29%	False	False
20	474.70	458.26	16.44	3.6%	4.07	0.9%	29%	False	False
40	474.81	449.27	25.54	5.5%	3.97	0.9%	54%	False	False
60	477.59	449.27	28.32	6.1%	3.77	0.8%	49%	False	False
80	477.59	449.27	28.32	6.1%	3.46	0.7%	49%	False	False
100	477.59	439.83	37.76	8.2%	3.59	0.8%	62%	False	False
120	477.59	439.83	37.76	8.2%	3.48	0.8%	62%	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	0.69
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	473.38
2.618	469.61
1.618	467.30
1.000	465.87
0.618	464.99
HIGH	463.56
0.618	462.68
0.500	462.41
0.382	462.13
LOW	461.25
0.618	459.82
1.000	458.94
1.618	457.51
2.618	455.20
4.250	451.43

Fisher Pivots for day following 07-Nov-1994
Pivot	1 day	3 day
R1	462.84	465.27
PP	462.62	464.53
S1	462.41	463.80

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

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