S&P500 Cash Index


Trading Metrics calculated at close of trading on 08-Nov-1994
Day Change Summary
Previous Current
07-Nov-1994 08-Nov-1994 Change Change % Previous Week
Open 462.31 463.08 0.77 0.2% 473.76
High 463.56 467.54 3.98 0.9% 474.70
Low 461.25 463.07 1.82 0.4% 462.28
Close 463.06 465.65 2.59 0.6% 462.28
Range 2.31 4.47 2.16 93.5% 12.42
ATR 4.03 4.06 0.03 0.8% 0.00
Volume
Daily Pivots for day following 08-Nov-1994
Classic Woodie Camarilla DeMark
R4 478.83 476.71 468.11
R3 474.36 472.24 466.88
R2 469.89 469.89 466.47
R1 467.77 467.77 466.06 468.83
PP 465.42 465.42 465.42 465.95
S1 463.30 463.30 465.24 464.36
S2 460.95 460.95 464.83
S3 456.48 458.83 464.42
S4 452.01 454.36 463.19
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
5 470.91 461.25 9.66 2.1% 4.11 0.9% 46% False False
10 474.70 461.25 13.45 2.9% 4.09 0.9% 33% False False
20 474.70 458.26 16.44 3.5% 3.93 0.8% 45% False False
40 474.81 449.27 25.54 5.5% 4.02 0.9% 64% False False
60 477.59 449.27 28.32 6.1% 3.81 0.8% 58% False False
80 477.59 449.27 28.32 6.1% 3.48 0.7% 58% False False
100 477.59 439.83 37.76 8.1% 3.59 0.8% 68% False False
120 477.59 439.83 37.76 8.1% 3.48 0.7% 68% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 486.54
2.618 479.24
1.618 474.77
1.000 472.01
0.618 470.30
HIGH 467.54
0.618 465.83
0.500 465.31
0.382 464.78
LOW 463.07
0.618 460.31
1.000 458.60
1.618 455.84
2.618 451.37
4.250 444.07
Fisher Pivots for day following 08-Nov-1994
Pivot 1 day 3 day
R1 465.54 465.52
PP 465.42 465.39
S1 465.31 465.27

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

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