S&P500 Cash Index


Trading Metrics calculated at close of trading on 17-Nov-1994
Day Change Summary
Previous Current
16-Nov-1994 17-Nov-1994 Change Change % Previous Week
Open 465.60 465.71 0.11 0.0% 462.31
High 465.60 465.83 0.23 0.0% 469.95
Low 465.60 461.47 -4.13 -0.9% 461.25
Close 465.60 463.57 -2.03 -0.4% 462.35
Range 0.00 4.36 4.36 8.70
ATR 3.95 3.97 0.03 0.8% 0.00
Volume
Daily Pivots for day following 17-Nov-1994
Classic Woodie Camarilla DeMark
R4 476.70 474.50 465.97
R3 472.34 470.14 464.77
R2 467.98 467.98 464.37
R1 465.78 465.78 463.97 464.70
PP 463.62 463.62 463.62 463.09
S1 461.42 461.42 463.17 460.34
S2 459.26 459.26 462.77
S3 454.90 457.06 462.37
S4 450.54 452.70 461.17
Weekly Pivots for week ending 11-Nov-1994
Classic Woodie Camarilla DeMark
R4 490.62 485.18 467.14
R3 481.92 476.48 464.74
R2 473.22 473.22 463.95
R1 467.78 467.78 463.15 470.50
PP 464.52 464.52 464.52 465.88
S1 459.08 459.08 461.55 461.80
S2 455.82 455.82 460.76
S3 447.12 450.38 459.96
S4 438.42 441.68 457.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 468.51 461.45 7.06 1.5% 2.84 0.6% 30% False False
10 469.95 461.25 8.70 1.9% 3.85 0.8% 27% False False
20 474.70 458.26 16.44 3.5% 3.89 0.8% 32% False False
40 474.70 449.27 25.43 5.5% 3.88 0.8% 56% False False
60 477.59 449.27 28.32 6.1% 3.84 0.8% 50% False False
80 477.59 449.27 28.32 6.1% 3.62 0.8% 50% False False
100 477.59 443.58 34.01 7.3% 3.47 0.7% 59% False False
120 477.59 439.83 37.76 8.1% 3.52 0.8% 63% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.90
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 484.36
2.618 477.24
1.618 472.88
1.000 470.19
0.618 468.52
HIGH 465.83
0.618 464.16
0.500 463.65
0.382 463.14
LOW 461.47
0.618 458.78
1.000 457.11
1.618 454.42
2.618 450.06
4.250 442.94
Fisher Pivots for day following 17-Nov-1994
Pivot 1 day 3 day
R1 463.65 464.99
PP 463.62 464.52
S1 463.60 464.04

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

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