S&P500 Cash Index


Trading Metrics calculated at close of trading on 18-Nov-1994
Day Change Summary
Previous Current
17-Nov-1994 18-Nov-1994 Change Change % Previous Week
Open 465.71 463.60 -2.11 -0.5% 464.80
High 465.83 463.84 -1.99 -0.4% 468.51
Low 461.47 460.25 -1.22 -0.3% 460.25
Close 463.57 461.47 -2.10 -0.5% 461.47
Range 4.36 3.59 -0.77 -17.7% 8.26
ATR 3.97 3.95 -0.03 -0.7% 0.00
Volume
Daily Pivots for day following 18-Nov-1994
Classic Woodie Camarilla DeMark
R4 472.62 470.64 463.44
R3 469.03 467.05 462.46
R2 465.44 465.44 462.13
R1 463.46 463.46 461.80 462.66
PP 461.85 461.85 461.85 461.45
S1 459.87 459.87 461.14 459.07
S2 458.26 458.26 460.81
S3 454.67 456.28 460.48
S4 451.08 452.69 459.50
Weekly Pivots for week ending 18-Nov-1994
Classic Woodie Camarilla DeMark
R4 488.19 483.09 466.01
R3 479.93 474.83 463.74
R2 471.67 471.67 462.98
R1 466.57 466.57 462.23 464.99
PP 463.41 463.41 463.41 462.62
S1 458.31 458.31 460.71 456.73
S2 455.15 455.15 459.96
S3 446.89 450.05 459.20
S4 438.63 441.79 456.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 468.51 460.25 8.26 1.8% 3.02 0.7% 15% False True
10 469.95 460.25 9.70 2.1% 3.51 0.8% 13% False True
20 474.70 458.26 16.44 3.6% 3.92 0.9% 20% False False
40 474.70 449.27 25.43 5.5% 3.89 0.8% 48% False False
60 477.59 449.27 28.32 6.1% 3.86 0.8% 43% False False
80 477.59 449.27 28.32 6.1% 3.63 0.8% 43% False False
100 477.59 443.58 34.01 7.4% 3.46 0.8% 53% False False
120 477.59 439.83 37.76 8.2% 3.51 0.8% 57% 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 0.79
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 479.10
2.618 473.24
1.618 469.65
1.000 467.43
0.618 466.06
HIGH 463.84
0.618 462.47
0.500 462.05
0.382 461.62
LOW 460.25
0.618 458.03
1.000 456.66
1.618 454.44
2.618 450.85
4.250 444.99
Fisher Pivots for day following 18-Nov-1994
Pivot 1 day 3 day
R1 462.05 463.04
PP 461.85 462.52
S1 461.66 461.99

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

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