S&P500 Cash Index


Trading Metrics calculated at close of trading on 23-Nov-1994
Day Change Summary
Previous Current
22-Nov-1994 23-Nov-1994 Change Change % Previous Week
Open 457.95 449.94 -8.01 -1.7% 464.80
High 457.98 450.60 -7.38 -1.6% 468.51
Low 450.08 444.18 -5.90 -1.3% 460.25
Close 450.08 449.93 -0.15 0.0% 461.47
Range 7.90 6.42 -1.48 -18.7% 8.26
ATR 4.38 4.52 0.15 3.3% 0.00
Volume
Daily Pivots for day following 23-Nov-1994
Classic Woodie Camarilla DeMark
R4 467.50 465.13 453.46
R3 461.08 458.71 451.70
R2 454.66 454.66 451.11
R1 452.29 452.29 450.52 450.27
PP 448.24 448.24 448.24 447.22
S1 445.87 445.87 449.34 443.85
S2 441.82 441.82 448.75
S3 435.40 439.45 448.16
S4 428.98 433.03 446.40
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
5 465.83 444.18 21.65 4.8% 5.62 1.2% 27% False True
10 468.51 444.18 24.33 5.4% 4.20 0.9% 24% False True
20 474.70 444.18 30.52 6.8% 4.34 1.0% 19% False True
40 474.70 444.18 30.52 6.8% 4.19 0.9% 19% False True
60 477.59 444.18 33.41 7.4% 3.98 0.9% 17% False True
80 477.59 444.18 33.41 7.4% 3.75 0.8% 17% False True
100 477.59 444.18 33.41 7.4% 3.56 0.8% 17% False True
120 477.59 439.83 37.76 8.4% 3.61 0.8% 27% 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 0.71
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 477.89
2.618 467.41
1.618 460.99
1.000 457.02
0.618 454.57
HIGH 450.60
0.618 448.15
0.500 447.39
0.382 446.63
LOW 444.18
0.618 440.21
1.000 437.76
1.618 433.79
2.618 427.37
4.250 416.90
Fisher Pivots for day following 23-Nov-1994
Pivot 1 day 3 day
R1 449.08 453.80
PP 448.24 452.51
S1 447.39 451.22

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

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