S&P500 Cash Index


Trading Metrics calculated at close of trading on 07-Dec-1994
Day Change Summary
Previous Current
06-Dec-1994 07-Dec-1994 Change Change % Previous Week
Open 453.28 453.11 -0.17 0.0% 452.26
High 453.88 453.11 -0.77 -0.2% 457.13
Low 450.45 450.10 -0.35 -0.1% 448.03
Close 453.11 451.23 -1.88 -0.4% 453.30
Range 3.43 3.01 -0.42 -12.2% 9.10
ATR 4.21 4.13 -0.09 -2.0% 0.00
Volume
Daily Pivots for day following 07-Dec-1994
Classic Woodie Camarilla DeMark
R4 460.51 458.88 452.89
R3 457.50 455.87 452.06
R2 454.49 454.49 451.78
R1 452.86 452.86 451.51 452.17
PP 451.48 451.48 451.48 451.14
S1 449.85 449.85 450.95 449.16
S2 448.47 448.47 450.68
S3 445.46 446.84 450.40
S4 442.45 443.83 449.57
Weekly Pivots for week ending 02-Dec-1994
Classic Woodie Camarilla DeMark
R4 480.12 475.81 458.31
R3 471.02 466.71 455.80
R2 461.92 461.92 454.97
R1 457.61 457.61 454.13 459.77
PP 452.82 452.82 452.82 453.90
S1 448.51 448.51 452.47 450.67
S2 443.72 443.72 451.63
S3 434.62 439.41 450.80
S4 425.52 430.31 448.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 455.04 448.03 7.01 1.6% 4.09 0.9% 46% False False
10 457.13 444.18 12.95 2.9% 3.98 0.9% 54% False False
20 469.95 444.18 25.77 5.7% 4.09 0.9% 27% False False
40 474.70 444.18 30.52 6.8% 4.01 0.9% 23% False False
60 474.81 444.18 30.63 6.8% 4.04 0.9% 23% False False
80 477.59 444.18 33.41 7.4% 3.88 0.9% 21% False False
100 477.59 444.18 33.41 7.4% 3.61 0.8% 21% False False
120 477.59 439.83 37.76 8.4% 3.68 0.8% 30% 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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.76
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 465.90
2.618 460.99
1.618 457.98
1.000 456.12
0.618 454.97
HIGH 453.11
0.618 451.96
0.500 451.61
0.382 451.25
LOW 450.10
0.618 448.24
1.000 447.09
1.618 445.23
2.618 442.22
4.250 437.31
Fisher Pivots for day following 07-Dec-1994
Pivot 1 day 3 day
R1 451.61 452.57
PP 451.48 452.12
S1 451.36 451.68

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

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