S&P500 Cash Index


Trading Metrics calculated at close of trading on 14-Dec-1994
Day Change Summary
Previous Current
13-Dec-1994 14-Dec-1994 Change Change % Previous Week
Open 449.52 450.05 0.53 0.1% 453.30
High 451.69 456.14 4.45 1.0% 455.04
Low 449.43 450.05 0.62 0.1% 442.90
Close 450.15 454.97 4.82 1.1% 446.97
Range 2.26 6.09 3.83 169.5% 12.14
ATR 4.16 4.30 0.14 3.3% 0.00
Volume
Daily Pivots for day following 14-Dec-1994
Classic Woodie Camarilla DeMark
R4 471.99 469.57 458.32
R3 465.90 463.48 456.64
R2 459.81 459.81 456.09
R1 457.39 457.39 455.53 458.60
PP 453.72 453.72 453.72 454.33
S1 451.30 451.30 454.41 452.51
S2 447.63 447.63 453.85
S3 441.54 445.21 453.30
S4 435.45 439.12 451.62
Weekly Pivots for week ending 09-Dec-1994
Classic Woodie Camarilla DeMark
R4 484.72 477.99 453.65
R3 472.58 465.85 450.31
R2 460.44 460.44 449.20
R1 453.71 453.71 448.08 451.01
PP 448.30 448.30 448.30 446.95
S1 441.57 441.57 445.86 438.87
S2 436.16 436.16 444.74
S3 424.02 429.43 443.63
S4 411.88 417.29 440.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 456.14 442.90 13.24 2.9% 4.74 1.0% 91% True False
10 456.14 442.90 13.24 2.9% 4.41 1.0% 91% True False
20 465.83 442.90 22.93 5.0% 4.26 0.9% 53% False False
40 474.70 442.90 31.80 7.0% 4.22 0.9% 38% False False
60 474.70 442.90 31.80 7.0% 4.06 0.9% 38% False False
80 477.59 442.90 34.69 7.6% 4.00 0.9% 35% False False
100 477.59 442.90 34.69 7.6% 3.74 0.8% 35% False False
120 477.59 439.83 37.76 8.3% 3.67 0.8% 40% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.67
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 482.02
2.618 472.08
1.618 465.99
1.000 462.23
0.618 459.90
HIGH 456.14
0.618 453.81
0.500 453.10
0.382 452.38
LOW 450.05
0.618 446.29
1.000 443.96
1.618 440.20
2.618 434.11
4.250 424.17
Fisher Pivots for day following 14-Dec-1994
Pivot 1 day 3 day
R1 454.35 453.61
PP 453.72 452.24
S1 453.10 450.88

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

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