S&P500 Cash Index


Trading Metrics calculated at close of trading on 21-Dec-1994
Day Change Summary
Previous Current
20-Dec-1994 21-Dec-1994 Change Change % Previous Week
Open 458.08 457.24 -0.84 -0.2% 446.95
High 458.42 461.69 3.27 0.7% 458.80
Low 456.41 457.17 0.76 0.2% 445.62
Close 457.10 459.61 2.51 0.5% 458.80
Range 2.01 4.52 2.51 124.9% 13.18
ATR 3.83 3.88 0.05 1.4% 0.00
Volume
Daily Pivots for day following 21-Dec-1994
Classic Woodie Camarilla DeMark
R4 473.05 470.85 462.10
R3 468.53 466.33 460.85
R2 464.01 464.01 460.44
R1 461.81 461.81 460.02 462.91
PP 459.49 459.49 459.49 460.04
S1 457.29 457.29 459.20 458.39
S2 454.97 454.97 458.78
S3 450.45 452.77 458.37
S4 445.93 448.25 457.12
Weekly Pivots for week ending 16-Dec-1994
Classic Woodie Camarilla DeMark
R4 493.95 489.55 466.05
R3 480.77 476.37 462.42
R2 467.59 467.59 461.22
R1 463.19 463.19 460.01 465.39
PP 454.41 454.41 454.41 455.51
S1 450.01 450.01 457.59 452.21
S2 441.23 441.23 456.38
S3 428.05 436.83 455.18
S4 414.87 423.65 451.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 461.69 454.50 7.19 1.6% 2.89 0.6% 71% True False
10 461.69 442.90 18.79 4.1% 3.81 0.8% 89% True False
20 461.69 442.90 18.79 4.1% 3.89 0.8% 89% True False
40 474.70 442.90 31.80 6.9% 4.02 0.9% 53% False False
60 474.70 442.90 31.80 6.9% 4.04 0.9% 53% False False
80 477.59 442.90 34.69 7.5% 3.92 0.9% 48% False False
100 477.59 442.90 34.69 7.5% 3.74 0.8% 48% False False
120 477.59 442.90 34.69 7.5% 3.58 0.8% 48% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 480.90
2.618 473.52
1.618 469.00
1.000 466.21
0.618 464.48
HIGH 461.69
0.618 459.96
0.500 459.43
0.382 458.90
LOW 457.17
0.618 454.38
1.000 452.65
1.618 449.86
2.618 445.34
4.250 437.96
Fisher Pivots for day following 21-Dec-1994
Pivot 1 day 3 day
R1 459.55 459.42
PP 459.49 459.24
S1 459.43 459.05

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

View Archives - Comment on this page... - Back to Index of Symbols