S&P500 Cash Index


Trading Metrics calculated at close of trading on 27-Dec-1994
Day Change Summary
Previous Current
23-Dec-1994 27-Dec-1994 Change Change % Previous Week
Open 459.70 459.85 0.15 0.0% 458.78
High 461.27 462.73 1.46 0.3% 461.69
Low 459.38 459.85 0.47 0.1% 456.41
Close 459.83 462.47 2.64 0.6% 459.83
Range 1.89 2.88 0.99 52.4% 5.28
ATR 3.61 3.56 -0.05 -1.4% 0.00
Volume
Daily Pivots for day following 27-Dec-1994
Classic Woodie Camarilla DeMark
R4 470.32 469.28 464.05
R3 467.44 466.40 463.26
R2 464.56 464.56 463.00
R1 463.52 463.52 462.73 464.04
PP 461.68 461.68 461.68 461.95
S1 460.64 460.64 462.21 461.16
S2 458.80 458.80 461.94
S3 455.92 457.76 461.68
S4 453.04 454.88 460.89
Weekly Pivots for week ending 23-Dec-1994
Classic Woodie Camarilla DeMark
R4 475.15 472.77 462.73
R3 469.87 467.49 461.28
R2 464.59 464.59 460.80
R1 462.21 462.21 460.31 463.40
PP 459.31 459.31 459.31 459.91
S1 456.93 456.93 459.35 458.12
S2 454.03 454.03 458.86
S3 448.75 451.65 458.38
S4 443.47 446.37 456.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 462.73 456.41 6.32 1.4% 2.63 0.6% 96% True False
10 462.73 449.43 13.30 2.9% 2.94 0.6% 98% True False
20 462.73 442.90 19.83 4.3% 3.60 0.8% 99% True False
40 474.70 442.90 31.80 6.9% 3.85 0.8% 62% False False
60 474.70 442.90 31.80 6.9% 3.99 0.9% 62% False False
80 474.89 442.90 31.99 6.9% 3.88 0.8% 61% False False
100 477.59 442.90 34.69 7.5% 3.73 0.8% 56% False False
120 477.59 442.90 34.69 7.5% 3.57 0.8% 56% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.16
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 474.97
2.618 470.27
1.618 467.39
1.000 465.61
0.618 464.51
HIGH 462.73
0.618 461.63
0.500 461.29
0.382 460.95
LOW 459.85
0.618 458.07
1.000 456.97
1.618 455.19
2.618 452.31
4.250 447.61
Fisher Pivots for day following 27-Dec-1994
Pivot 1 day 3 day
R1 462.08 461.99
PP 461.68 461.51
S1 461.29 461.03

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

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