S&P500 Cash Index


Trading Metrics calculated at close of trading on 28-Feb-1994
Day Change Summary
Previous Current
25-Feb-1994 28-Feb-1994 Change Change % Previous Week
Open 464.33 466.07 1.74 0.4% 467.69
High 466.48 469.16 2.68 0.6% 472.41
Low 464.33 466.07 1.74 0.4% 464.26
Close 466.07 467.14 1.07 0.2% 466.07
Range 2.15 3.09 0.94 43.7% 8.15
ATR 3.73 3.69 -0.05 -1.2% 0.00
Volume
Daily Pivots for day following 28-Feb-1994
Classic Woodie Camarilla DeMark
R4 476.73 475.02 468.84
R3 473.64 471.93 467.99
R2 470.55 470.55 467.71
R1 468.84 468.84 467.42 469.70
PP 467.46 467.46 467.46 467.88
S1 465.75 465.75 466.86 466.61
S2 464.37 464.37 466.57
S3 461.28 462.66 466.29
S4 458.19 459.57 465.44
Weekly Pivots for week ending 25-Feb-1994
Classic Woodie Camarilla DeMark
R4 492.03 487.20 470.55
R3 483.88 479.05 468.31
R2 475.73 475.73 467.56
R1 470.90 470.90 466.82 469.24
PP 467.58 467.58 467.58 466.75
S1 462.75 462.75 465.32 461.09
S2 459.43 459.43 464.58
S3 451.28 454.60 463.83
S4 443.13 446.45 461.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 472.41 464.26 8.15 1.7% 3.73 0.8% 35% False False
10 475.12 464.26 10.86 2.3% 3.87 0.8% 27% False False
20 482.85 464.26 18.59 4.0% 4.06 0.9% 15% False False
40 482.85 464.26 18.59 4.0% 3.37 0.7% 15% False False
60 482.85 461.84 21.01 4.5% 2.94 0.6% 25% False False
80 482.85 454.36 28.49 6.1% 3.05 0.7% 45% False False
100 482.85 454.36 28.49 6.1% 3.02 0.6% 45% False False
120 482.85 452.94 29.91 6.4% 3.02 0.6% 47% 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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.59
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 482.29
2.618 477.25
1.618 474.16
1.000 472.25
0.618 471.07
HIGH 469.16
0.618 467.98
0.500 467.62
0.382 467.25
LOW 466.07
0.618 464.16
1.000 462.98
1.618 461.07
2.618 457.98
4.250 452.94
Fisher Pivots for day following 28-Feb-1994
Pivot 1 day 3 day
R1 467.62 467.46
PP 467.46 467.35
S1 467.30 467.25

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

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