S&P500 Cash Index


Trading Metrics calculated at close of trading on 12-Apr-1994
Day Change Summary
Previous Current
11-Apr-1994 12-Apr-1994 Change Change % Previous Week
Open 447.12 449.83 2.71 0.6% 445.66
High 450.34 450.80 0.46 0.1% 451.10
Low 447.10 447.33 0.23 0.1% 435.86
Close 449.87 447.57 -2.30 -0.5% 447.10
Range 3.24 3.47 0.23 7.1% 15.24
ATR 5.19 5.07 -0.12 -2.4% 0.00
Volume
Daily Pivots for day following 12-Apr-1994
Classic Woodie Camarilla DeMark
R4 458.98 456.74 449.48
R3 455.51 453.27 448.52
R2 452.04 452.04 448.21
R1 449.80 449.80 447.89 449.19
PP 448.57 448.57 448.57 448.26
S1 446.33 446.33 447.25 445.72
S2 445.10 445.10 446.93
S3 441.63 442.86 446.62
S4 438.16 439.39 445.66
Weekly Pivots for week ending 08-Apr-1994
Classic Woodie Camarilla DeMark
R4 490.41 483.99 455.48
R3 475.17 468.75 451.29
R2 459.93 459.93 449.89
R1 453.51 453.51 448.50 456.72
PP 444.69 444.69 444.69 446.29
S1 438.27 438.27 445.70 441.48
S2 429.45 429.45 444.31
S3 414.21 423.03 442.91
S4 398.97 407.79 438.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 451.10 444.98 6.12 1.4% 4.29 1.0% 42% False False
10 460.32 435.86 24.46 5.5% 6.62 1.5% 48% False False
20 471.09 435.86 35.23 7.9% 5.17 1.2% 33% False False
40 475.12 435.86 39.26 8.8% 4.54 1.0% 30% False False
60 482.85 435.86 46.99 10.5% 4.16 0.9% 25% False False
80 482.85 435.86 46.99 10.5% 3.71 0.8% 25% False False
100 482.85 435.86 46.99 10.5% 3.49 0.8% 25% False False
120 482.85 435.86 46.99 10.5% 3.47 0.8% 25% 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 0.60
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 465.55
2.618 459.88
1.618 456.41
1.000 454.27
0.618 452.94
HIGH 450.80
0.618 449.47
0.500 449.07
0.382 448.66
LOW 447.33
0.618 445.19
1.000 443.86
1.618 441.72
2.618 438.25
4.250 432.58
Fisher Pivots for day following 12-Apr-1994
Pivot 1 day 3 day
R1 449.07 448.20
PP 448.57 447.99
S1 448.07 447.78

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

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