S&P500 Cash Index


Trading Metrics calculated at close of trading on 20-Jun-1994
Day Change Summary
Previous Current
17-Jun-1994 20-Jun-1994 Change Change % Previous Week
Open 461.93 458.45 -3.48 -0.8% 458.67
High 462.14 458.45 -3.69 -0.8% 463.23
Low 458.44 454.46 -3.98 -0.9% 457.18
Close 458.45 455.48 -2.97 -0.6% 458.45
Range 3.70 3.99 0.29 7.8% 6.05
ATR 3.23 3.29 0.05 1.7% 0.00
Volume
Daily Pivots for day following 20-Jun-1994
Classic Woodie Camarilla DeMark
R4 468.10 465.78 457.67
R3 464.11 461.79 456.58
R2 460.12 460.12 456.21
R1 457.80 457.80 455.85 456.97
PP 456.13 456.13 456.13 455.71
S1 453.81 453.81 455.11 452.98
S2 452.14 452.14 454.75
S3 448.15 449.82 454.38
S4 444.16 445.83 453.29
Weekly Pivots for week ending 17-Jun-1994
Classic Woodie Camarilla DeMark
R4 477.77 474.16 461.78
R3 471.72 468.11 460.11
R2 465.67 465.67 459.56
R1 462.06 462.06 459.00 460.84
PP 459.62 459.62 459.62 459.01
S1 456.01 456.01 457.90 454.79
S2 453.57 453.57 457.34
S3 447.52 449.96 456.79
S4 441.47 443.91 455.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 463.23 454.46 8.77 1.9% 3.30 0.7% 12% False True
10 463.23 454.46 8.77 1.9% 2.90 0.6% 12% False True
20 463.23 451.79 11.44 2.5% 3.00 0.7% 32% False False
40 463.23 440.78 22.45 4.9% 3.46 0.8% 65% False False
60 465.29 435.86 29.43 6.5% 4.24 0.9% 67% False False
80 471.09 435.86 35.23 7.7% 4.08 0.9% 56% False False
100 482.85 435.86 46.99 10.3% 4.09 0.9% 42% False False
120 482.85 435.86 46.99 10.3% 3.82 0.8% 42% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 8 trading days
Fibonacci Retracements and Extensions
4.250 475.41
2.618 468.90
1.618 464.91
1.000 462.44
0.618 460.92
HIGH 458.45
0.618 456.93
0.500 456.46
0.382 455.98
LOW 454.46
0.618 451.99
1.000 450.47
1.618 448.00
2.618 444.01
4.250 437.50
Fisher Pivots for day following 20-Jun-1994
Pivot 1 day 3 day
R1 456.46 458.30
PP 456.13 457.36
S1 455.81 456.42

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

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