S&P500 Cash Index


Trading Metrics calculated at close of trading on 23-Jun-1994
Day Change Summary
Previous Current
22-Jun-1994 23-Jun-1994 Change Change % Previous Week
Open 451.40 453.09 1.69 0.4% 458.67
High 453.91 454.16 0.25 0.1% 463.23
Low 451.40 449.43 -1.97 -0.4% 457.18
Close 453.09 449.63 -3.46 -0.8% 458.45
Range 2.51 4.73 2.22 88.4% 6.05
ATR 3.42 3.51 0.09 2.7% 0.00
Volume
Daily Pivots for day following 23-Jun-1994
Classic Woodie Camarilla DeMark
R4 465.26 462.18 452.23
R3 460.53 457.45 450.93
R2 455.80 455.80 450.50
R1 452.72 452.72 450.06 451.90
PP 451.07 451.07 451.07 450.66
S1 447.99 447.99 449.20 447.17
S2 446.34 446.34 448.76
S3 441.61 443.26 448.33
S4 436.88 438.53 447.03
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
5 462.14 449.43 12.71 2.8% 4.19 0.9% 2% False True
10 463.23 449.43 13.80 3.1% 3.41 0.8% 1% False True
20 463.23 449.43 13.80 3.1% 3.12 0.7% 1% False True
40 463.23 440.78 22.45 5.0% 3.55 0.8% 39% False False
60 463.23 435.86 27.37 6.1% 4.16 0.9% 50% False False
80 471.09 435.86 35.23 7.8% 4.11 0.9% 39% False False
100 482.23 435.86 46.37 10.3% 4.11 0.9% 30% False False
120 482.85 435.86 46.99 10.5% 3.89 0.9% 29% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 474.26
2.618 466.54
1.618 461.81
1.000 458.89
0.618 457.08
HIGH 454.16
0.618 452.35
0.500 451.80
0.382 451.24
LOW 449.43
0.618 446.51
1.000 444.70
1.618 441.78
2.618 437.05
4.250 429.33
Fisher Pivots for day following 23-Jun-1994
Pivot 1 day 3 day
R1 451.80 452.46
PP 451.07 451.51
S1 450.35 450.57

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

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