S&P500 Cash Index


Trading Metrics calculated at close of trading on 28-Jun-1994
Day Change Summary
Previous Current
27-Jun-1994 28-Jun-1994 Change Change % Previous Week
Open 442.78 447.36 4.58 1.0% 458.45
High 447.76 448.47 0.71 0.2% 458.45
Low 439.83 443.08 3.25 0.7% 442.51
Close 447.31 446.07 -1.24 -0.3% 442.80
Range 7.93 5.39 -2.54 -32.0% 15.94
ATR 4.07 4.16 0.09 2.3% 0.00
Volume
Daily Pivots for day following 28-Jun-1994
Classic Woodie Camarilla DeMark
R4 462.04 459.45 449.03
R3 456.65 454.06 447.55
R2 451.26 451.26 447.06
R1 448.67 448.67 446.56 447.27
PP 445.87 445.87 445.87 445.18
S1 443.28 443.28 445.58 441.88
S2 440.48 440.48 445.08
S3 435.09 437.89 444.59
S4 429.70 432.50 443.11
Weekly Pivots for week ending 24-Jun-1994
Classic Woodie Camarilla DeMark
R4 495.74 485.21 451.57
R3 479.80 469.27 447.18
R2 463.86 463.86 445.72
R1 453.33 453.33 444.26 450.63
PP 447.92 447.92 447.92 446.57
S1 437.39 437.39 441.34 434.69
S2 431.98 431.98 439.88
S3 416.04 421.45 438.42
S4 400.10 405.51 434.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 454.16 439.83 14.33 3.2% 5.54 1.2% 44% False False
10 463.23 439.83 23.40 5.2% 4.68 1.0% 27% False False
20 463.23 439.83 23.40 5.2% 3.79 0.8% 27% False False
40 463.23 439.83 23.40 5.2% 3.76 0.8% 27% False False
60 463.23 438.83 24.40 5.5% 4.04 0.9% 30% False False
80 471.09 435.86 35.23 7.9% 4.20 0.9% 29% False False
100 481.02 435.86 45.16 10.1% 4.23 0.9% 23% False False
120 482.85 435.86 46.99 10.5% 4.00 0.9% 22% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.70
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 471.38
2.618 462.58
1.618 457.19
1.000 453.86
0.618 451.80
HIGH 448.47
0.618 446.41
0.500 445.78
0.382 445.14
LOW 443.08
0.618 439.75
1.000 437.69
1.618 434.36
2.618 428.97
4.250 420.17
Fisher Pivots for day following 28-Jun-1994
Pivot 1 day 3 day
R1 445.97 445.62
PP 445.87 445.18
S1 445.78 444.73

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

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