S&P500 Cash Index


Trading Metrics calculated at close of trading on 11-Jul-1994
Day Change Summary
Previous Current
08-Jul-1994 11-Jul-1994 Change Change % Previous Week
Open 448.38 449.56 1.18 0.3% 446.20
High 449.75 450.23 0.48 0.1% 449.75
Low 446.53 445.27 -1.26 -0.3% 444.18
Close 449.55 448.06 -1.49 -0.3% 449.55
Range 3.22 4.96 1.74 54.0% 5.57
ATR 3.78 3.86 0.08 2.2% 0.00
Volume
Daily Pivots for day following 11-Jul-1994
Classic Woodie Camarilla DeMark
R4 462.73 460.36 450.79
R3 457.77 455.40 449.42
R2 452.81 452.81 448.97
R1 450.44 450.44 448.51 449.15
PP 447.85 447.85 447.85 447.21
S1 445.48 445.48 447.61 444.19
S2 442.89 442.89 447.15
S3 437.93 440.52 446.70
S4 432.97 435.56 445.33
Weekly Pivots for week ending 08-Jul-1994
Classic Woodie Camarilla DeMark
R4 464.54 462.61 452.61
R3 458.97 457.04 451.08
R2 453.40 453.40 450.57
R1 451.47 451.47 450.06 452.44
PP 447.83 447.83 447.83 448.31
S1 445.90 445.90 449.04 446.87
S2 442.26 442.26 448.53
S3 436.69 440.33 448.02
S4 431.12 434.76 446.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 450.23 444.18 6.05 1.4% 3.25 0.7% 64% True False
10 450.23 439.83 10.40 2.3% 4.12 0.9% 79% True False
20 463.23 439.83 23.40 5.2% 4.01 0.9% 35% False False
40 463.23 439.83 23.40 5.2% 3.62 0.8% 35% False False
60 463.23 438.83 24.40 5.4% 3.83 0.9% 38% False False
80 471.09 435.86 35.23 7.9% 4.20 0.9% 35% False False
100 475.12 435.86 39.26 8.8% 4.15 0.9% 31% False False
120 482.85 435.86 46.99 10.5% 4.04 0.9% 26% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.98
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 471.31
2.618 463.22
1.618 458.26
1.000 455.19
0.618 453.30
HIGH 450.23
0.618 448.34
0.500 447.75
0.382 447.16
LOW 445.27
0.618 442.20
1.000 440.31
1.618 437.24
2.618 432.28
4.250 424.19
Fisher Pivots for day following 11-Jul-1994
Pivot 1 day 3 day
R1 447.96 447.96
PP 447.85 447.85
S1 447.75 447.75

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

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