S&P500 Cash Index


Trading Metrics calculated at close of trading on 18-Jul-1994
Day Change Summary
Previous Current
15-Jul-1994 18-Jul-1994 Change Change % Previous Week
Open 453.41 454.41 1.00 0.2% 449.56
High 454.33 455.71 1.38 0.3% 454.33
Low 452.80 453.26 0.46 0.1% 444.65
Close 454.16 455.22 1.06 0.2% 454.16
Range 1.53 2.45 0.92 60.1% 9.68
ATR 3.68 3.59 -0.09 -2.4% 0.00
Volume
Daily Pivots for day following 18-Jul-1994
Classic Woodie Camarilla DeMark
R4 462.08 461.10 456.57
R3 459.63 458.65 455.89
R2 457.18 457.18 455.67
R1 456.20 456.20 455.44 456.69
PP 454.73 454.73 454.73 454.98
S1 453.75 453.75 455.00 454.24
S2 452.28 452.28 454.77
S3 449.83 451.30 454.55
S4 447.38 448.85 453.87
Weekly Pivots for week ending 15-Jul-1994
Classic Woodie Camarilla DeMark
R4 480.09 476.80 459.48
R3 470.41 467.12 456.82
R2 460.73 460.73 455.93
R1 457.44 457.44 455.05 459.09
PP 451.05 451.05 451.05 451.87
S1 447.76 447.76 453.27 449.41
S2 441.37 441.37 452.39
S3 431.69 438.08 451.50
S4 422.01 428.40 448.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 455.71 444.65 11.06 2.4% 3.03 0.7% 96% True False
10 455.71 444.18 11.53 2.5% 3.14 0.7% 96% True False
20 458.45 439.83 18.62 4.1% 4.04 0.9% 83% False False
40 463.23 439.83 23.40 5.1% 3.48 0.8% 66% False False
60 463.23 439.83 23.40 5.1% 3.63 0.8% 66% False False
80 468.57 435.86 32.71 7.2% 4.21 0.9% 59% False False
100 471.09 435.86 35.23 7.7% 4.09 0.9% 55% False False
120 482.85 435.86 46.99 10.3% 4.07 0.9% 41% 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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.61
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 466.12
2.618 462.12
1.618 459.67
1.000 458.16
0.618 457.22
HIGH 455.71
0.618 454.77
0.500 454.49
0.382 454.20
LOW 453.26
0.618 451.75
1.000 450.81
1.618 449.30
2.618 446.85
4.250 442.85
Fisher Pivots for day following 18-Jul-1994
Pivot 1 day 3 day
R1 454.98 454.22
PP 454.73 453.22
S1 454.49 452.22

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

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