S&P500 Cash Index


Trading Metrics calculated at close of trading on 21-Jul-1994
Day Change Summary
Previous Current
20-Jul-1994 21-Jul-1994 Change Change % Previous Week
Open 453.89 451.60 -2.29 -0.5% 449.56
High 454.16 453.22 -0.94 -0.2% 454.33
Low 450.69 451.00 0.31 0.1% 444.65
Close 451.60 452.61 1.01 0.2% 454.16
Range 3.47 2.22 -1.25 -36.0% 9.68
ATR 3.44 3.35 -0.09 -2.5% 0.00
Volume
Daily Pivots for day following 21-Jul-1994
Classic Woodie Camarilla DeMark
R4 458.94 457.99 453.83
R3 456.72 455.77 453.22
R2 454.50 454.50 453.02
R1 453.55 453.55 452.81 454.03
PP 452.28 452.28 452.28 452.51
S1 451.33 451.33 452.41 451.81
S2 450.06 450.06 452.20
S3 447.84 449.11 452.00
S4 445.62 446.89 451.39
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
5 455.71 450.69 5.02 1.1% 2.22 0.5% 38% False False
10 455.71 444.65 11.06 2.4% 3.05 0.7% 72% False False
20 455.71 439.83 15.88 3.5% 3.77 0.8% 80% False False
40 463.23 439.83 23.40 5.2% 3.43 0.8% 55% False False
60 463.23 439.83 23.40 5.2% 3.58 0.8% 55% False False
80 463.23 435.86 27.37 6.0% 4.10 0.9% 61% False False
100 471.09 435.86 35.23 7.8% 4.05 0.9% 48% False False
120 482.85 435.86 46.99 10.4% 4.05 0.9% 36% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.50
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 462.66
2.618 459.03
1.618 456.81
1.000 455.44
0.618 454.59
HIGH 453.22
0.618 452.37
0.500 452.11
0.382 451.85
LOW 451.00
0.618 449.63
1.000 448.78
1.618 447.41
2.618 445.19
4.250 441.57
Fisher Pivots for day following 21-Jul-1994
Pivot 1 day 3 day
R1 452.44 453.00
PP 452.28 452.87
S1 452.11 452.74

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

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