S&P500 Cash Index


Trading Metrics calculated at close of trading on 28-Jul-1994
Day Change Summary
Previous Current
27-Jul-1994 28-Jul-1994 Change Change % Previous Week
Open 453.36 452.57 -0.79 -0.2% 454.41
High 453.38 454.93 1.55 0.3% 455.71
Low 451.36 452.30 0.94 0.2% 450.69
Close 452.57 454.24 1.67 0.4% 453.11
Range 2.02 2.63 0.61 30.2% 5.02
ATR 2.93 2.91 -0.02 -0.7% 0.00
Volume
Daily Pivots for day following 28-Jul-1994
Classic Woodie Camarilla DeMark
R4 461.71 460.61 455.69
R3 459.08 457.98 454.96
R2 456.45 456.45 454.72
R1 455.35 455.35 454.48 455.90
PP 453.82 453.82 453.82 454.10
S1 452.72 452.72 454.00 453.27
S2 451.19 451.19 453.76
S3 448.56 450.09 453.52
S4 445.93 447.46 452.79
Weekly Pivots for week ending 22-Jul-1994
Classic Woodie Camarilla DeMark
R4 468.23 465.69 455.87
R3 463.21 460.67 454.49
R2 458.19 458.19 454.03
R1 455.65 455.65 453.57 454.41
PP 453.17 453.17 453.17 452.55
S1 450.63 450.63 452.65 449.39
S2 448.15 448.15 452.19
S3 443.13 445.61 451.73
S4 438.11 440.59 450.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 454.93 451.36 3.57 0.8% 1.88 0.4% 81% True False
10 455.71 450.69 5.02 1.1% 2.05 0.5% 71% False False
20 455.71 443.58 12.13 2.7% 2.79 0.6% 88% False False
40 463.23 439.83 23.40 5.2% 3.28 0.7% 62% False False
60 463.23 439.83 23.40 5.2% 3.44 0.8% 62% False False
80 463.23 438.83 24.40 5.4% 3.66 0.8% 63% False False
100 471.09 435.86 35.23 7.8% 3.92 0.9% 52% False False
120 475.12 435.86 39.26 8.6% 3.93 0.9% 47% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 466.11
2.618 461.82
1.618 459.19
1.000 457.56
0.618 456.56
HIGH 454.93
0.618 453.93
0.500 453.62
0.382 453.30
LOW 452.30
0.618 450.67
1.000 449.67
1.618 448.04
2.618 445.41
4.250 441.12
Fisher Pivots for day following 28-Jul-1994
Pivot 1 day 3 day
R1 454.03 453.88
PP 453.82 453.51
S1 453.62 453.15

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

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