S&P500 Cash Index


Trading Metrics calculated at close of trading on 15-Aug-1994
Day Change Summary
Previous Current
12-Aug-1994 15-Aug-1994 Change Change % Previous Week
Open 458.88 461.97 3.09 0.7% 457.08
High 462.27 463.34 1.07 0.2% 462.27
Low 458.88 461.21 2.33 0.5% 456.66
Close 461.95 461.23 -0.72 -0.2% 461.95
Range 3.39 2.13 -1.26 -37.2% 5.61
ATR 2.88 2.83 -0.05 -1.9% 0.00
Volume
Daily Pivots for day following 15-Aug-1994
Classic Woodie Camarilla DeMark
R4 468.32 466.90 462.40
R3 466.19 464.77 461.82
R2 464.06 464.06 461.62
R1 462.64 462.64 461.43 462.29
PP 461.93 461.93 461.93 461.75
S1 460.51 460.51 461.03 460.16
S2 459.80 459.80 460.84
S3 457.67 458.38 460.64
S4 455.54 456.25 460.06
Weekly Pivots for week ending 12-Aug-1994
Classic Woodie Camarilla DeMark
R4 477.12 475.15 465.04
R3 471.51 469.54 463.49
R2 465.90 465.90 462.98
R1 463.93 463.93 462.46 464.92
PP 460.29 460.29 460.29 460.79
S1 458.32 458.32 461.44 459.31
S2 454.68 454.68 460.92
S3 449.07 452.71 460.41
S4 443.46 447.10 458.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 463.34 456.66 6.68 1.4% 2.81 0.6% 68% True False
10 463.34 456.08 7.26 1.6% 2.57 0.6% 71% True False
20 463.34 450.69 12.65 2.7% 2.51 0.5% 83% True False
40 463.34 439.83 23.51 5.1% 3.27 0.7% 91% True False
60 463.34 439.83 23.51 5.1% 3.15 0.7% 91% True False
80 463.34 439.83 23.51 5.1% 3.35 0.7% 91% True False
100 468.57 435.86 32.71 7.1% 3.87 0.8% 78% False False
120 471.09 435.86 35.23 7.6% 3.83 0.8% 72% False False
Crabel Price Patterns
NR True
NR4 True
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 0.44
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 472.39
2.618 468.92
1.618 466.79
1.000 465.47
0.618 464.66
HIGH 463.34
0.618 462.53
0.500 462.28
0.382 462.02
LOW 461.21
0.618 459.89
1.000 459.08
1.618 457.76
2.618 455.63
4.250 452.16
Fisher Pivots for day following 15-Aug-1994
Pivot 1 day 3 day
R1 462.28 460.86
PP 461.93 460.48
S1 461.58 460.11

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

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