S&P500 Cash Index


Trading Metrics calculated at close of trading on 15-Sep-1994
Day Change Summary
Previous Current
14-Sep-1994 15-Sep-1994 Change Change % Previous Week
Open 467.55 468.80 1.25 0.3% 471.00
High 468.86 474.81 5.95 1.3% 473.40
Low 466.82 468.79 1.97 0.4% 466.55
Close 468.80 474.81 6.01 1.3% 468.18
Range 2.04 6.02 3.98 195.1% 6.85
ATR 3.17 3.37 0.20 6.4% 0.00
Volume
Daily Pivots for day following 15-Sep-1994
Classic Woodie Camarilla DeMark
R4 490.86 488.86 478.12
R3 484.84 482.84 476.47
R2 478.82 478.82 475.91
R1 476.82 476.82 475.36 477.82
PP 472.80 472.80 472.80 473.31
S1 470.80 470.80 474.26 471.80
S2 466.78 466.78 473.71
S3 460.76 464.78 473.15
S4 454.74 458.76 471.50
Weekly Pivots for week ending 09-Sep-1994
Classic Woodie Camarilla DeMark
R4 489.93 485.90 471.95
R3 483.08 479.05 470.06
R2 476.23 476.23 469.44
R1 472.20 472.20 468.81 470.79
PP 469.38 469.38 469.38 468.67
S1 465.35 465.35 467.55 463.94
S2 462.53 462.53 466.92
S3 455.68 458.50 466.30
S4 448.83 451.65 464.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 474.81 466.15 8.66 1.8% 3.88 0.8% 100% True False
10 475.49 466.15 9.34 2.0% 3.44 0.7% 93% False False
20 477.59 461.46 16.13 3.4% 3.45 0.7% 83% False False
40 477.59 451.00 26.59 5.6% 3.03 0.6% 90% False False
60 477.59 439.83 37.76 8.0% 3.28 0.7% 93% False False
80 477.59 439.83 37.76 8.0% 3.24 0.7% 93% False False
100 477.59 439.83 37.76 8.0% 3.36 0.7% 93% False False
120 477.59 435.86 41.73 8.8% 3.77 0.8% 93% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.42
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 500.40
2.618 490.57
1.618 484.55
1.000 480.83
0.618 478.53
HIGH 474.81
0.618 472.51
0.500 471.80
0.382 471.09
LOW 468.79
0.618 465.07
1.000 462.77
1.618 459.05
2.618 453.03
4.250 443.21
Fisher Pivots for day following 15-Sep-1994
Pivot 1 day 3 day
R1 473.81 473.39
PP 472.80 471.96
S1 471.80 470.54

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

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