S&P500 Cash Index


Trading Metrics calculated at close of trading on 21-Sep-1994
Day Change Summary
Previous Current
20-Sep-1994 21-Sep-1994 Change Change % Previous Week
Open 470.83 463.42 -7.41 -1.6% 468.18
High 470.83 464.01 -6.82 -1.4% 474.81
Low 463.36 458.47 -4.89 -1.1% 466.15
Close 463.36 461.46 -1.90 -0.4% 471.19
Range 7.47 5.54 -1.93 -25.8% 8.66
ATR 3.69 3.82 0.13 3.6% 0.00
Volume
Daily Pivots for day following 21-Sep-1994
Classic Woodie Camarilla DeMark
R4 477.93 475.24 464.51
R3 472.39 469.70 462.98
R2 466.85 466.85 462.48
R1 464.16 464.16 461.97 462.74
PP 461.31 461.31 461.31 460.60
S1 458.62 458.62 460.95 457.20
S2 455.77 455.77 460.44
S3 450.23 453.08 459.94
S4 444.69 447.54 458.41
Weekly Pivots for week ending 16-Sep-1994
Classic Woodie Camarilla DeMark
R4 496.70 492.60 475.95
R3 488.04 483.94 473.57
R2 479.38 479.38 472.78
R1 475.28 475.28 471.98 477.33
PP 470.72 470.72 470.72 471.74
S1 466.62 466.62 470.40 468.67
S2 462.06 462.06 469.60
S3 453.40 457.96 468.81
S4 444.74 449.30 466.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 474.81 458.47 16.34 3.5% 5.25 1.1% 18% False True
10 474.81 458.47 16.34 3.5% 4.22 0.9% 18% False True
20 477.59 458.47 19.12 4.1% 3.88 0.8% 16% False True
40 477.59 451.36 26.23 5.7% 3.36 0.7% 39% False False
60 477.59 443.08 34.51 7.5% 3.24 0.7% 53% False False
80 477.59 439.83 37.76 8.2% 3.34 0.7% 57% False False
100 477.59 439.83 37.76 8.2% 3.44 0.7% 57% False False
120 477.59 435.86 41.73 9.0% 3.68 0.8% 61% False False
Crabel Price Patterns
NR True
NR4 False
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 0.22
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 487.56
2.618 478.51
1.618 472.97
1.000 469.55
0.618 467.43
HIGH 464.01
0.618 461.89
0.500 461.24
0.382 460.59
LOW 458.47
0.618 455.05
1.000 452.93
1.618 449.51
2.618 443.97
4.250 434.93
Fisher Pivots for day following 21-Sep-1994
Pivot 1 day 3 day
R1 461.39 465.81
PP 461.31 464.36
S1 461.24 462.91

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

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