S&P500 Cash Index


Trading Metrics calculated at close of trading on 23-Sep-1994
Day Change Summary
Previous Current
22-Sep-1994 23-Sep-1994 Change Change % Previous Week
Open 461.45 461.27 -0.18 0.0% 471.21
High 463.22 462.14 -1.08 -0.2% 473.15
Low 460.96 459.01 -1.95 -0.4% 458.47
Close 461.27 459.67 -1.60 -0.3% 459.67
Range 2.26 3.13 0.87 38.5% 14.68
ATR 3.71 3.67 -0.04 -1.1% 0.00
Volume
Daily Pivots for day following 23-Sep-1994
Classic Woodie Camarilla DeMark
R4 469.66 467.80 461.39
R3 466.53 464.67 460.53
R2 463.40 463.40 460.24
R1 461.54 461.54 459.96 460.91
PP 460.27 460.27 460.27 459.96
S1 458.41 458.41 459.38 457.78
S2 457.14 457.14 459.10
S3 454.01 455.28 458.81
S4 450.88 452.15 457.95
Weekly Pivots for week ending 23-Sep-1994
Classic Woodie Camarilla DeMark
R4 507.80 498.42 467.74
R3 493.12 483.74 463.71
R2 478.44 478.44 462.36
R1 469.06 469.06 461.02 466.41
PP 463.76 463.76 463.76 462.44
S1 454.38 454.38 458.32 451.73
S2 449.08 449.08 456.98
S3 434.40 439.70 455.63
S4 419.72 425.02 451.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 473.15 458.47 14.68 3.2% 4.17 0.9% 8% False False
10 474.81 458.47 16.34 3.6% 3.84 0.8% 7% False False
20 477.59 458.47 19.12 4.2% 3.80 0.8% 6% False False
40 477.59 454.25 23.34 5.1% 3.38 0.7% 23% False False
60 477.59 443.58 34.01 7.4% 3.18 0.7% 47% False False
80 477.59 439.83 37.76 8.2% 3.33 0.7% 53% False False
100 477.59 439.83 37.76 8.2% 3.41 0.7% 53% False False
120 477.59 438.83 38.76 8.4% 3.57 0.8% 54% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.35
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 475.44
2.618 470.33
1.618 467.20
1.000 465.27
0.618 464.07
HIGH 462.14
0.618 460.94
0.500 460.58
0.382 460.21
LOW 459.01
0.618 457.08
1.000 455.88
1.618 453.95
2.618 450.82
4.250 445.71
Fisher Pivots for day following 23-Sep-1994
Pivot 1 day 3 day
R1 460.58 461.24
PP 460.27 460.72
S1 459.97 460.19

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

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