S&P500 Cash Index


Trading Metrics calculated at close of trading on 05-Oct-1994
Day Change Summary
Previous Current
04-Oct-1994 05-Oct-1994 Change Change % Previous Week
Open 461.77 454.44 -7.33 -1.6% 459.65
High 462.46 454.44 -8.02 -1.7% 465.55
Low 454.03 449.27 -4.76 -1.0% 459.31
Close 454.59 453.52 -1.07 -0.2% 462.71
Range 8.43 5.17 -3.26 -38.7% 6.24
ATR 3.79 3.89 0.11 2.9% 0.00
Volume
Daily Pivots for day following 05-Oct-1994
Classic Woodie Camarilla DeMark
R4 467.92 465.89 456.36
R3 462.75 460.72 454.94
R2 457.58 457.58 454.47
R1 455.55 455.55 453.99 453.98
PP 452.41 452.41 452.41 451.63
S1 450.38 450.38 453.05 448.81
S2 447.24 447.24 452.57
S3 442.07 445.21 452.10
S4 436.90 440.04 450.68
Weekly Pivots for week ending 30-Sep-1994
Classic Woodie Camarilla DeMark
R4 481.24 478.22 466.14
R3 475.00 471.98 464.43
R2 468.76 468.76 463.85
R1 465.74 465.74 463.28 467.25
PP 462.52 462.52 462.52 463.28
S1 459.50 459.50 462.14 461.01
S2 456.28 456.28 461.57
S3 450.04 453.26 460.99
S4 443.80 447.02 459.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 465.30 449.27 16.03 3.5% 4.66 1.0% 27% False True
10 465.55 449.27 16.28 3.6% 3.66 0.8% 26% False True
20 474.81 449.27 25.54 5.6% 3.94 0.9% 17% False True
40 477.59 449.27 28.32 6.2% 3.63 0.8% 15% False True
60 477.59 447.97 29.62 6.5% 3.24 0.7% 19% False False
80 477.59 439.83 37.76 8.3% 3.45 0.8% 36% False False
100 477.59 439.83 37.76 8.3% 3.39 0.7% 36% False False
120 477.59 438.83 38.76 8.5% 3.55 0.8% 38% 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 0.44
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 476.41
2.618 467.98
1.618 462.81
1.000 459.61
0.618 457.64
HIGH 454.44
0.618 452.47
0.500 451.86
0.382 451.24
LOW 449.27
0.618 446.07
1.000 444.10
1.618 440.90
2.618 435.73
4.250 427.30
Fisher Pivots for day following 05-Oct-1994
Pivot 1 day 3 day
R1 452.97 456.29
PP 452.41 455.37
S1 451.86 454.44

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

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