S&P500 Cash Index


Trading Metrics calculated at close of trading on 19-Oct-1994
Day Change Summary
Previous Current
18-Oct-1994 19-Oct-1994 Change Change % Previous Week
Open 469.02 467.69 -1.33 -0.3% 455.12
High 469.17 471.19 2.02 0.4% 471.30
Low 466.56 465.96 -0.60 -0.1% 455.12
Close 467.66 470.28 2.62 0.6% 469.10
Range 2.61 5.23 2.62 100.4% 16.18
ATR 3.74 3.85 0.11 2.8% 0.00
Volume
Daily Pivots for day following 19-Oct-1994
Classic Woodie Camarilla DeMark
R4 484.83 482.79 473.16
R3 479.60 477.56 471.72
R2 474.37 474.37 471.24
R1 472.33 472.33 470.76 473.35
PP 469.14 469.14 469.14 469.66
S1 467.10 467.10 469.80 468.12
S2 463.91 463.91 469.32
S3 458.68 461.87 468.84
S4 453.45 456.64 467.40
Weekly Pivots for week ending 14-Oct-1994
Classic Woodie Camarilla DeMark
R4 513.71 507.59 478.00
R3 497.53 491.41 473.55
R2 481.35 481.35 472.07
R1 475.23 475.23 470.58 478.29
PP 465.17 465.17 465.17 466.71
S1 459.05 459.05 467.62 462.11
S2 448.99 448.99 466.13
S3 432.81 442.87 464.65
S4 416.63 426.69 460.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 471.30 465.56 5.74 1.2% 3.74 0.8% 82% False False
10 471.30 452.13 19.17 4.1% 3.80 0.8% 95% False False
20 471.30 449.27 22.03 4.7% 3.73 0.8% 95% False False
40 477.59 449.27 28.32 6.0% 3.81 0.8% 74% False False
60 477.59 449.27 28.32 6.0% 3.48 0.7% 74% False False
80 477.59 443.08 34.51 7.3% 3.36 0.7% 79% False False
100 477.59 439.83 37.76 8.0% 3.42 0.7% 81% False False
120 477.59 439.83 37.76 8.0% 3.49 0.7% 81% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.65
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 493.42
2.618 484.88
1.618 479.65
1.000 476.42
0.618 474.42
HIGH 471.19
0.618 469.19
0.500 468.58
0.382 467.96
LOW 465.96
0.618 462.73
1.000 460.73
1.618 457.50
2.618 452.27
4.250 443.73
Fisher Pivots for day following 19-Oct-1994
Pivot 1 day 3 day
R1 469.71 469.71
PP 469.14 469.14
S1 468.58 468.58

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

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