S&P500 Cash Index


Trading Metrics calculated at close of trading on 24-Oct-1994
Day Change Summary
Previous Current
21-Oct-1994 24-Oct-1994 Change Change % Previous Week
Open 466.69 464.89 -1.80 -0.4% 469.11
High 466.69 466.37 -0.32 -0.1% 471.19
Low 463.83 460.83 -3.00 -0.6% 463.83
Close 464.89 460.83 -4.06 -0.9% 464.89
Range 2.86 5.54 2.68 93.7% 7.36
ATR 3.86 3.98 0.12 3.1% 0.00
Volume
Daily Pivots for day following 24-Oct-1994
Classic Woodie Camarilla DeMark
R4 479.30 475.60 463.88
R3 473.76 470.06 462.35
R2 468.22 468.22 461.85
R1 464.52 464.52 461.34 463.60
PP 462.68 462.68 462.68 462.22
S1 458.98 458.98 460.32 458.06
S2 457.14 457.14 459.81
S3 451.60 453.44 459.31
S4 446.06 447.90 457.78
Weekly Pivots for week ending 21-Oct-1994
Classic Woodie Camarilla DeMark
R4 488.72 484.16 468.94
R3 481.36 476.80 466.91
R2 474.00 474.00 466.24
R1 469.44 469.44 465.56 468.04
PP 466.64 466.64 466.64 465.94
S1 462.08 462.08 464.22 460.68
S2 459.28 459.28 463.54
S3 451.92 454.72 462.87
S4 444.56 447.36 460.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 471.19 460.83 10.36 2.2% 4.24 0.9% 0% False True
10 471.30 459.04 12.26 2.7% 4.13 0.9% 15% False False
20 471.30 449.27 22.03 4.8% 4.05 0.9% 52% False False
40 477.59 449.27 28.32 6.1% 3.80 0.8% 41% False False
60 477.59 449.27 28.32 6.1% 3.54 0.8% 41% False False
80 477.59 443.58 34.01 7.4% 3.36 0.7% 51% False False
100 477.59 439.83 37.76 8.2% 3.47 0.8% 56% False False
120 477.59 439.83 37.76 8.2% 3.51 0.8% 56% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.67
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 489.92
2.618 480.87
1.618 475.33
1.000 471.91
0.618 469.79
HIGH 466.37
0.618 464.25
0.500 463.60
0.382 462.95
LOW 460.83
0.618 457.41
1.000 455.29
1.618 451.87
2.618 446.33
4.250 437.29
Fisher Pivots for day following 24-Oct-1994
Pivot 1 day 3 day
R1 463.60 465.60
PP 462.68 464.01
S1 461.75 462.42

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

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