S&P500 Cash Index


Trading Metrics calculated at close of trading on 28-Nov-1994
Day Change Summary
Previous Current
25-Nov-1994 28-Nov-1994 Change Change % Previous Week
Open 449.94 452.26 2.32 0.5% 461.69
High 452.86 454.16 1.30 0.3% 463.41
Low 449.94 451.04 1.10 0.2% 444.18
Close 452.29 454.16 1.87 0.4% 452.29
Range 2.92 3.12 0.20 6.8% 19.23
ATR 4.41 4.32 -0.09 -2.1% 0.00
Volume
Daily Pivots for day following 28-Nov-1994
Classic Woodie Camarilla DeMark
R4 462.48 461.44 455.88
R3 459.36 458.32 455.02
R2 456.24 456.24 454.73
R1 455.20 455.20 454.45 455.72
PP 453.12 453.12 453.12 453.38
S1 452.08 452.08 453.87 452.60
S2 450.00 450.00 453.59
S3 446.88 448.96 453.30
S4 443.76 445.84 452.44
Weekly Pivots for week ending 25-Nov-1994
Classic Woodie Camarilla DeMark
R4 510.98 500.87 462.87
R3 491.75 481.64 457.58
R2 472.52 472.52 455.82
R1 462.41 462.41 454.05 457.85
PP 453.29 453.29 453.29 451.02
S1 443.18 443.18 450.53 438.62
S2 434.06 434.06 448.76
S3 414.83 423.95 447.00
S4 395.60 404.72 441.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 463.41 444.18 19.23 4.2% 5.24 1.2% 52% False False
10 468.51 444.18 24.33 5.4% 4.13 0.9% 41% False False
20 474.70 444.18 30.52 6.7% 4.10 0.9% 33% False False
40 474.70 444.18 30.52 6.7% 4.18 0.9% 33% False False
60 474.89 444.18 30.71 6.8% 3.97 0.9% 32% False False
80 477.59 444.18 33.41 7.4% 3.76 0.8% 30% False False
100 477.59 444.18 33.41 7.4% 3.57 0.8% 30% False False
120 477.59 439.83 37.76 8.3% 3.61 0.8% 38% 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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.67
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 467.42
2.618 462.33
1.618 459.21
1.000 457.28
0.618 456.09
HIGH 454.16
0.618 452.97
0.500 452.60
0.382 452.23
LOW 451.04
0.618 449.11
1.000 447.92
1.618 445.99
2.618 442.87
4.250 437.78
Fisher Pivots for day following 28-Nov-1994
Pivot 1 day 3 day
R1 453.64 452.50
PP 453.12 450.83
S1 452.60 449.17

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

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