S&P500 Cash Index


Trading Metrics calculated at close of trading on 13-Oct-2014
Day Change Summary
Previous Current
10-Oct-2014 13-Oct-2014 Change Change % Previous Week
Open 1,925.63 1,905.65 -19.98 -1.0% 1,970.01
High 1,936.80 1,912.09 -24.71 -1.3% 1,977.84
Low 1,906.05 1,874.14 -31.91 -1.7% 1,906.05
Close 1,906.13 1,874.74 -31.39 -1.6% 1,906.13
Range 30.75 37.95 7.20 23.4% 71.79
ATR 23.24 24.29 1.05 4.5% 0.00
Volume
Daily Pivots for day following 13-Oct-2014
Classic Woodie Camarilla DeMark
R4 2,000.84 1,975.74 1,895.61
R3 1,962.89 1,937.79 1,885.18
R2 1,924.94 1,924.94 1,881.70
R1 1,899.84 1,899.84 1,878.22 1,893.42
PP 1,886.99 1,886.99 1,886.99 1,883.78
S1 1,861.89 1,861.89 1,871.26 1,855.47
S2 1,849.04 1,849.04 1,867.78
S3 1,811.09 1,823.94 1,864.30
S4 1,773.14 1,785.99 1,853.87
Weekly Pivots for week ending 10-Oct-2014
Classic Woodie Camarilla DeMark
R4 2,145.38 2,097.54 1,945.61
R3 2,073.59 2,025.75 1,925.87
R2 2,001.80 2,001.80 1,919.29
R1 1,953.96 1,953.96 1,912.71 1,941.99
PP 1,930.01 1,930.01 1,930.01 1,924.02
S1 1,882.17 1,882.17 1,899.55 1,870.20
S2 1,858.22 1,858.22 1,892.97
S3 1,786.43 1,810.38 1,886.39
S4 1,714.64 1,738.59 1,866.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,970.36 1,874.14 96.22 5.1% 36.28 1.9% 1% False True
10 1,985.17 1,874.14 111.03 5.9% 29.57 1.6% 1% False True
20 2,019.26 1,874.14 145.12 7.7% 23.87 1.3% 0% False True
40 2,019.26 1,874.14 145.12 7.7% 17.63 0.9% 0% False True
60 2,019.26 1,874.14 145.12 7.7% 17.07 0.9% 0% False True
80 2,019.26 1,874.14 145.12 7.7% 15.87 0.8% 0% False True
100 2,019.26 1,874.14 145.12 7.7% 14.73 0.8% 0% False True
120 2,019.26 1,850.61 168.65 9.0% 14.84 0.8% 14% 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 4.92
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,073.38
2.618 2,011.44
1.618 1,973.49
1.000 1,950.04
0.618 1,935.54
HIGH 1,912.09
0.618 1,897.59
0.500 1,893.12
0.382 1,888.64
LOW 1,874.14
0.618 1,850.69
1.000 1,836.19
1.618 1,812.74
2.618 1,774.79
4.250 1,712.85
Fisher Pivots for day following 13-Oct-2014
Pivot 1 day 3 day
R1 1,893.12 1,920.91
PP 1,886.99 1,905.52
S1 1,880.87 1,890.13

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

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