S&P500 Cash Index


Trading Metrics calculated at close of trading on 04-Jan-1993
Day Change Summary
Previous Current
31-Dec-1992 04-Jan-1993 Change Change % Previous Week
Open 438.82 435.70 -3.12 -0.7% 439.77
High 439.59 437.32 -2.27 -0.5% 442.65
Low 435.71 434.48 -1.23 -0.3% 435.71
Close 435.71 435.38 -0.33 -0.1% 435.71
Range 3.88 2.84 -1.04 -26.8% 6.94
ATR 2.89 2.89 0.00 -0.1% 0.00
Volume
Daily Pivots for day following 04-Jan-1993
Classic Woodie Camarilla DeMark
R4 444.25 442.65 436.94
R3 441.41 439.81 436.16
R2 438.57 438.57 435.90
R1 436.97 436.97 435.64 436.35
PP 435.73 435.73 435.73 435.42
S1 434.13 434.13 435.12 433.51
S2 432.89 432.89 434.86
S3 430.05 431.29 434.60
S4 427.21 428.45 433.82
Weekly Pivots for week ending 01-Jan-1993
Classic Woodie Camarilla DeMark
R4 458.84 454.22 439.53
R3 451.90 447.28 437.62
R2 444.96 444.96 436.98
R1 440.34 440.34 436.35 439.18
PP 438.02 438.02 438.02 437.45
S1 433.40 433.40 435.07 432.24
S2 431.08 431.08 434.44
S3 424.14 426.46 433.80
S4 417.20 419.52 431.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 442.65 434.48 8.17 1.9% 3.31 0.8% 11% False True
10 442.65 434.48 8.17 1.9% 3.02 0.7% 11% False True
20 442.65 429.74 12.91 3.0% 2.89 0.7% 44% False False
40 442.65 415.58 27.07 6.2% 2.68 0.6% 73% False False
60 442.65 402.42 40.23 9.2% 2.97 0.7% 82% False False
80 442.65 396.80 45.85 10.5% 3.24 0.7% 84% False False
100 442.65 396.80 45.85 10.5% 3.17 0.7% 84% False False
120 442.65 396.80 45.85 10.5% 3.15 0.7% 84% 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 0.62
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 449.39
2.618 444.76
1.618 441.92
1.000 440.16
0.618 439.08
HIGH 437.32
0.618 436.24
0.500 435.90
0.382 435.56
LOW 434.48
0.618 432.72
1.000 431.64
1.618 429.88
2.618 427.04
4.250 422.41
Fisher Pivots for day following 04-Jan-1993
Pivot 1 day 3 day
R1 435.90 437.04
PP 435.73 436.48
S1 435.55 435.93

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

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