S&P500 Cash Index


Trading Metrics calculated at close of trading on 06-Jan-1993
Day Change Summary
Previous Current
05-Jan-1993 06-Jan-1993 Change Change % Previous Week
Open 435.38 434.34 -1.04 -0.2% 439.77
High 435.40 435.17 -0.23 -0.1% 442.65
Low 433.55 432.52 -1.03 -0.2% 435.71
Close 434.34 434.50 0.16 0.0% 435.71
Range 1.85 2.65 0.80 43.2% 6.94
ATR 2.81 2.80 -0.01 -0.4% 0.00
Volume
Daily Pivots for day following 06-Jan-1993
Classic Woodie Camarilla DeMark
R4 442.01 440.91 435.96
R3 439.36 438.26 435.23
R2 436.71 436.71 434.99
R1 435.61 435.61 434.74 436.16
PP 434.06 434.06 434.06 434.34
S1 432.96 432.96 434.26 433.51
S2 431.41 431.41 434.01
S3 428.76 430.31 433.77
S4 426.11 427.66 433.04
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
5 439.59 432.52 7.07 1.6% 2.69 0.6% 28% False True
10 442.65 432.52 10.13 2.3% 2.73 0.6% 20% False True
20 442.65 430.88 11.77 2.7% 2.79 0.6% 31% False False
40 442.65 416.79 25.86 6.0% 2.69 0.6% 68% False False
60 442.65 402.66 39.99 9.2% 2.89 0.7% 80% False False
80 442.65 396.80 45.85 10.6% 3.23 0.7% 82% False False
100 442.65 396.80 45.85 10.6% 3.15 0.7% 82% False False
120 442.65 396.80 45.85 10.6% 3.15 0.7% 82% 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 0.70
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 446.43
2.618 442.11
1.618 439.46
1.000 437.82
0.618 436.81
HIGH 435.17
0.618 434.16
0.500 433.85
0.382 433.53
LOW 432.52
0.618 430.88
1.000 429.87
1.618 428.23
2.618 425.58
4.250 421.26
Fisher Pivots for day following 06-Jan-1993
Pivot 1 day 3 day
R1 434.28 434.92
PP 434.06 434.78
S1 433.85 434.64

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

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