S&P500 Cash Index


Trading Metrics calculated at close of trading on 07-Jan-1993
Day Change Summary
Previous Current
06-Jan-1993 07-Jan-1993 Change Change % Previous Week
Open 434.34 434.52 0.18 0.0% 439.77
High 435.17 435.46 0.29 0.1% 442.65
Low 432.52 429.76 -2.76 -0.6% 435.71
Close 434.50 430.73 -3.77 -0.9% 435.71
Range 2.65 5.70 3.05 115.1% 6.94
ATR 2.80 3.01 0.21 7.4% 0.00
Volume
Daily Pivots for day following 07-Jan-1993
Classic Woodie Camarilla DeMark
R4 449.08 445.61 433.87
R3 443.38 439.91 432.30
R2 437.68 437.68 431.78
R1 434.21 434.21 431.25 433.10
PP 431.98 431.98 431.98 431.43
S1 428.51 428.51 430.21 427.40
S2 426.28 426.28 429.69
S3 420.58 422.81 429.16
S4 414.88 417.11 427.60
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
5 439.59 429.76 9.83 2.3% 3.38 0.8% 10% False True
10 442.65 429.76 12.89 3.0% 2.96 0.7% 8% False True
20 442.65 429.76 12.89 3.0% 2.96 0.7% 8% False True
40 442.65 417.98 24.67 5.7% 2.75 0.6% 52% False False
60 442.65 406.83 35.82 8.3% 2.91 0.7% 67% False False
80 442.65 396.80 45.85 10.6% 3.23 0.7% 74% False False
100 442.65 396.80 45.85 10.6% 3.18 0.7% 74% False False
120 442.65 396.80 45.85 10.6% 3.16 0.7% 74% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.70
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 459.69
2.618 450.38
1.618 444.68
1.000 441.16
0.618 438.98
HIGH 435.46
0.618 433.28
0.500 432.61
0.382 431.94
LOW 429.76
0.618 426.24
1.000 424.06
1.618 420.54
2.618 414.84
4.250 405.54
Fisher Pivots for day following 07-Jan-1993
Pivot 1 day 3 day
R1 432.61 432.61
PP 431.98 431.98
S1 431.36 431.36

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

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