S&P500 Cash Index


Trading Metrics calculated at close of trading on 08-Jan-1993
Day Change Summary
Previous Current
07-Jan-1993 08-Jan-1993 Change Change % Previous Week
Open 434.52 430.73 -3.79 -0.9% 435.70
High 435.46 430.73 -4.73 -1.1% 437.32
Low 429.76 426.88 -2.88 -0.7% 426.88
Close 430.73 429.05 -1.68 -0.4% 429.05
Range 5.70 3.85 -1.85 -32.5% 10.44
ATR 3.01 3.07 0.06 2.0% 0.00
Volume
Daily Pivots for day following 08-Jan-1993
Classic Woodie Camarilla DeMark
R4 440.44 438.59 431.17
R3 436.59 434.74 430.11
R2 432.74 432.74 429.76
R1 430.89 430.89 429.40 429.89
PP 428.89 428.89 428.89 428.39
S1 427.04 427.04 428.70 426.04
S2 425.04 425.04 428.34
S3 421.19 423.19 427.99
S4 417.34 419.34 426.93
Weekly Pivots for week ending 08-Jan-1993
Classic Woodie Camarilla DeMark
R4 462.40 456.17 434.79
R3 451.96 445.73 431.92
R2 441.52 441.52 430.96
R1 435.29 435.29 430.01 433.19
PP 431.08 431.08 431.08 430.03
S1 424.85 424.85 428.09 422.75
S2 420.64 420.64 427.14
S3 410.20 414.41 426.18
S4 399.76 403.97 423.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 437.32 426.88 10.44 2.4% 3.38 0.8% 21% False True
10 442.65 426.88 15.77 3.7% 3.14 0.7% 14% False True
20 442.65 426.88 15.77 3.7% 3.00 0.7% 14% False True
40 442.65 418.31 24.34 5.7% 2.80 0.7% 44% False False
60 442.65 407.43 35.22 8.2% 2.91 0.7% 61% False False
80 442.65 396.80 45.85 10.7% 3.21 0.7% 70% False False
100 442.65 396.80 45.85 10.7% 3.19 0.7% 70% False False
120 442.65 396.80 45.85 10.7% 3.15 0.7% 70% 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
4.250 447.09
2.618 440.81
1.618 436.96
1.000 434.58
0.618 433.11
HIGH 430.73
0.618 429.26
0.500 428.81
0.382 428.35
LOW 426.88
0.618 424.50
1.000 423.03
1.618 420.65
2.618 416.80
4.250 410.52
Fisher Pivots for day following 08-Jan-1993
Pivot 1 day 3 day
R1 428.97 431.17
PP 428.89 430.46
S1 428.81 429.76

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

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