S&P500 Cash Index


Trading Metrics calculated at close of trading on 12-Jan-1993
Day Change Summary
Previous Current
11-Jan-1993 12-Jan-1993 Change Change % Previous Week
Open 429.04 430.95 1.91 0.4% 435.70
High 431.04 431.39 0.35 0.1% 437.32
Low 429.01 428.19 -0.82 -0.2% 426.88
Close 430.95 431.04 0.09 0.0% 429.05
Range 2.03 3.20 1.17 57.6% 10.44
ATR 2.99 3.01 0.01 0.5% 0.00
Volume
Daily Pivots for day following 12-Jan-1993
Classic Woodie Camarilla DeMark
R4 439.81 438.62 432.80
R3 436.61 435.42 431.92
R2 433.41 433.41 431.63
R1 432.22 432.22 431.33 432.82
PP 430.21 430.21 430.21 430.50
S1 429.02 429.02 430.75 429.62
S2 427.01 427.01 430.45
S3 423.81 425.82 430.16
S4 420.61 422.62 429.28
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
5 435.46 426.88 8.58 2.0% 3.49 0.8% 48% False False
10 442.65 426.88 15.77 3.7% 3.33 0.8% 26% False False
20 442.65 426.88 15.77 3.7% 3.05 0.7% 26% False False
40 442.65 418.31 24.34 5.6% 2.80 0.6% 52% False False
60 442.65 407.43 35.22 8.2% 2.88 0.7% 67% False False
80 442.65 396.80 45.85 10.6% 3.19 0.7% 75% False False
100 442.65 396.80 45.85 10.6% 3.19 0.7% 75% False False
120 442.65 396.80 45.85 10.6% 3.15 0.7% 75% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.67
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 444.99
2.618 439.77
1.618 436.57
1.000 434.59
0.618 433.37
HIGH 431.39
0.618 430.17
0.500 429.79
0.382 429.41
LOW 428.19
0.618 426.21
1.000 424.99
1.618 423.01
2.618 419.81
4.250 414.59
Fisher Pivots for day following 12-Jan-1993
Pivot 1 day 3 day
R1 430.62 430.41
PP 430.21 429.77
S1 429.79 429.14

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

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