S&P500 Cash Index


Trading Metrics calculated at close of trading on 13-Jan-1993
Day Change Summary
Previous Current
12-Jan-1993 13-Jan-1993 Change Change % Previous Week
Open 430.95 431.03 0.08 0.0% 435.70
High 431.39 433.44 2.05 0.5% 437.32
Low 428.19 429.99 1.80 0.4% 426.88
Close 431.04 433.03 1.99 0.5% 429.05
Range 3.20 3.45 0.25 7.8% 10.44
ATR 3.01 3.04 0.03 1.0% 0.00
Volume
Daily Pivots for day following 13-Jan-1993
Classic Woodie Camarilla DeMark
R4 442.50 441.22 434.93
R3 439.05 437.77 433.98
R2 435.60 435.60 433.66
R1 434.32 434.32 433.35 434.96
PP 432.15 432.15 432.15 432.48
S1 430.87 430.87 432.71 431.51
S2 428.70 428.70 432.40
S3 425.25 427.42 432.08
S4 421.80 423.97 431.13
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% 3.65 0.8% 72% False False
10 439.59 426.88 12.71 2.9% 3.17 0.7% 48% False False
20 442.65 426.88 15.77 3.6% 3.10 0.7% 39% False False
40 442.65 418.31 24.34 5.6% 2.84 0.7% 60% False False
60 442.65 410.66 31.99 7.4% 2.87 0.7% 70% False False
80 442.65 396.80 45.85 10.6% 3.20 0.7% 79% False False
100 442.65 396.80 45.85 10.6% 3.21 0.7% 79% False False
120 442.65 396.80 45.85 10.6% 3.16 0.7% 79% 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 0.62
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 448.10
2.618 442.47
1.618 439.02
1.000 436.89
0.618 435.57
HIGH 433.44
0.618 432.12
0.500 431.72
0.382 431.31
LOW 429.99
0.618 427.86
1.000 426.54
1.618 424.41
2.618 420.96
4.250 415.33
Fisher Pivots for day following 13-Jan-1993
Pivot 1 day 3 day
R1 432.59 432.29
PP 432.15 431.55
S1 431.72 430.82

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

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