S&P500 Cash Index


Trading Metrics calculated at close of trading on 14-Jan-1993
Day Change Summary
Previous Current
13-Jan-1993 14-Jan-1993 Change Change % Previous Week
Open 431.03 433.08 2.05 0.5% 435.70
High 433.44 435.96 2.52 0.6% 437.32
Low 429.99 433.08 3.09 0.7% 426.88
Close 433.03 435.94 2.91 0.7% 429.05
Range 3.45 2.88 -0.57 -16.5% 10.44
ATR 3.04 3.03 -0.01 -0.3% 0.00
Volume
Daily Pivots for day following 14-Jan-1993
Classic Woodie Camarilla DeMark
R4 443.63 442.67 437.52
R3 440.75 439.79 436.73
R2 437.87 437.87 436.47
R1 436.91 436.91 436.20 437.39
PP 434.99 434.99 434.99 435.24
S1 434.03 434.03 435.68 434.51
S2 432.11 432.11 435.41
S3 429.23 431.15 435.15
S4 426.35 428.27 434.36
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
5 435.96 426.88 9.08 2.1% 3.08 0.7% 100% True False
10 439.59 426.88 12.71 2.9% 3.23 0.7% 71% False False
20 442.65 426.88 15.77 3.6% 3.16 0.7% 57% False False
40 442.65 418.31 24.34 5.6% 2.86 0.7% 72% False False
60 442.65 413.10 29.55 6.8% 2.85 0.7% 77% False False
80 442.65 396.80 45.85 10.5% 3.21 0.7% 85% False False
100 442.65 396.80 45.85 10.5% 3.17 0.7% 85% False False
120 442.65 396.80 45.85 10.5% 3.16 0.7% 85% 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 0.53
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 448.20
2.618 443.50
1.618 440.62
1.000 438.84
0.618 437.74
HIGH 435.96
0.618 434.86
0.500 434.52
0.382 434.18
LOW 433.08
0.618 431.30
1.000 430.20
1.618 428.42
2.618 425.54
4.250 420.84
Fisher Pivots for day following 14-Jan-1993
Pivot 1 day 3 day
R1 435.47 434.65
PP 434.99 433.36
S1 434.52 432.08

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

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