S&P500 Cash Index


Trading Metrics calculated at close of trading on 15-Jan-1993
Day Change Summary
Previous Current
14-Jan-1993 15-Jan-1993 Change Change % Previous Week
Open 433.08 435.87 2.79 0.6% 429.04
High 435.96 439.49 3.53 0.8% 439.49
Low 433.08 435.84 2.76 0.6% 428.19
Close 435.94 437.15 1.21 0.3% 437.15
Range 2.88 3.65 0.77 26.7% 11.30
ATR 3.03 3.08 0.04 1.5% 0.00
Volume
Daily Pivots for day following 15-Jan-1993
Classic Woodie Camarilla DeMark
R4 448.44 446.45 439.16
R3 444.79 442.80 438.15
R2 441.14 441.14 437.82
R1 439.15 439.15 437.48 440.15
PP 437.49 437.49 437.49 437.99
S1 435.50 435.50 436.82 436.50
S2 433.84 433.84 436.48
S3 430.19 431.85 436.15
S4 426.54 428.20 435.14
Weekly Pivots for week ending 15-Jan-1993
Classic Woodie Camarilla DeMark
R4 468.84 464.30 443.37
R3 457.54 453.00 440.26
R2 446.24 446.24 439.22
R1 441.70 441.70 438.19 443.97
PP 434.94 434.94 434.94 436.08
S1 430.40 430.40 436.11 432.67
S2 423.64 423.64 435.08
S3 412.34 419.10 434.04
S4 401.04 407.80 430.94
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 439.49 428.19 11.30 2.6% 3.04 0.7% 79% True False
10 439.49 426.88 12.61 2.9% 3.21 0.7% 81% True False
20 442.65 426.88 15.77 3.6% 3.17 0.7% 65% False False
40 442.65 419.24 23.41 5.4% 2.88 0.7% 77% False False
60 442.65 413.10 29.55 6.8% 2.85 0.7% 81% False False
80 442.65 396.80 45.85 10.5% 3.19 0.7% 88% False False
100 442.65 396.80 45.85 10.5% 3.16 0.7% 88% False False
120 442.65 396.80 45.85 10.5% 3.18 0.7% 88% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 455.00
2.618 449.05
1.618 445.40
1.000 443.14
0.618 441.75
HIGH 439.49
0.618 438.10
0.500 437.67
0.382 437.23
LOW 435.84
0.618 433.58
1.000 432.19
1.618 429.93
2.618 426.28
4.250 420.33
Fisher Pivots for day following 15-Jan-1993
Pivot 1 day 3 day
R1 437.67 436.35
PP 437.49 435.54
S1 437.32 434.74

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

View Archives - Comment on this page... - Back to Index of Symbols