S&P500 Cash Index


Trading Metrics calculated at close of trading on 18-Jan-1993
Day Change Summary
Previous Current
15-Jan-1993 18-Jan-1993 Change Change % Previous Week
Open 435.87 437.13 1.26 0.3% 429.04
High 439.49 437.13 -2.36 -0.5% 439.49
Low 435.84 435.92 0.08 0.0% 428.19
Close 437.15 436.84 -0.31 -0.1% 437.15
Range 3.65 1.21 -2.44 -66.8% 11.30
ATR 3.08 2.95 -0.13 -4.3% 0.00
Volume
Daily Pivots for day following 18-Jan-1993
Classic Woodie Camarilla DeMark
R4 440.26 439.76 437.51
R3 439.05 438.55 437.17
R2 437.84 437.84 437.06
R1 437.34 437.34 436.95 436.99
PP 436.63 436.63 436.63 436.45
S1 436.13 436.13 436.73 435.78
S2 435.42 435.42 436.62
S3 434.21 434.92 436.51
S4 433.00 433.71 436.17
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% 2.88 0.7% 77% False False
10 439.49 426.88 12.61 2.9% 3.05 0.7% 79% False False
20 442.65 426.88 15.77 3.6% 3.03 0.7% 63% False False
40 442.65 422.50 20.15 4.6% 2.81 0.6% 71% False False
60 442.65 413.10 29.55 6.8% 2.84 0.7% 80% False False
80 442.65 396.80 45.85 10.5% 3.19 0.7% 87% False False
100 442.65 396.80 45.85 10.5% 3.14 0.7% 87% False False
120 442.65 396.80 45.85 10.5% 3.14 0.7% 87% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 442.27
2.618 440.30
1.618 439.09
1.000 438.34
0.618 437.88
HIGH 437.13
0.618 436.67
0.500 436.53
0.382 436.38
LOW 435.92
0.618 435.17
1.000 434.71
1.618 433.96
2.618 432.75
4.250 430.78
Fisher Pivots for day following 18-Jan-1993
Pivot 1 day 3 day
R1 436.74 436.66
PP 436.63 436.47
S1 436.53 436.29

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

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