S&P500 Cash Index


Trading Metrics calculated at close of trading on 19-Jan-1993
Day Change Summary
Previous Current
18-Jan-1993 19-Jan-1993 Change Change % Previous Week
Open 437.13 436.84 -0.29 -0.1% 429.04
High 437.13 437.70 0.57 0.1% 439.49
Low 435.92 434.59 -1.33 -0.3% 428.19
Close 436.84 435.13 -1.71 -0.4% 437.15
Range 1.21 3.11 1.90 157.0% 11.30
ATR 2.95 2.96 0.01 0.4% 0.00
Volume
Daily Pivots for day following 19-Jan-1993
Classic Woodie Camarilla DeMark
R4 445.14 443.24 436.84
R3 442.03 440.13 435.99
R2 438.92 438.92 435.70
R1 437.02 437.02 435.42 436.42
PP 435.81 435.81 435.81 435.50
S1 433.91 433.91 434.84 433.31
S2 432.70 432.70 434.56
S3 429.59 430.80 434.27
S4 426.48 427.69 433.42
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
5 439.49 429.99 9.50 2.2% 2.86 0.7% 54% False False
10 439.49 426.88 12.61 2.9% 3.17 0.7% 65% False False
20 442.65 426.88 15.77 3.6% 2.90 0.7% 52% False False
40 442.65 423.61 19.04 4.4% 2.86 0.7% 61% False False
60 442.65 413.68 28.97 6.7% 2.83 0.7% 74% False False
80 442.65 396.80 45.85 10.5% 3.21 0.7% 84% False False
100 442.65 396.80 45.85 10.5% 3.14 0.7% 84% False False
120 442.65 396.80 45.85 10.5% 3.12 0.7% 84% 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 0.42
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 450.92
2.618 445.84
1.618 442.73
1.000 440.81
0.618 439.62
HIGH 437.70
0.618 436.51
0.500 436.15
0.382 435.78
LOW 434.59
0.618 432.67
1.000 431.48
1.618 429.56
2.618 426.45
4.250 421.37
Fisher Pivots for day following 19-Jan-1993
Pivot 1 day 3 day
R1 436.15 437.04
PP 435.81 436.40
S1 435.47 435.77

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

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