S&P500 Cash Index


Trading Metrics calculated at close of trading on 20-Jan-1993
Day Change Summary
Previous Current
19-Jan-1993 20-Jan-1993 Change Change % Previous Week
Open 436.84 435.14 -1.70 -0.4% 429.04
High 437.70 436.23 -1.47 -0.3% 439.49
Low 434.59 433.37 -1.22 -0.3% 428.19
Close 435.13 433.37 -1.76 -0.4% 437.15
Range 3.11 2.86 -0.25 -8.0% 11.30
ATR 2.96 2.95 -0.01 -0.2% 0.00
Volume
Daily Pivots for day following 20-Jan-1993
Classic Woodie Camarilla DeMark
R4 442.90 441.00 434.94
R3 440.04 438.14 434.16
R2 437.18 437.18 433.89
R1 435.28 435.28 433.63 434.80
PP 434.32 434.32 434.32 434.09
S1 432.42 432.42 433.11 431.94
S2 431.46 431.46 432.85
S3 428.60 429.56 432.58
S4 425.74 426.70 431.80
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
5 439.49 433.08 6.41 1.5% 2.74 0.6% 5% False False
10 439.49 426.88 12.61 2.9% 3.19 0.7% 51% False False
20 442.65 426.88 15.77 3.6% 2.96 0.7% 41% False False
40 442.65 424.83 17.82 4.1% 2.85 0.7% 48% False False
60 442.65 413.71 28.94 6.7% 2.84 0.7% 68% False False
80 442.65 396.80 45.85 10.6% 3.17 0.7% 80% False False
100 442.65 396.80 45.85 10.6% 3.14 0.7% 80% False False
120 442.65 396.80 45.85 10.6% 3.12 0.7% 80% 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 0.44
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 448.39
2.618 443.72
1.618 440.86
1.000 439.09
0.618 438.00
HIGH 436.23
0.618 435.14
0.500 434.80
0.382 434.46
LOW 433.37
0.618 431.60
1.000 430.51
1.618 428.74
2.618 425.88
4.250 421.22
Fisher Pivots for day following 20-Jan-1993
Pivot 1 day 3 day
R1 434.80 435.54
PP 434.32 434.81
S1 433.85 434.09

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

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