S&P500 Cash Index


Trading Metrics calculated at close of trading on 22-Jan-1993
Day Change Summary
Previous Current
21-Jan-1993 22-Jan-1993 Change Change % Previous Week
Open 433.37 435.49 2.12 0.5% 437.13
High 435.75 437.81 2.06 0.5% 437.81
Low 432.48 435.49 3.01 0.7% 432.48
Close 435.49 436.11 0.62 0.1% 436.11
Range 3.27 2.32 -0.95 -29.1% 5.33
ATR 2.97 2.93 -0.05 -1.6% 0.00
Volume
Daily Pivots for day following 22-Jan-1993
Classic Woodie Camarilla DeMark
R4 443.43 442.09 437.39
R3 441.11 439.77 436.75
R2 438.79 438.79 436.54
R1 437.45 437.45 436.32 438.12
PP 436.47 436.47 436.47 436.81
S1 435.13 435.13 435.90 435.80
S2 434.15 434.15 435.68
S3 431.83 432.81 435.47
S4 429.51 430.49 434.83
Weekly Pivots for week ending 22-Jan-1993
Classic Woodie Camarilla DeMark
R4 451.46 449.11 439.04
R3 446.13 443.78 437.58
R2 440.80 440.80 437.09
R1 438.45 438.45 436.60 436.96
PP 435.47 435.47 435.47 434.72
S1 433.12 433.12 435.62 431.63
S2 430.14 430.14 435.13
S3 424.81 427.79 434.64
S4 419.48 422.46 433.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 437.81 432.48 5.33 1.2% 2.55 0.6% 68% True False
10 439.49 428.19 11.30 2.6% 2.80 0.6% 70% False False
20 442.65 426.88 15.77 3.6% 2.97 0.7% 59% False False
40 442.65 426.88 15.77 3.6% 2.83 0.6% 59% False False
60 442.65 415.58 27.07 6.2% 2.82 0.6% 76% False False
80 442.65 396.80 45.85 10.5% 3.17 0.7% 86% False False
100 442.65 396.80 45.85 10.5% 3.17 0.7% 86% False False
120 442.65 396.80 45.85 10.5% 3.13 0.7% 86% False False
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 447.67
2.618 443.88
1.618 441.56
1.000 440.13
0.618 439.24
HIGH 437.81
0.618 436.92
0.500 436.65
0.382 436.38
LOW 435.49
0.618 434.06
1.000 433.17
1.618 431.74
2.618 429.42
4.250 425.63
Fisher Pivots for day following 22-Jan-1993
Pivot 1 day 3 day
R1 436.65 435.79
PP 436.47 435.47
S1 436.29 435.15

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

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