S&P500 Cash Index


Trading Metrics calculated at close of trading on 25-Jan-1993
Day Change Summary
Previous Current
22-Jan-1993 25-Jan-1993 Change Change % Previous Week
Open 435.49 436.11 0.62 0.1% 437.13
High 437.81 440.53 2.72 0.6% 437.81
Low 435.49 436.11 0.62 0.1% 432.48
Close 436.11 440.01 3.90 0.9% 436.11
Range 2.32 4.42 2.10 90.5% 5.33
ATR 2.93 3.03 0.11 3.6% 0.00
Volume
Daily Pivots for day following 25-Jan-1993
Classic Woodie Camarilla DeMark
R4 452.14 450.50 442.44
R3 447.72 446.08 441.23
R2 443.30 443.30 440.82
R1 441.66 441.66 440.42 442.48
PP 438.88 438.88 438.88 439.30
S1 437.24 437.24 439.60 438.06
S2 434.46 434.46 439.20
S3 430.04 432.82 438.79
S4 425.62 428.40 437.58
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
5 440.53 432.48 8.05 1.8% 3.20 0.7% 94% True False
10 440.53 428.19 12.34 2.8% 3.04 0.7% 96% True False
20 442.65 426.88 15.77 3.6% 3.15 0.7% 83% False False
40 442.65 426.88 15.77 3.6% 2.90 0.7% 83% False False
60 442.65 415.58 27.07 6.2% 2.85 0.6% 90% False False
80 442.65 396.80 45.85 10.4% 3.20 0.7% 94% False False
100 442.65 396.80 45.85 10.4% 3.18 0.7% 94% False False
120 442.65 396.80 45.85 10.4% 3.15 0.7% 94% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 459.32
2.618 452.10
1.618 447.68
1.000 444.95
0.618 443.26
HIGH 440.53
0.618 438.84
0.500 438.32
0.382 437.80
LOW 436.11
0.618 433.38
1.000 431.69
1.618 428.96
2.618 424.54
4.250 417.33
Fisher Pivots for day following 25-Jan-1993
Pivot 1 day 3 day
R1 439.45 438.84
PP 438.88 437.67
S1 438.32 436.51

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

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