S&P500 Cash Index


Trading Metrics calculated at close of trading on 26-Jan-1993
Day Change Summary
Previous Current
25-Jan-1993 26-Jan-1993 Change Change % Previous Week
Open 436.11 440.05 3.94 0.9% 437.13
High 440.53 442.66 2.13 0.5% 437.81
Low 436.11 439.54 3.43 0.8% 432.48
Close 440.01 439.95 -0.06 0.0% 436.11
Range 4.42 3.12 -1.30 -29.4% 5.33
ATR 3.03 3.04 0.01 0.2% 0.00
Volume
Daily Pivots for day following 26-Jan-1993
Classic Woodie Camarilla DeMark
R4 450.08 448.13 441.67
R3 446.96 445.01 440.81
R2 443.84 443.84 440.52
R1 441.89 441.89 440.24 441.31
PP 440.72 440.72 440.72 440.42
S1 438.77 438.77 439.66 438.19
S2 437.60 437.60 439.38
S3 434.48 435.65 439.09
S4 431.36 432.53 438.23
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
5 442.66 432.48 10.18 2.3% 3.20 0.7% 73% True False
10 442.66 429.99 12.67 2.9% 3.03 0.7% 79% True False
20 442.66 426.88 15.78 3.6% 3.18 0.7% 83% True False
40 442.66 426.88 15.78 3.6% 2.91 0.7% 83% True False
60 442.66 415.58 27.08 6.2% 2.88 0.7% 90% True False
80 442.66 396.80 45.86 10.4% 3.20 0.7% 94% True False
100 442.66 396.80 45.86 10.4% 3.19 0.7% 94% True False
120 442.66 396.80 45.86 10.4% 3.16 0.7% 94% True 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
4.250 455.92
2.618 450.83
1.618 447.71
1.000 445.78
0.618 444.59
HIGH 442.66
0.618 441.47
0.500 441.10
0.382 440.73
LOW 439.54
0.618 437.61
1.000 436.42
1.618 434.49
2.618 431.37
4.250 426.28
Fisher Pivots for day following 26-Jan-1993
Pivot 1 day 3 day
R1 441.10 439.66
PP 440.72 439.37
S1 440.33 439.08

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

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