S&P500 Cash Index


Trading Metrics calculated at close of trading on 27-Jan-1993
Day Change Summary
Previous Current
26-Jan-1993 27-Jan-1993 Change Change % Previous Week
Open 440.05 439.95 -0.10 0.0% 437.13
High 442.66 440.04 -2.62 -0.6% 437.81
Low 439.54 436.82 -2.72 -0.6% 432.48
Close 439.95 438.10 -1.85 -0.4% 436.11
Range 3.12 3.22 0.10 3.2% 5.33
ATR 3.04 3.05 0.01 0.4% 0.00
Volume
Daily Pivots for day following 27-Jan-1993
Classic Woodie Camarilla DeMark
R4 447.98 446.26 439.87
R3 444.76 443.04 438.99
R2 441.54 441.54 438.69
R1 439.82 439.82 438.40 439.07
PP 438.32 438.32 438.32 437.95
S1 436.60 436.60 437.80 435.85
S2 435.10 435.10 437.51
S3 431.88 433.38 437.21
S4 428.66 430.16 436.33
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% 3.27 0.7% 55% False False
10 442.66 432.48 10.18 2.3% 3.01 0.7% 55% False False
20 442.66 426.88 15.78 3.6% 3.09 0.7% 71% False False
40 442.66 426.88 15.78 3.6% 2.93 0.7% 71% False False
60 442.66 415.58 27.08 6.2% 2.89 0.7% 83% False False
80 442.66 396.80 45.86 10.5% 3.16 0.7% 90% False False
100 442.66 396.80 45.86 10.5% 3.19 0.7% 90% False False
120 442.66 396.80 45.86 10.5% 3.17 0.7% 90% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.35
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 453.73
2.618 448.47
1.618 445.25
1.000 443.26
0.618 442.03
HIGH 440.04
0.618 438.81
0.500 438.43
0.382 438.05
LOW 436.82
0.618 434.83
1.000 433.60
1.618 431.61
2.618 428.39
4.250 423.14
Fisher Pivots for day following 27-Jan-1993
Pivot 1 day 3 day
R1 438.43 439.39
PP 438.32 438.96
S1 438.21 438.53

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

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