S&P500 Cash Index


Trading Metrics calculated at close of trading on 01-Feb-1993
Day Change Summary
Previous Current
29-Jan-1993 01-Feb-1993 Change Change % Previous Week
Open 438.67 438.79 0.12 0.0% 436.11
High 438.93 442.52 3.59 0.8% 442.66
Low 436.91 438.79 1.88 0.4% 436.11
Close 438.78 442.52 3.74 0.9% 438.78
Range 2.02 3.73 1.71 84.7% 6.55
ATR 2.90 2.96 0.06 2.1% 0.00
Volume
Daily Pivots for day following 01-Feb-1993
Classic Woodie Camarilla DeMark
R4 452.47 451.22 444.57
R3 448.74 447.49 443.55
R2 445.01 445.01 443.20
R1 443.76 443.76 442.86 444.39
PP 441.28 441.28 441.28 441.59
S1 440.03 440.03 442.18 440.66
S2 437.55 437.55 441.84
S3 433.82 436.30 441.49
S4 430.09 432.57 440.47
Weekly Pivots for week ending 29-Jan-1993
Classic Woodie Camarilla DeMark
R4 458.83 455.36 442.38
R3 452.28 448.81 440.58
R2 445.73 445.73 439.98
R1 442.26 442.26 439.38 444.00
PP 439.18 439.18 439.18 440.05
S1 435.71 435.71 438.18 437.45
S2 432.63 432.63 437.58
S3 426.08 429.16 436.98
S4 419.53 422.61 435.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 442.66 436.82 5.84 1.3% 2.79 0.6% 98% False False
10 442.66 432.48 10.18 2.3% 2.99 0.7% 99% False False
20 442.66 426.88 15.78 3.6% 3.02 0.7% 99% False False
40 442.66 426.88 15.78 3.6% 2.95 0.7% 99% False False
60 442.66 415.58 27.08 6.1% 2.79 0.6% 99% False False
80 442.66 402.42 40.24 9.1% 2.98 0.7% 100% False False
100 442.66 396.80 45.86 10.4% 3.20 0.7% 100% False False
120 442.66 396.80 45.86 10.4% 3.14 0.7% 100% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 458.37
2.618 452.29
1.618 448.56
1.000 446.25
0.618 444.83
HIGH 442.52
0.618 441.10
0.500 440.66
0.382 440.21
LOW 438.79
0.618 436.48
1.000 435.06
1.618 432.75
2.618 429.02
4.250 422.94
Fisher Pivots for day following 01-Feb-1993
Pivot 1 day 3 day
R1 441.90 441.59
PP 441.28 440.65
S1 440.66 439.72

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

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