S&P500 Cash Index


Trading Metrics calculated at close of trading on 02-Feb-1993
Day Change Summary
Previous Current
01-Feb-1993 02-Feb-1993 Change Change % Previous Week
Open 438.79 442.52 3.73 0.9% 436.11
High 442.52 442.87 0.35 0.1% 442.66
Low 438.79 440.76 1.97 0.4% 436.11
Close 442.52 442.56 0.04 0.0% 438.78
Range 3.73 2.11 -1.62 -43.4% 6.55
ATR 2.96 2.90 -0.06 -2.0% 0.00
Volume
Daily Pivots for day following 02-Feb-1993
Classic Woodie Camarilla DeMark
R4 448.39 447.59 443.72
R3 446.28 445.48 443.14
R2 444.17 444.17 442.95
R1 443.37 443.37 442.75 443.77
PP 442.06 442.06 442.06 442.27
S1 441.26 441.26 442.37 441.66
S2 439.95 439.95 442.17
S3 437.84 439.15 441.98
S4 435.73 437.04 441.40
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
5 442.87 436.82 6.05 1.4% 2.58 0.6% 95% True False
10 442.87 432.48 10.39 2.3% 2.89 0.7% 97% True False
20 442.87 426.88 15.99 3.6% 3.03 0.7% 98% True False
40 442.87 426.88 15.99 3.6% 2.93 0.7% 98% True False
60 442.87 416.79 26.08 5.9% 2.78 0.6% 99% True False
80 442.87 402.42 40.45 9.1% 2.96 0.7% 99% True False
100 442.87 396.80 46.07 10.4% 3.18 0.7% 99% True False
120 442.87 396.80 46.07 10.4% 3.13 0.7% 99% 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 0.40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 451.84
2.618 448.39
1.618 446.28
1.000 444.98
0.618 444.17
HIGH 442.87
0.618 442.06
0.500 441.82
0.382 441.57
LOW 440.76
0.618 439.46
1.000 438.65
1.618 437.35
2.618 435.24
4.250 431.79
Fisher Pivots for day following 02-Feb-1993
Pivot 1 day 3 day
R1 442.31 441.67
PP 442.06 440.78
S1 441.82 439.89

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

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