S&P500 Cash Index


Trading Metrics calculated at close of trading on 03-Feb-1993
Day Change Summary
Previous Current
02-Feb-1993 03-Feb-1993 Change Change % Previous Week
Open 442.52 442.56 0.04 0.0% 436.11
High 442.87 447.35 4.48 1.0% 442.66
Low 440.76 442.56 1.80 0.4% 436.11
Close 442.56 447.20 4.64 1.0% 438.78
Range 2.11 4.79 2.68 127.0% 6.55
ATR 2.90 3.03 0.14 4.7% 0.00
Volume
Daily Pivots for day following 03-Feb-1993
Classic Woodie Camarilla DeMark
R4 460.07 458.43 449.83
R3 455.28 453.64 448.52
R2 450.49 450.49 448.08
R1 448.85 448.85 447.64 449.67
PP 445.70 445.70 445.70 446.12
S1 444.06 444.06 446.76 444.88
S2 440.91 440.91 446.32
S3 436.12 439.27 445.88
S4 431.33 434.48 444.57
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
5 447.35 436.91 10.44 2.3% 2.90 0.6% 99% True False
10 447.35 432.48 14.87 3.3% 3.08 0.7% 99% True False
20 447.35 426.88 20.47 4.6% 3.14 0.7% 99% True False
40 447.35 426.88 20.47 4.6% 2.97 0.7% 99% True False
60 447.35 416.79 30.56 6.8% 2.84 0.6% 100% True False
80 447.35 402.66 44.69 10.0% 2.96 0.7% 100% True False
100 447.35 396.80 50.55 11.3% 3.21 0.7% 100% True False
120 447.35 396.80 50.55 11.3% 3.15 0.7% 100% True 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 0.29
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 467.71
2.618 459.89
1.618 455.10
1.000 452.14
0.618 450.31
HIGH 447.35
0.618 445.52
0.500 444.96
0.382 444.39
LOW 442.56
0.618 439.60
1.000 437.77
1.618 434.81
2.618 430.02
4.250 422.20
Fisher Pivots for day following 03-Feb-1993
Pivot 1 day 3 day
R1 446.45 445.82
PP 445.70 444.45
S1 444.96 443.07

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

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