S&P500 Cash Index


Trading Metrics calculated at close of trading on 04-Feb-1993
Day Change Summary
Previous Current
03-Feb-1993 04-Feb-1993 Change Change % Previous Week
Open 442.56 447.20 4.64 1.0% 436.11
High 447.35 449.86 2.51 0.6% 442.66
Low 442.56 447.20 4.64 1.0% 436.11
Close 447.20 449.56 2.36 0.5% 438.78
Range 4.79 2.66 -2.13 -44.5% 6.55
ATR 3.03 3.01 -0.03 -0.9% 0.00
Volume
Daily Pivots for day following 04-Feb-1993
Classic Woodie Camarilla DeMark
R4 456.85 455.87 451.02
R3 454.19 453.21 450.29
R2 451.53 451.53 450.05
R1 450.55 450.55 449.80 451.04
PP 448.87 448.87 448.87 449.12
S1 447.89 447.89 449.32 448.38
S2 446.21 446.21 449.07
S3 443.55 445.23 448.83
S4 440.89 442.57 448.10
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
5 449.86 436.91 12.95 2.9% 3.06 0.7% 98% True False
10 449.86 435.49 14.37 3.2% 3.02 0.7% 98% True False
20 449.86 426.88 22.98 5.1% 2.99 0.7% 99% True False
40 449.86 426.88 22.98 5.1% 2.97 0.7% 99% True False
60 449.86 417.98 31.88 7.1% 2.83 0.6% 99% True False
80 449.86 406.83 43.03 9.6% 2.93 0.7% 99% True False
100 449.86 396.80 53.06 11.8% 3.18 0.7% 99% True False
120 449.86 396.80 53.06 11.8% 3.15 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 0.20
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 461.17
2.618 456.82
1.618 454.16
1.000 452.52
0.618 451.50
HIGH 449.86
0.618 448.84
0.500 448.53
0.382 448.22
LOW 447.20
0.618 445.56
1.000 444.54
1.618 442.90
2.618 440.24
4.250 435.90
Fisher Pivots for day following 04-Feb-1993
Pivot 1 day 3 day
R1 449.22 448.14
PP 448.87 446.73
S1 448.53 445.31

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

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