S&P500 Cash Index


Trading Metrics calculated at close of trading on 04-Jan-1994
Day Change Summary
Previous Current
03-Jan-1994 04-Jan-1994 Change Change % Previous Week
Open 466.51 465.44 -1.07 -0.2% 467.40
High 466.94 466.89 -0.05 0.0% 471.29
Low 464.36 464.44 0.08 0.0% 466.45
Close 465.44 466.89 1.45 0.3% 466.45
Range 2.58 2.45 -0.13 -5.0% 4.84
ATR 2.39 2.40 0.00 0.2% 0.00
Volume
Daily Pivots for day following 04-Jan-1994
Classic Woodie Camarilla DeMark
R4 473.42 472.61 468.24
R3 470.97 470.16 467.56
R2 468.52 468.52 467.34
R1 467.71 467.71 467.11 468.12
PP 466.07 466.07 466.07 466.28
S1 465.26 465.26 466.67 465.67
S2 463.62 463.62 466.44
S3 461.17 462.81 466.22
S4 458.72 460.36 465.54
Weekly Pivots for week ending 31-Dec-1993
Classic Woodie Camarilla DeMark
R4 482.58 479.36 469.11
R3 477.74 474.52 467.78
R2 472.90 472.90 467.34
R1 469.68 469.68 466.89 468.87
PP 468.06 468.06 468.06 467.66
S1 464.84 464.84 466.01 464.03
S2 463.22 463.22 465.56
S3 458.38 460.00 465.12
S4 453.54 455.16 463.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 471.29 464.36 6.93 1.5% 1.79 0.4% 37% False False
10 471.29 464.03 7.26 1.6% 1.96 0.4% 39% False False
20 471.29 461.84 9.45 2.0% 2.09 0.4% 53% False False
40 471.29 457.08 14.21 3.0% 2.58 0.6% 69% False False
60 471.29 454.36 16.93 3.6% 2.77 0.6% 74% False False
80 471.29 452.94 18.35 3.9% 2.81 0.6% 76% False False
100 471.29 448.97 22.32 4.8% 2.81 0.6% 80% False False
120 471.29 443.71 27.58 5.9% 2.78 0.6% 84% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 477.30
2.618 473.30
1.618 470.85
1.000 469.34
0.618 468.40
HIGH 466.89
0.618 465.95
0.500 465.67
0.382 465.38
LOW 464.44
0.618 462.93
1.000 461.99
1.618 460.48
2.618 458.03
4.250 454.03
Fisher Pivots for day following 04-Jan-1994
Pivot 1 day 3 day
R1 466.48 466.48
PP 466.07 466.06
S1 465.67 465.65

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

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