S&P500 Cash Index


Trading Metrics calculated at close of trading on 07-Jan-1994
Day Change Summary
Previous Current
06-Jan-1994 07-Jan-1994 Change Change % Previous Week
Open 467.55 467.09 -0.46 -0.1% 466.51
High 469.00 470.26 1.26 0.3% 470.26
Low 467.02 467.03 0.01 0.0% 464.36
Close 467.12 469.90 2.78 0.6% 469.90
Range 1.98 3.23 1.25 63.1% 5.90
ATR 2.34 2.40 0.06 2.7% 0.00
Volume
Daily Pivots for day following 07-Jan-1994
Classic Woodie Camarilla DeMark
R4 478.75 477.56 471.68
R3 475.52 474.33 470.79
R2 472.29 472.29 470.49
R1 471.10 471.10 470.20 471.70
PP 469.06 469.06 469.06 469.36
S1 467.87 467.87 469.60 468.47
S2 465.83 465.83 469.31
S3 462.60 464.64 469.01
S4 459.37 461.41 468.12
Weekly Pivots for week ending 07-Jan-1994
Classic Woodie Camarilla DeMark
R4 485.87 483.79 473.15
R3 479.97 477.89 471.52
R2 474.07 474.07 470.98
R1 471.99 471.99 470.44 473.03
PP 468.17 468.17 468.17 468.70
S1 466.09 466.09 469.36 467.13
S2 462.27 462.27 468.82
S3 456.37 460.19 468.28
S4 450.47 454.29 466.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 470.26 464.36 5.90 1.3% 2.43 0.5% 94% True False
10 471.29 464.36 6.93 1.5% 2.09 0.4% 80% False False
20 471.29 461.84 9.45 2.0% 2.18 0.5% 85% False False
40 471.29 457.08 14.21 3.0% 2.50 0.5% 90% False False
60 471.29 454.36 16.93 3.6% 2.81 0.6% 92% False False
80 471.29 452.94 18.35 3.9% 2.76 0.6% 92% False False
100 471.29 452.94 18.35 3.9% 2.82 0.6% 92% False False
120 471.29 443.72 27.57 5.9% 2.76 0.6% 95% False 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 0.39
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 483.99
2.618 478.72
1.618 475.49
1.000 473.49
0.618 472.26
HIGH 470.26
0.618 469.03
0.500 468.65
0.382 468.26
LOW 467.03
0.618 465.03
1.000 463.80
1.618 461.80
2.618 458.57
4.250 453.30
Fisher Pivots for day following 07-Jan-1994
Pivot 1 day 3 day
R1 469.48 469.30
PP 469.06 468.69
S1 468.65 468.09

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

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