S&P500 Cash Index


Trading Metrics calculated at close of trading on 10-Jan-1994
Day Change Summary
Previous Current
07-Jan-1994 10-Jan-1994 Change Change % Previous Week
Open 467.09 469.90 2.81 0.6% 466.51
High 470.26 475.27 5.01 1.1% 470.26
Low 467.03 469.55 2.52 0.5% 464.36
Close 469.90 475.27 5.37 1.1% 469.90
Range 3.23 5.72 2.49 77.1% 5.90
ATR 2.40 2.64 0.24 9.9% 0.00
Volume
Daily Pivots for day following 10-Jan-1994
Classic Woodie Camarilla DeMark
R4 490.52 488.62 478.42
R3 484.80 482.90 476.84
R2 479.08 479.08 476.32
R1 477.18 477.18 475.79 478.13
PP 473.36 473.36 473.36 473.84
S1 471.46 471.46 474.75 472.41
S2 467.64 467.64 474.22
S3 461.92 465.74 473.70
S4 456.20 460.02 472.12
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
5 475.27 464.44 10.83 2.3% 3.06 0.6% 100% True False
10 475.27 464.36 10.91 2.3% 2.34 0.5% 100% True False
20 475.27 461.84 13.43 2.8% 2.36 0.5% 100% True False
40 475.27 457.08 18.19 3.8% 2.59 0.5% 100% True False
60 475.27 454.36 20.91 4.4% 2.82 0.6% 100% True False
80 475.27 452.94 22.33 4.7% 2.80 0.6% 100% True False
100 475.27 452.94 22.33 4.7% 2.84 0.6% 100% True False
120 475.27 443.72 31.55 6.6% 2.79 0.6% 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 0.42
Widest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 499.58
2.618 490.24
1.618 484.52
1.000 480.99
0.618 478.80
HIGH 475.27
0.618 473.08
0.500 472.41
0.382 471.74
LOW 469.55
0.618 466.02
1.000 463.83
1.618 460.30
2.618 454.58
4.250 445.24
Fisher Pivots for day following 10-Jan-1994
Pivot 1 day 3 day
R1 474.32 473.90
PP 473.36 472.52
S1 472.41 471.15

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

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