S&P500 Cash Index


Trading Metrics calculated at close of trading on 27-Jan-1994
Day Change Summary
Previous Current
26-Jan-1994 27-Jan-1994 Change Change % Previous Week
Open 470.92 473.20 2.28 0.5% 474.91
High 473.44 477.52 4.08 0.9% 475.56
Low 470.72 473.20 2.48 0.5% 472.21
Close 473.20 477.05 3.85 0.8% 474.72
Range 2.72 4.32 1.60 58.8% 3.35
ATR 2.51 2.64 0.13 5.2% 0.00
Volume
Daily Pivots for day following 27-Jan-1994
Classic Woodie Camarilla DeMark
R4 488.88 487.29 479.43
R3 484.56 482.97 478.24
R2 480.24 480.24 477.84
R1 478.65 478.65 477.45 479.45
PP 475.92 475.92 475.92 476.32
S1 474.33 474.33 476.65 475.13
S2 471.60 471.60 476.26
S3 467.28 470.01 475.86
S4 462.96 465.69 474.67
Weekly Pivots for week ending 21-Jan-1994
Classic Woodie Camarilla DeMark
R4 484.21 482.82 476.56
R3 480.86 479.47 475.64
R2 477.51 477.51 475.33
R1 476.12 476.12 475.03 475.14
PP 474.16 474.16 474.16 473.68
S1 472.77 472.77 474.41 471.79
S2 470.81 470.81 474.11
S3 467.46 469.42 473.80
S4 464.11 466.07 472.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 477.52 470.27 7.25 1.5% 2.98 0.6% 94% True False
10 477.52 470.27 7.25 1.5% 2.57 0.5% 94% True False
20 477.52 464.36 13.16 2.8% 2.55 0.5% 96% True False
40 477.52 461.45 16.07 3.4% 2.35 0.5% 97% True False
60 477.52 454.36 23.16 4.9% 2.80 0.6% 98% True False
80 477.52 454.36 23.16 4.9% 2.76 0.6% 98% True False
100 477.52 452.94 24.58 5.2% 2.83 0.6% 98% True False
120 477.52 447.53 29.99 6.3% 2.78 0.6% 98% 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 0.30
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 495.88
2.618 488.83
1.618 484.51
1.000 481.84
0.618 480.19
HIGH 477.52
0.618 475.87
0.500 475.36
0.382 474.85
LOW 473.20
0.618 470.53
1.000 468.88
1.618 466.21
2.618 461.89
4.250 454.84
Fisher Pivots for day following 27-Jan-1994
Pivot 1 day 3 day
R1 476.49 476.00
PP 475.92 474.95
S1 475.36 473.90

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

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