S&P500 Cash Index


Trading Metrics calculated at close of trading on 31-Jan-1994
Day Change Summary
Previous Current
28-Jan-1994 31-Jan-1994 Change Change % Previous Week
Open 477.05 478.70 1.65 0.3% 474.72
High 479.75 482.85 3.10 0.6% 479.75
Low 477.05 478.70 1.65 0.3% 470.27
Close 478.70 481.61 2.91 0.6% 478.70
Range 2.70 4.15 1.45 53.7% 9.48
ATR 2.64 2.75 0.11 4.1% 0.00
Volume
Daily Pivots for day following 31-Jan-1994
Classic Woodie Camarilla DeMark
R4 493.50 491.71 483.89
R3 489.35 487.56 482.75
R2 485.20 485.20 482.37
R1 483.41 483.41 481.99 484.31
PP 481.05 481.05 481.05 481.50
S1 479.26 479.26 481.23 480.16
S2 476.90 476.90 480.85
S3 472.75 475.11 480.47
S4 468.60 470.96 479.33
Weekly Pivots for week ending 28-Jan-1994
Classic Woodie Camarilla DeMark
R4 504.68 501.17 483.91
R3 495.20 491.69 481.31
R2 485.72 485.72 480.44
R1 482.21 482.21 479.57 483.97
PP 476.24 476.24 476.24 477.12
S1 472.73 472.73 477.83 474.49
S2 466.76 466.76 476.96
S3 457.28 463.25 476.09
S4 447.80 453.77 473.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 482.85 470.27 12.58 2.6% 3.24 0.7% 90% True False
10 482.85 470.27 12.58 2.6% 2.77 0.6% 90% True False
20 482.85 464.44 18.41 3.8% 2.76 0.6% 93% True False
40 482.85 461.84 21.01 4.4% 2.43 0.5% 94% True False
60 482.85 454.36 28.49 5.9% 2.69 0.6% 96% True False
80 482.85 454.36 28.49 5.9% 2.79 0.6% 96% True False
100 482.85 452.94 29.91 6.2% 2.82 0.6% 96% True False
120 482.85 447.53 35.32 7.3% 2.82 0.6% 96% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 500.49
2.618 493.71
1.618 489.56
1.000 487.00
0.618 485.41
HIGH 482.85
0.618 481.26
0.500 480.78
0.382 480.29
LOW 478.70
0.618 476.14
1.000 474.55
1.618 471.99
2.618 467.84
4.250 461.06
Fisher Pivots for day following 31-Jan-1994
Pivot 1 day 3 day
R1 481.33 480.42
PP 481.05 479.22
S1 480.78 478.03

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

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