S&P500 Cash Index


Trading Metrics calculated at close of trading on 05-Jan-1995
Day Change Summary
Previous Current
04-Jan-1995 05-Jan-1995 Change Change % Previous Week
Open 459.04 460.73 1.69 0.4% 459.85
High 460.72 461.30 0.58 0.1% 462.73
Low 457.57 459.75 2.18 0.5% 459.00
Close 460.71 460.34 -0.37 -0.1% 459.27
Range 3.15 1.55 -1.60 -50.8% 3.73
ATR 3.26 3.14 -0.12 -3.7% 0.00
Volume
Daily Pivots for day following 05-Jan-1995
Classic Woodie Camarilla DeMark
R4 465.11 464.28 461.19
R3 463.56 462.73 460.77
R2 462.01 462.01 460.62
R1 461.18 461.18 460.48 460.82
PP 460.46 460.46 460.46 460.29
S1 459.63 459.63 460.20 459.27
S2 458.91 458.91 460.06
S3 457.36 458.08 459.91
S4 455.81 456.53 459.49
Weekly Pivots for week ending 30-Dec-1994
Classic Woodie Camarilla DeMark
R4 471.52 469.13 461.32
R3 467.79 465.40 460.30
R2 464.06 464.06 459.95
R1 461.67 461.67 459.61 461.00
PP 460.33 460.33 460.33 460.00
S1 457.94 457.94 458.93 457.27
S2 456.60 456.60 458.59
S3 452.87 454.21 458.24
S4 449.14 450.48 457.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 462.12 457.20 4.92 1.1% 2.19 0.5% 64% False False
10 462.73 457.17 5.56 1.2% 2.56 0.6% 57% False False
20 462.73 442.90 19.83 4.3% 3.11 0.7% 88% False False
40 469.95 442.90 27.05 5.9% 3.64 0.8% 64% False False
60 474.70 442.90 31.80 6.9% 3.78 0.8% 55% False False
80 474.81 442.90 31.91 6.9% 3.80 0.8% 55% False False
100 477.59 442.90 34.69 7.5% 3.72 0.8% 50% False False
120 477.59 442.90 34.69 7.5% 3.52 0.8% 50% False False
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook True
Stretch 0.43
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 467.89
2.618 465.36
1.618 463.81
1.000 462.85
0.618 462.26
HIGH 461.30
0.618 460.71
0.500 460.53
0.382 460.34
LOW 459.75
0.618 458.79
1.000 458.20
1.618 457.24
2.618 455.69
4.250 453.16
Fisher Pivots for day following 05-Jan-1995
Pivot 1 day 3 day
R1 460.53 459.98
PP 460.46 459.61
S1 460.40 459.25

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

View Archives - Comment on this page... - Back to Index of Symbols