S&P500 Cash Index


Trading Metrics calculated at close of trading on 09-Jan-1995
Day Change Summary
Previous Current
06-Jan-1995 09-Jan-1995 Change Change % Previous Week
Open 460.38 460.67 0.29 0.1% 459.11
High 462.49 461.77 -0.72 -0.2% 462.49
Low 459.50 459.82 0.32 0.1% 457.20
Close 460.68 460.83 0.15 0.0% 460.68
Range 2.99 1.95 -1.04 -34.8% 5.29
ATR 3.13 3.05 -0.08 -2.7% 0.00
Volume
Daily Pivots for day following 09-Jan-1995
Classic Woodie Camarilla DeMark
R4 466.66 465.69 461.90
R3 464.71 463.74 461.37
R2 462.76 462.76 461.19
R1 461.79 461.79 461.01 462.28
PP 460.81 460.81 460.81 461.05
S1 459.84 459.84 460.65 460.33
S2 458.86 458.86 460.47
S3 456.91 457.89 460.29
S4 454.96 455.94 459.76
Weekly Pivots for week ending 06-Jan-1995
Classic Woodie Camarilla DeMark
R4 475.99 473.63 463.59
R3 470.70 468.34 462.13
R2 465.41 465.41 461.65
R1 463.05 463.05 461.16 464.23
PP 460.12 460.12 460.12 460.72
S1 457.76 457.76 460.20 458.94
S2 454.83 454.83 459.71
S3 449.54 452.47 459.23
S4 444.25 447.18 457.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 462.49 457.20 5.29 1.1% 2.31 0.5% 69% False False
10 462.73 457.20 5.53 1.2% 2.41 0.5% 66% False False
20 462.73 442.90 19.83 4.3% 2.84 0.6% 90% False False
40 468.51 442.90 25.61 5.6% 3.49 0.8% 70% False False
60 474.70 442.90 31.80 6.9% 3.71 0.8% 56% False False
80 474.81 442.90 31.91 6.9% 3.81 0.8% 56% False False
100 477.59 442.90 34.69 7.5% 3.69 0.8% 52% False False
120 477.59 442.90 34.69 7.5% 3.53 0.8% 52% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.56
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 470.06
2.618 466.88
1.618 464.93
1.000 463.72
0.618 462.98
HIGH 461.77
0.618 461.03
0.500 460.80
0.382 460.56
LOW 459.82
0.618 458.61
1.000 457.87
1.618 456.66
2.618 454.71
4.250 451.53
Fisher Pivots for day following 09-Jan-1995
Pivot 1 day 3 day
R1 460.82 461.00
PP 460.81 460.94
S1 460.80 460.89

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

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