S&P500 Cash Index


Trading Metrics calculated at close of trading on 11-Jan-1995
Day Change Summary
Previous Current
10-Jan-1995 11-Jan-1995 Change Change % Previous Week
Open 460.90 461.68 0.78 0.2% 459.11
High 464.56 463.61 -0.95 -0.2% 462.49
Low 460.90 458.71 -2.19 -0.5% 457.20
Close 461.68 461.67 -0.01 0.0% 460.68
Range 3.66 4.90 1.24 33.9% 5.29
ATR 3.09 3.22 0.13 4.2% 0.00
Volume
Daily Pivots for day following 11-Jan-1995
Classic Woodie Camarilla DeMark
R4 476.03 473.75 464.37
R3 471.13 468.85 463.02
R2 466.23 466.23 462.57
R1 463.95 463.95 462.12 462.64
PP 461.33 461.33 461.33 460.68
S1 459.05 459.05 461.22 457.74
S2 456.43 456.43 460.77
S3 451.53 454.15 460.32
S4 446.63 449.25 458.98
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
5 464.56 458.71 5.85 1.3% 3.01 0.7% 51% False True
10 464.56 457.20 7.36 1.6% 2.79 0.6% 61% False False
20 464.56 449.43 15.13 3.3% 2.87 0.6% 81% False False
40 468.51 442.90 25.61 5.5% 3.53 0.8% 73% False False
60 474.70 442.90 31.80 6.9% 3.70 0.8% 59% False False
80 474.70 442.90 31.80 6.9% 3.78 0.8% 59% False False
100 477.59 442.90 34.69 7.5% 3.74 0.8% 54% False False
120 477.59 442.90 34.69 7.5% 3.55 0.8% 54% False 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 0.72
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 484.44
2.618 476.44
1.618 471.54
1.000 468.51
0.618 466.64
HIGH 463.61
0.618 461.74
0.500 461.16
0.382 460.58
LOW 458.71
0.618 455.68
1.000 453.81
1.618 450.78
2.618 445.88
4.250 437.89
Fisher Pivots for day following 11-Jan-1995
Pivot 1 day 3 day
R1 461.50 461.66
PP 461.33 461.65
S1 461.16 461.64

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

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