S&P500 Cash Index


Trading Metrics calculated at close of trading on 12-Jan-1995
Day Change Summary
Previous Current
11-Jan-1995 12-Jan-1995 Change Change % Previous Week
Open 461.68 461.56 -0.12 0.0% 459.11
High 463.61 461.91 -1.70 -0.4% 462.49
Low 458.71 460.64 1.93 0.4% 457.20
Close 461.67 461.64 -0.03 0.0% 460.68
Range 4.90 1.27 -3.63 -74.1% 5.29
ATR 3.22 3.08 -0.14 -4.3% 0.00
Volume
Daily Pivots for day following 12-Jan-1995
Classic Woodie Camarilla DeMark
R4 465.21 464.69 462.34
R3 463.94 463.42 461.99
R2 462.67 462.67 461.87
R1 462.15 462.15 461.76 462.41
PP 461.40 461.40 461.40 461.53
S1 460.88 460.88 461.52 461.14
S2 460.13 460.13 461.41
S3 458.86 459.61 461.29
S4 457.59 458.34 460.94
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% 2.95 0.6% 50% False False
10 464.56 457.20 7.36 1.6% 2.57 0.6% 60% False False
20 464.56 450.05 14.51 3.1% 2.82 0.6% 80% False False
40 468.51 442.90 25.61 5.5% 3.52 0.8% 73% False False
60 474.70 442.90 31.80 6.9% 3.69 0.8% 59% False False
80 474.70 442.90 31.80 6.9% 3.77 0.8% 59% False False
100 477.59 442.90 34.69 7.5% 3.72 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 True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.76
Narrowest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 467.31
2.618 465.23
1.618 463.96
1.000 463.18
0.618 462.69
HIGH 461.91
0.618 461.42
0.500 461.28
0.382 461.13
LOW 460.64
0.618 459.86
1.000 459.37
1.618 458.59
2.618 457.32
4.250 455.24
Fisher Pivots for day following 12-Jan-1995
Pivot 1 day 3 day
R1 461.52 461.64
PP 461.40 461.64
S1 461.28 461.64

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

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