S&P500 Cash Index


Trading Metrics calculated at close of trading on 13-Jan-1995
Day Change Summary
Previous Current
12-Jan-1995 13-Jan-1995 Change Change % Previous Week
Open 461.56 461.64 0.08 0.0% 460.67
High 461.91 466.36 4.45 1.0% 466.36
Low 460.64 461.64 1.00 0.2% 458.71
Close 461.64 465.97 4.33 0.9% 465.97
Range 1.27 4.72 3.45 271.7% 7.65
ATR 3.08 3.20 0.12 3.8% 0.00
Volume
Daily Pivots for day following 13-Jan-1995
Classic Woodie Camarilla DeMark
R4 478.82 477.11 468.57
R3 474.10 472.39 467.27
R2 469.38 469.38 466.84
R1 467.67 467.67 466.40 468.53
PP 464.66 464.66 464.66 465.08
S1 462.95 462.95 465.54 463.81
S2 459.94 459.94 465.10
S3 455.22 458.23 464.67
S4 450.50 453.51 463.37
Weekly Pivots for week ending 13-Jan-1995
Classic Woodie Camarilla DeMark
R4 486.63 483.95 470.18
R3 478.98 476.30 468.07
R2 471.33 471.33 467.37
R1 468.65 468.65 466.67 469.99
PP 463.68 463.68 463.68 464.35
S1 461.00 461.00 465.27 462.34
S2 456.03 456.03 464.57
S3 448.38 453.35 463.87
S4 440.73 445.70 461.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 466.36 458.71 7.65 1.6% 3.30 0.7% 95% True False
10 466.36 457.20 9.16 2.0% 2.90 0.6% 96% True False
20 466.36 454.50 11.86 2.5% 2.75 0.6% 97% True False
40 466.36 442.90 23.46 5.0% 3.50 0.8% 98% True False
60 474.70 442.90 31.80 6.8% 3.73 0.8% 73% False False
80 474.70 442.90 31.80 6.8% 3.73 0.8% 73% False False
100 477.59 442.90 34.69 7.4% 3.75 0.8% 67% False False
120 477.59 442.90 34.69 7.4% 3.57 0.8% 67% False 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 0.70
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 486.42
2.618 478.72
1.618 474.00
1.000 471.08
0.618 469.28
HIGH 466.36
0.618 464.56
0.500 464.00
0.382 463.44
LOW 461.64
0.618 458.72
1.000 456.92
1.618 454.00
2.618 449.28
4.250 441.58
Fisher Pivots for day following 13-Jan-1995
Pivot 1 day 3 day
R1 465.31 464.83
PP 464.66 463.68
S1 464.00 462.54

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

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