S&P500 Cash Index


Trading Metrics calculated at close of trading on 16-Jan-1995
Day Change Summary
Previous Current
13-Jan-1995 16-Jan-1995 Change Change % Previous Week
Open 461.64 465.97 4.33 0.9% 460.67
High 466.36 470.38 4.02 0.9% 466.36
Low 461.64 465.97 4.33 0.9% 458.71
Close 465.97 469.38 3.41 0.7% 465.97
Range 4.72 4.41 -0.31 -6.6% 7.65
ATR 3.20 3.29 0.09 2.7% 0.00
Volume
Daily Pivots for day following 16-Jan-1995
Classic Woodie Camarilla DeMark
R4 481.81 480.00 471.81
R3 477.40 475.59 470.59
R2 472.99 472.99 470.19
R1 471.18 471.18 469.78 472.09
PP 468.58 468.58 468.58 469.03
S1 466.77 466.77 468.98 467.68
S2 464.17 464.17 468.57
S3 459.76 462.36 468.17
S4 455.35 457.95 466.95
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
5 470.38 458.71 11.67 2.5% 3.79 0.8% 91% True False
10 470.38 457.20 13.18 2.8% 3.05 0.7% 92% True False
20 470.38 455.35 15.03 3.2% 2.85 0.6% 93% True False
40 470.38 442.90 27.48 5.9% 3.61 0.8% 96% True False
60 474.70 442.90 31.80 6.8% 3.71 0.8% 83% False False
80 474.70 442.90 31.80 6.8% 3.72 0.8% 83% False False
100 477.59 442.90 34.69 7.4% 3.75 0.8% 76% False False
120 477.59 442.90 34.69 7.4% 3.60 0.8% 76% False False
Crabel Price Patterns
NR True
NR4 False
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 False
Bear Hook False
Bull Hook False
Stretch 0.61
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 489.12
2.618 481.93
1.618 477.52
1.000 474.79
0.618 473.11
HIGH 470.38
0.618 468.70
0.500 468.18
0.382 467.65
LOW 465.97
0.618 463.24
1.000 461.56
1.618 458.83
2.618 454.42
4.250 447.23
Fisher Pivots for day following 16-Jan-1995
Pivot 1 day 3 day
R1 468.98 468.09
PP 468.58 466.80
S1 468.18 465.51

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

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