S&P500 Cash Index


Trading Metrics calculated at close of trading on 18-Jan-1995
Day Change Summary
Previous Current
17-Jan-1995 18-Jan-1995 Change Change % Previous Week
Open 469.38 470.05 0.67 0.1% 460.67
High 470.15 470.43 0.28 0.1% 466.36
Low 468.22 468.03 -0.19 0.0% 458.71
Close 470.05 469.71 -0.34 -0.1% 465.97
Range 1.93 2.40 0.47 24.4% 7.65
ATR 3.19 3.13 -0.06 -1.8% 0.00
Volume
Daily Pivots for day following 18-Jan-1995
Classic Woodie Camarilla DeMark
R4 476.59 475.55 471.03
R3 474.19 473.15 470.37
R2 471.79 471.79 470.15
R1 470.75 470.75 469.93 470.07
PP 469.39 469.39 469.39 469.05
S1 468.35 468.35 469.49 467.67
S2 466.99 466.99 469.27
S3 464.59 465.95 469.05
S4 462.19 463.55 468.39
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
5 470.43 460.64 9.79 2.1% 2.95 0.6% 93% True False
10 470.43 458.71 11.72 2.5% 2.98 0.6% 94% True False
20 470.43 456.41 14.02 3.0% 2.79 0.6% 95% True False
40 470.43 442.90 27.53 5.9% 3.52 0.7% 97% True False
60 474.70 442.90 31.80 6.8% 3.66 0.8% 84% False False
80 474.70 442.90 31.80 6.8% 3.71 0.8% 84% False False
100 477.59 442.90 34.69 7.4% 3.72 0.8% 77% False False
120 477.59 442.90 34.69 7.4% 3.60 0.8% 77% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.57
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 480.63
2.618 476.71
1.618 474.31
1.000 472.83
0.618 471.91
HIGH 470.43
0.618 469.51
0.500 469.23
0.382 468.95
LOW 468.03
0.618 466.55
1.000 465.63
1.618 464.15
2.618 461.75
4.250 457.83
Fisher Pivots for day following 18-Jan-1995
Pivot 1 day 3 day
R1 469.55 469.21
PP 469.39 468.70
S1 469.23 468.20

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

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