S&P500 Cash Index


Trading Metrics calculated at close of trading on 02-Feb-1995
Day Change Summary
Previous Current
01-Feb-1995 02-Feb-1995 Change Change % Previous Week
Open 470.42 470.40 -0.02 0.0% 464.78
High 472.73 472.79 0.06 0.0% 471.36
Low 469.31 469.96 0.65 0.1% 461.24
Close 470.40 472.79 2.39 0.5% 470.39
Range 3.42 2.83 -0.59 -17.3% 10.12
ATR 3.12 3.10 -0.02 -0.7% 0.00
Volume
Daily Pivots for day following 02-Feb-1995
Classic Woodie Camarilla DeMark
R4 480.34 479.39 474.35
R3 477.51 476.56 473.57
R2 474.68 474.68 473.31
R1 473.73 473.73 473.05 474.21
PP 471.85 471.85 471.85 472.08
S1 470.90 470.90 472.53 471.38
S2 469.02 469.02 472.27
S3 466.19 468.07 472.01
S4 463.36 465.24 471.23
Weekly Pivots for week ending 27-Jan-1995
Classic Woodie Camarilla DeMark
R4 498.02 494.33 475.96
R3 487.90 484.21 473.17
R2 477.78 477.78 472.25
R1 474.09 474.09 471.32 475.94
PP 467.66 467.66 467.66 468.59
S1 463.97 463.97 469.46 465.82
S2 457.54 457.54 468.53
S3 447.42 453.85 467.61
S4 437.30 443.73 464.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 472.79 467.49 5.30 1.1% 3.03 0.6% 100% True False
10 472.79 461.24 11.55 2.4% 3.13 0.7% 100% True False
20 472.79 458.71 14.08 3.0% 3.09 0.7% 100% True False
40 472.79 442.90 29.89 6.3% 3.10 0.7% 100% True False
60 472.79 442.90 29.89 6.3% 3.45 0.7% 100% True False
80 474.70 442.90 31.80 6.7% 3.61 0.8% 94% False False
100 474.81 442.90 31.91 6.7% 3.66 0.8% 94% False False
120 477.59 442.90 34.69 7.3% 3.61 0.8% 86% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.58
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 484.82
2.618 480.20
1.618 477.37
1.000 475.62
0.618 474.54
HIGH 472.79
0.618 471.71
0.500 471.38
0.382 471.04
LOW 469.96
0.618 468.21
1.000 467.13
1.618 465.38
2.618 462.55
4.250 457.93
Fisher Pivots for day following 02-Feb-1995
Pivot 1 day 3 day
R1 472.32 472.02
PP 471.85 471.25
S1 471.38 470.49

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

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