S&P500 Cash Index


Trading Metrics calculated at close of trading on 11-Jan-1993
Day Change Summary
Previous Current
08-Jan-1993 11-Jan-1993 Change Change % Previous Week
Open 430.73 429.04 -1.69 -0.4% 435.70
High 430.73 431.04 0.31 0.1% 437.32
Low 426.88 429.01 2.13 0.5% 426.88
Close 429.05 430.95 1.90 0.4% 429.05
Range 3.85 2.03 -1.82 -47.3% 10.44
ATR 3.07 2.99 -0.07 -2.4% 0.00
Volume
Daily Pivots for day following 11-Jan-1993
Classic Woodie Camarilla DeMark
R4 436.42 435.72 432.07
R3 434.39 433.69 431.51
R2 432.36 432.36 431.32
R1 431.66 431.66 431.14 432.01
PP 430.33 430.33 430.33 430.51
S1 429.63 429.63 430.76 429.98
S2 428.30 428.30 430.58
S3 426.27 427.60 430.39
S4 424.24 425.57 429.83
Weekly Pivots for week ending 08-Jan-1993
Classic Woodie Camarilla DeMark
R4 462.40 456.17 434.79
R3 451.96 445.73 431.92
R2 441.52 441.52 430.96
R1 435.29 435.29 430.01 433.19
PP 431.08 431.08 431.08 430.03
S1 424.85 424.85 428.09 422.75
S2 420.64 420.64 427.14
S3 410.20 414.41 426.18
S4 399.76 403.97 423.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 435.46 426.88 8.58 2.0% 3.22 0.7% 47% False False
10 442.65 426.88 15.77 3.7% 3.26 0.8% 26% False False
20 442.65 426.88 15.77 3.7% 2.95 0.7% 26% False False
40 442.65 418.31 24.34 5.6% 2.76 0.6% 52% False False
60 442.65 407.43 35.22 8.2% 2.88 0.7% 67% False False
80 442.65 396.80 45.85 10.6% 3.17 0.7% 74% False False
100 442.65 396.80 45.85 10.6% 3.20 0.7% 74% False False
120 442.65 396.80 45.85 10.6% 3.15 0.7% 74% False False
Crabel Price Patterns
NR True
NR4 True
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 0.62
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 439.67
2.618 436.35
1.618 434.32
1.000 433.07
0.618 432.29
HIGH 431.04
0.618 430.26
0.500 430.03
0.382 429.79
LOW 429.01
0.618 427.76
1.000 426.98
1.618 425.73
2.618 423.70
4.250 420.38
Fisher Pivots for day following 11-Jan-1993
Pivot 1 day 3 day
R1 430.64 431.17
PP 430.33 431.10
S1 430.03 431.02

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

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