S&P500 Cash Index


Trading Metrics calculated at close of trading on 03-Jan-1994
Day Change Summary
Previous Current
31-Dec-1993 03-Jan-1994 Change Change % Previous Week
Open 466.45 466.51 0.06 0.0% 467.40
High 466.45 466.94 0.49 0.1% 471.29
Low 466.45 464.36 -2.09 -0.4% 466.45
Close 466.45 465.44 -1.01 -0.2% 466.45
Range 0.00 2.58 2.58 4.84
ATR 2.38 2.39 0.01 0.6% 0.00
Volume
Daily Pivots for day following 03-Jan-1994
Classic Woodie Camarilla DeMark
R4 473.32 471.96 466.86
R3 470.74 469.38 466.15
R2 468.16 468.16 465.91
R1 466.80 466.80 465.68 466.19
PP 465.58 465.58 465.58 465.28
S1 464.22 464.22 465.20 463.61
S2 463.00 463.00 464.97
S3 460.42 461.64 464.73
S4 457.84 459.06 464.02
Weekly Pivots for week ending 31-Dec-1993
Classic Woodie Camarilla DeMark
R4 482.58 479.36 469.11
R3 477.74 474.52 467.78
R2 472.90 472.90 467.34
R1 469.68 469.68 466.89 468.87
PP 468.06 468.06 468.06 467.66
S1 464.84 464.84 466.01 464.03
S2 463.22 463.22 465.56
S3 458.38 460.00 465.12
S4 453.54 455.16 463.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 471.29 464.36 6.93 1.5% 1.62 0.3% 16% False True
10 471.29 464.03 7.26 1.6% 1.85 0.4% 19% False False
20 471.29 461.84 9.45 2.0% 2.09 0.4% 38% False False
40 471.29 454.36 16.93 3.6% 2.65 0.6% 65% False False
60 471.29 454.36 16.93 3.6% 2.80 0.6% 65% False False
80 471.29 452.94 18.35 3.9% 2.84 0.6% 68% False False
100 471.29 447.53 23.76 5.1% 2.83 0.6% 75% False False
120 471.29 443.71 27.58 5.9% 2.78 0.6% 79% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 477.91
2.618 473.69
1.618 471.11
1.000 469.52
0.618 468.53
HIGH 466.94
0.618 465.95
0.500 465.65
0.382 465.35
LOW 464.36
0.618 462.77
1.000 461.78
1.618 460.19
2.618 457.61
4.250 453.40
Fisher Pivots for day following 03-Jan-1994
Pivot 1 day 3 day
R1 465.65 467.47
PP 465.58 466.79
S1 465.51 466.12

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

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