S&P500 Cash Index


Trading Metrics calculated at close of trading on 05-Jan-1994
Day Change Summary
Previous Current
04-Jan-1994 05-Jan-1994 Change Change % Previous Week
Open 465.44 466.89 1.45 0.3% 467.40
High 466.89 467.82 0.93 0.2% 471.29
Low 464.44 465.92 1.48 0.3% 466.45
Close 466.89 467.55 0.66 0.1% 466.45
Range 2.45 1.90 -0.55 -22.4% 4.84
ATR 2.40 2.36 -0.04 -1.5% 0.00
Volume
Daily Pivots for day following 05-Jan-1994
Classic Woodie Camarilla DeMark
R4 472.80 472.07 468.60
R3 470.90 470.17 468.07
R2 469.00 469.00 467.90
R1 468.27 468.27 467.72 468.64
PP 467.10 467.10 467.10 467.28
S1 466.37 466.37 467.38 466.74
S2 465.20 465.20 467.20
S3 463.30 464.47 467.03
S4 461.40 462.57 466.51
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
5 470.58 464.36 6.22 1.3% 1.88 0.4% 51% False False
10 471.29 464.36 6.93 1.5% 1.96 0.4% 46% False False
20 471.29 461.84 9.45 2.0% 2.12 0.5% 60% False False
40 471.29 457.08 14.21 3.0% 2.56 0.5% 74% False False
60 471.29 454.36 16.93 3.6% 2.77 0.6% 78% False False
80 471.29 452.94 18.35 3.9% 2.81 0.6% 80% False False
100 471.29 450.25 21.04 4.5% 2.82 0.6% 82% False False
120 471.29 443.71 27.58 5.9% 2.76 0.6% 86% 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 0.33
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 475.90
2.618 472.79
1.618 470.89
1.000 469.72
0.618 468.99
HIGH 467.82
0.618 467.09
0.500 466.87
0.382 466.65
LOW 465.92
0.618 464.75
1.000 464.02
1.618 462.85
2.618 460.95
4.250 457.85
Fisher Pivots for day following 05-Jan-1994
Pivot 1 day 3 day
R1 467.32 467.06
PP 467.10 466.58
S1 466.87 466.09

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

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