S&P500 Cash Index


Trading Metrics calculated at close of trading on 06-Jan-1994
Day Change Summary
Previous Current
05-Jan-1994 06-Jan-1994 Change Change % Previous Week
Open 466.89 467.55 0.66 0.1% 467.40
High 467.82 469.00 1.18 0.3% 471.29
Low 465.92 467.02 1.10 0.2% 466.45
Close 467.55 467.12 -0.43 -0.1% 466.45
Range 1.90 1.98 0.08 4.2% 4.84
ATR 2.36 2.34 -0.03 -1.2% 0.00
Volume
Daily Pivots for day following 06-Jan-1994
Classic Woodie Camarilla DeMark
R4 473.65 472.37 468.21
R3 471.67 470.39 467.66
R2 469.69 469.69 467.48
R1 468.41 468.41 467.30 468.06
PP 467.71 467.71 467.71 467.54
S1 466.43 466.43 466.94 466.08
S2 465.73 465.73 466.76
S3 463.75 464.45 466.58
S4 461.77 462.47 466.03
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
5 469.00 464.36 4.64 1.0% 1.78 0.4% 59% True False
10 471.29 464.36 6.93 1.5% 1.93 0.4% 40% False False
20 471.29 461.84 9.45 2.0% 2.15 0.5% 56% False False
40 471.29 457.08 14.21 3.0% 2.53 0.5% 71% False False
60 471.29 454.36 16.93 3.6% 2.78 0.6% 75% False False
80 471.29 452.94 18.35 3.9% 2.79 0.6% 77% False False
100 471.29 451.96 19.33 4.1% 2.81 0.6% 78% False False
120 471.29 443.71 27.58 5.9% 2.76 0.6% 85% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.38
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 477.42
2.618 474.18
1.618 472.20
1.000 470.98
0.618 470.22
HIGH 469.00
0.618 468.24
0.500 468.01
0.382 467.78
LOW 467.02
0.618 465.80
1.000 465.04
1.618 463.82
2.618 461.84
4.250 458.61
Fisher Pivots for day following 06-Jan-1994
Pivot 1 day 3 day
R1 468.01 466.99
PP 467.71 466.85
S1 467.42 466.72

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.