S&P500 Cash Index


Trading Metrics calculated at close of trading on 28-Jan-1994
Day Change Summary
Previous Current
27-Jan-1994 28-Jan-1994 Change Change % Previous Week
Open 473.20 477.05 3.85 0.8% 474.72
High 477.52 479.75 2.23 0.5% 479.75
Low 473.20 477.05 3.85 0.8% 470.27
Close 477.05 478.70 1.65 0.3% 478.70
Range 4.32 2.70 -1.62 -37.5% 9.48
ATR 2.64 2.64 0.00 0.2% 0.00
Volume
Daily Pivots for day following 28-Jan-1994
Classic Woodie Camarilla DeMark
R4 486.60 485.35 480.19
R3 483.90 482.65 479.44
R2 481.20 481.20 479.20
R1 479.95 479.95 478.95 480.58
PP 478.50 478.50 478.50 478.81
S1 477.25 477.25 478.45 477.88
S2 475.80 475.80 478.21
S3 473.10 474.55 477.96
S4 470.40 471.85 477.22
Weekly Pivots for week ending 28-Jan-1994
Classic Woodie Camarilla DeMark
R4 504.68 501.17 483.91
R3 495.20 491.69 481.31
R2 485.72 485.72 480.44
R1 482.21 482.21 479.57 483.97
PP 476.24 476.24 476.24 477.12
S1 472.73 472.73 477.83 474.49
S2 466.76 466.76 476.96
S3 457.28 463.25 476.09
S4 447.80 453.77 473.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 479.75 470.27 9.48 2.0% 3.15 0.7% 89% True False
10 479.75 470.27 9.48 2.0% 2.56 0.5% 89% True False
20 479.75 464.36 15.39 3.2% 2.68 0.6% 93% True False
40 479.75 461.84 17.91 3.7% 2.38 0.5% 94% True False
60 479.75 454.36 25.39 5.3% 2.71 0.6% 96% True False
80 479.75 454.36 25.39 5.3% 2.76 0.6% 96% True False
100 479.75 452.94 26.81 5.6% 2.81 0.6% 96% True False
120 479.75 447.53 32.22 6.7% 2.79 0.6% 97% True 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 0.30
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 491.23
2.618 486.82
1.618 484.12
1.000 482.45
0.618 481.42
HIGH 479.75
0.618 478.72
0.500 478.40
0.382 478.08
LOW 477.05
0.618 475.38
1.000 474.35
1.618 472.68
2.618 469.98
4.250 465.58
Fisher Pivots for day following 28-Jan-1994
Pivot 1 day 3 day
R1 478.60 477.55
PP 478.50 476.39
S1 478.40 475.24

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

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