S&P500 Cash Index


Trading Metrics calculated at close of trading on 04-Jan-1995
Day Change Summary
Previous Current
03-Jan-1995 04-Jan-1995 Change Change % Previous Week
Open 459.11 459.04 -0.07 0.0% 459.85
High 459.11 460.72 1.61 0.4% 462.73
Low 457.20 457.57 0.37 0.1% 459.00
Close 459.11 460.71 1.60 0.3% 459.27
Range 1.91 3.15 1.24 64.9% 3.73
ATR 3.27 3.26 -0.01 -0.3% 0.00
Volume
Daily Pivots for day following 04-Jan-1995
Classic Woodie Camarilla DeMark
R4 469.12 468.06 462.44
R3 465.97 464.91 461.58
R2 462.82 462.82 461.29
R1 461.76 461.76 461.00 462.29
PP 459.67 459.67 459.67 459.93
S1 458.61 458.61 460.42 459.14
S2 456.52 456.52 460.13
S3 453.37 455.46 459.84
S4 450.22 452.31 458.98
Weekly Pivots for week ending 30-Dec-1994
Classic Woodie Camarilla DeMark
R4 471.52 469.13 461.32
R3 467.79 465.40 460.30
R2 464.06 464.06 459.95
R1 461.67 461.67 459.61 461.00
PP 460.33 460.33 460.33 460.00
S1 457.94 457.94 458.93 457.27
S2 456.60 456.60 458.59
S3 452.87 454.21 458.24
S4 449.14 450.48 457.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 462.49 457.20 5.29 1.1% 2.58 0.6% 66% False False
10 462.73 456.41 6.32 1.4% 2.60 0.6% 68% False False
20 462.73 442.90 19.83 4.3% 3.20 0.7% 90% False False
40 469.95 442.90 27.05 5.9% 3.66 0.8% 66% False False
60 474.70 442.90 31.80 6.9% 3.83 0.8% 56% False False
80 474.81 442.90 31.91 6.9% 3.81 0.8% 56% False False
100 477.59 442.90 34.69 7.5% 3.73 0.8% 51% False False
120 477.59 442.90 34.69 7.5% 3.52 0.8% 51% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.40
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 474.11
2.618 468.97
1.618 465.82
1.000 463.87
0.618 462.67
HIGH 460.72
0.618 459.52
0.500 459.15
0.382 458.77
LOW 457.57
0.618 455.62
1.000 454.42
1.618 452.47
2.618 449.32
4.250 444.18
Fisher Pivots for day following 04-Jan-1995
Pivot 1 day 3 day
R1 460.19 460.36
PP 459.67 460.01
S1 459.15 459.66

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

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