S&P500 Cash Index


Trading Metrics calculated at close of trading on 08-Jul-1993
Day Change Summary
Previous Current
07-Jul-1993 08-Jul-1993 Change Change % Previous Week
Open 441.40 442.84 1.44 0.3% 447.60
High 443.63 448.64 5.01 1.1% 451.90
Low 441.40 442.84 1.44 0.3% 445.20
Close 442.83 448.64 5.81 1.3% 445.84
Range 2.23 5.80 3.57 160.1% 6.70
ATR 3.12 3.32 0.19 6.1% 0.00
Volume
Daily Pivots for day following 08-Jul-1993
Classic Woodie Camarilla DeMark
R4 464.11 462.17 451.83
R3 458.31 456.37 450.24
R2 452.51 452.51 449.70
R1 450.57 450.57 449.17 451.54
PP 446.71 446.71 446.71 447.19
S1 444.77 444.77 448.11 445.74
S2 440.91 440.91 447.58
S3 435.11 438.97 447.05
S4 429.31 433.17 445.45
Weekly Pivots for week ending 02-Jul-1993
Classic Woodie Camarilla DeMark
R4 467.75 463.49 449.53
R3 461.05 456.79 447.68
R2 454.35 454.35 447.07
R1 450.09 450.09 446.45 448.87
PP 447.65 447.65 447.65 447.04
S1 443.39 443.39 445.23 442.17
S2 440.95 440.95 444.61
S3 434.25 436.69 444.00
S4 427.55 429.99 442.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 451.15 441.40 9.75 2.2% 3.95 0.9% 74% False False
10 451.90 441.40 10.50 2.3% 3.43 0.8% 69% False False
20 451.90 441.40 10.50 2.3% 3.01 0.7% 69% False False
40 455.63 436.86 18.77 4.2% 3.40 0.8% 63% False False
60 455.63 432.30 23.33 5.2% 3.37 0.8% 70% False False
80 455.63 432.30 23.33 5.2% 3.47 0.8% 70% False False
100 456.76 428.25 28.51 6.4% 3.68 0.8% 72% False False
120 456.76 428.25 28.51 6.4% 3.54 0.8% 72% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Widest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 473.29
2.618 463.82
1.618 458.02
1.000 454.44
0.618 452.22
HIGH 448.64
0.618 446.42
0.500 445.74
0.382 445.06
LOW 442.84
0.618 439.26
1.000 437.04
1.618 433.46
2.618 427.66
4.250 418.19
Fisher Pivots for day following 08-Jul-1993
Pivot 1 day 3 day
R1 447.67 447.43
PP 446.71 446.23
S1 445.74 445.02

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

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