S&P500 Cash Index


Trading Metrics calculated at close of trading on 03-Aug-1993
Day Change Summary
Previous Current
02-Aug-1993 03-Aug-1993 Change Change % Previous Week
Open 448.13 450.15 2.02 0.5% 447.06
High 450.15 450.43 0.28 0.1% 450.77
Low 448.03 447.59 -0.44 -0.1% 446.59
Close 450.15 449.27 -0.88 -0.2% 448.13
Range 2.12 2.84 0.72 34.0% 4.18
ATR 2.88 2.88 0.00 -0.1% 0.00
Volume
Daily Pivots for day following 03-Aug-1993
Classic Woodie Camarilla DeMark
R4 457.62 456.28 450.83
R3 454.78 453.44 450.05
R2 451.94 451.94 449.79
R1 450.60 450.60 449.53 449.85
PP 449.10 449.10 449.10 448.72
S1 447.76 447.76 449.01 447.01
S2 446.26 446.26 448.75
S3 443.42 444.92 448.49
S4 440.58 442.08 447.71
Weekly Pivots for week ending 30-Jul-1993
Classic Woodie Camarilla DeMark
R4 461.04 458.76 450.43
R3 456.86 454.58 449.28
R2 452.68 452.68 448.90
R1 450.40 450.40 448.51 451.54
PP 448.50 448.50 448.50 449.07
S1 446.22 446.22 447.75 447.36
S2 444.32 444.32 447.36
S3 440.14 442.04 446.98
S4 435.96 437.86 445.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 450.77 446.59 4.18 0.9% 2.76 0.6% 64% False False
10 450.77 443.72 7.05 1.6% 2.67 0.6% 79% False False
20 451.12 441.40 9.72 2.2% 2.81 0.6% 81% False False
40 451.90 441.40 10.50 2.3% 2.86 0.6% 75% False False
60 455.63 436.86 18.77 4.2% 3.17 0.7% 66% False False
80 455.63 432.30 23.33 5.2% 3.25 0.7% 73% False False
100 455.63 432.30 23.33 5.2% 3.34 0.7% 73% False False
120 456.76 428.25 28.51 6.3% 3.52 0.8% 74% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 462.50
2.618 457.87
1.618 455.03
1.000 453.27
0.618 452.19
HIGH 450.43
0.618 449.35
0.500 449.01
0.382 448.67
LOW 447.59
0.618 445.83
1.000 444.75
1.618 442.99
2.618 440.15
4.250 435.52
Fisher Pivots for day following 03-Aug-1993
Pivot 1 day 3 day
R1 449.18 449.08
PP 449.10 448.89
S1 449.01 448.71

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

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