S&P500 Cash Index


Trading Metrics calculated at close of trading on 17-Aug-1993
Day Change Summary
Previous Current
16-Aug-1993 17-Aug-1993 Change Change % Previous Week
Open 450.25 452.38 2.13 0.5% 448.68
High 453.41 453.70 0.29 0.1% 451.63
Low 450.25 451.96 1.71 0.4% 447.53
Close 452.38 453.13 0.75 0.2% 450.14
Range 3.16 1.74 -1.42 -44.9% 4.10
ATR 2.63 2.56 -0.06 -2.4% 0.00
Volume
Daily Pivots for day following 17-Aug-1993
Classic Woodie Camarilla DeMark
R4 458.15 457.38 454.09
R3 456.41 455.64 453.61
R2 454.67 454.67 453.45
R1 453.90 453.90 453.29 454.29
PP 452.93 452.93 452.93 453.12
S1 452.16 452.16 452.97 452.55
S2 451.19 451.19 452.81
S3 449.45 450.42 452.65
S4 447.71 448.68 452.17
Weekly Pivots for week ending 13-Aug-1993
Classic Woodie Camarilla DeMark
R4 462.07 460.20 452.40
R3 457.97 456.10 451.27
R2 453.87 453.87 450.89
R1 452.00 452.00 450.52 452.94
PP 449.77 449.77 449.77 450.23
S1 447.90 447.90 449.76 448.84
S2 445.67 445.67 449.39
S3 441.57 443.80 449.01
S4 437.47 439.70 447.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 453.70 447.53 6.17 1.4% 2.34 0.5% 91% True False
10 453.70 446.94 6.76 1.5% 2.23 0.5% 92% True False
20 453.70 443.72 9.98 2.2% 2.45 0.5% 94% True False
40 453.70 441.40 12.30 2.7% 2.72 0.6% 95% True False
60 455.63 441.40 14.23 3.1% 2.85 0.6% 82% False False
80 455.63 432.30 23.33 5.1% 3.07 0.7% 89% False False
100 455.63 432.30 23.33 5.1% 3.22 0.7% 89% False False
120 456.76 432.30 24.46 5.4% 3.30 0.7% 85% False 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 0.37
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 461.10
2.618 458.26
1.618 456.52
1.000 455.44
0.618 454.78
HIGH 453.70
0.618 453.04
0.500 452.83
0.382 452.62
LOW 451.96
0.618 450.88
1.000 450.22
1.618 449.14
2.618 447.40
4.250 444.57
Fisher Pivots for day following 17-Aug-1993
Pivot 1 day 3 day
R1 453.03 452.53
PP 452.93 451.93
S1 452.83 451.34

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

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