S&P500 Cash Index


Trading Metrics calculated at close of trading on 17-Nov-1993
Day Change Summary
Previous Current
16-Nov-1993 17-Nov-1993 Change Change % Previous Week
Open 463.75 466.74 2.99 0.6% 459.57
High 466.74 467.24 0.50 0.1% 465.84
Low 462.98 462.73 -0.25 -0.1% 458.78
Close 466.74 464.81 -1.93 -0.4% 465.39
Range 3.76 4.51 0.75 19.9% 7.06
ATR 3.32 3.40 0.09 2.6% 0.00
Volume
Daily Pivots for day following 17-Nov-1993
Classic Woodie Camarilla DeMark
R4 478.46 476.14 467.29
R3 473.95 471.63 466.05
R2 469.44 469.44 465.64
R1 467.12 467.12 465.22 466.03
PP 464.93 464.93 464.93 464.38
S1 462.61 462.61 464.40 461.52
S2 460.42 460.42 463.98
S3 455.91 458.10 463.57
S4 451.40 453.59 462.33
Weekly Pivots for week ending 12-Nov-1993
Classic Woodie Camarilla DeMark
R4 484.52 482.01 469.27
R3 477.46 474.95 467.33
R2 470.40 470.40 466.68
R1 467.89 467.89 466.04 469.15
PP 463.34 463.34 463.34 463.96
S1 460.83 460.83 464.74 462.09
S2 456.28 456.28 464.10
S3 449.22 453.77 463.45
S4 442.16 446.71 461.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 467.24 462.49 4.75 1.0% 3.41 0.7% 49% True False
10 467.24 454.36 12.88 2.8% 3.83 0.8% 81% True False
20 469.11 454.36 14.75 3.2% 3.40 0.7% 71% False False
40 471.10 454.36 16.74 3.6% 3.05 0.7% 62% False False
60 471.10 452.94 18.16 3.9% 3.08 0.7% 65% False False
80 471.10 446.59 24.51 5.3% 2.94 0.6% 74% False False
100 471.10 441.40 29.70 6.4% 2.93 0.6% 79% False False
120 471.10 441.40 29.70 6.4% 2.94 0.6% 79% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.71
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 486.41
2.618 479.05
1.618 474.54
1.000 471.75
0.618 470.03
HIGH 467.24
0.618 465.52
0.500 464.99
0.382 464.45
LOW 462.73
0.618 459.94
1.000 458.22
1.618 455.43
2.618 450.92
4.250 443.56
Fisher Pivots for day following 17-Nov-1993
Pivot 1 day 3 day
R1 464.99 464.99
PP 464.93 464.93
S1 464.87 464.87

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

View Archives - Comment on this page... - Back to Index of Symbols