S&P500 Cash Index


Trading Metrics calculated at close of trading on 17-Feb-1993
Day Change Summary
Previous Current
16-Feb-1993 17-Feb-1993 Change Change % Previous Week
Open 444.53 433.93 -10.60 -2.4% 448.94
High 444.53 433.97 -10.56 -2.4% 450.04
Low 433.47 430.92 -2.55 -0.6% 444.24
Close 433.91 433.30 -0.61 -0.1% 444.58
Range 11.06 3.05 -8.01 -72.4% 5.80
ATR 3.53 3.49 -0.03 -1.0% 0.00
Volume
Daily Pivots for day following 17-Feb-1993
Classic Woodie Camarilla DeMark
R4 441.88 440.64 434.98
R3 438.83 437.59 434.14
R2 435.78 435.78 433.86
R1 434.54 434.54 433.58 433.64
PP 432.73 432.73 432.73 432.28
S1 431.49 431.49 433.02 430.59
S2 429.68 429.68 432.74
S3 426.63 428.44 432.46
S4 423.58 425.39 431.62
Weekly Pivots for week ending 12-Feb-1993
Classic Woodie Camarilla DeMark
R4 463.69 459.93 447.77
R3 457.89 454.13 446.18
R2 452.09 452.09 445.64
R1 448.33 448.33 445.11 447.31
PP 446.29 446.29 446.29 445.78
S1 442.53 442.53 444.05 441.51
S2 440.49 440.49 443.52
S3 434.69 436.73 442.99
S4 428.89 430.93 441.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 449.36 430.92 18.44 4.3% 4.50 1.0% 13% False True
10 450.04 430.92 19.12 4.4% 3.84 0.9% 12% False True
20 450.04 430.92 19.12 4.4% 3.37 0.8% 12% False True
40 450.04 426.88 23.16 5.3% 3.13 0.7% 28% False False
60 450.04 423.61 26.43 6.1% 3.03 0.7% 37% False False
80 450.04 413.68 36.36 8.4% 2.97 0.7% 54% False False
100 450.04 396.80 53.24 12.3% 3.24 0.7% 69% False False
120 450.04 396.80 53.24 12.3% 3.18 0.7% 69% False False
Crabel Price Patterns
NR True
NR4 True
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 0.22
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 446.93
2.618 441.95
1.618 438.90
1.000 437.02
0.618 435.85
HIGH 433.97
0.618 432.80
0.500 432.45
0.382 432.09
LOW 430.92
0.618 429.04
1.000 427.87
1.618 425.99
2.618 422.94
4.250 417.96
Fisher Pivots for day following 17-Feb-1993
Pivot 1 day 3 day
R1 433.02 439.31
PP 432.73 437.31
S1 432.45 435.30

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

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