S&P500 Cash Index


Trading Metrics calculated at close of trading on 24-Feb-1993
Day Change Summary
Previous Current
23-Feb-1993 24-Feb-1993 Change Change % Previous Week
Open 435.34 434.76 -0.58 -0.1% 444.53
High 436.84 440.87 4.03 0.9% 444.53
Low 432.41 434.68 2.27 0.5% 428.25
Close 434.80 440.87 6.07 1.4% 434.22
Range 4.43 6.19 1.76 39.7% 16.28
ATR 3.81 3.98 0.17 4.4% 0.00
Volume
Daily Pivots for day following 24-Feb-1993
Classic Woodie Camarilla DeMark
R4 457.38 455.31 444.27
R3 451.19 449.12 442.57
R2 445.00 445.00 442.00
R1 442.93 442.93 441.44 443.97
PP 438.81 438.81 438.81 439.32
S1 436.74 436.74 440.30 437.78
S2 432.62 432.62 439.74
S3 426.43 430.55 439.17
S4 420.24 424.36 437.47
Weekly Pivots for week ending 19-Feb-1993
Classic Woodie Camarilla DeMark
R4 484.51 475.64 443.17
R3 468.23 459.36 438.70
R2 451.95 451.95 437.20
R1 443.08 443.08 435.71 439.38
PP 435.67 435.67 435.67 433.81
S1 426.80 426.80 432.73 423.10
S2 419.39 419.39 431.24
S3 403.11 410.52 429.74
S4 386.83 394.24 425.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 440.87 428.25 12.62 2.9% 5.14 1.2% 100% True False
10 449.36 428.25 21.11 4.8% 4.82 1.1% 60% False False
20 450.04 428.25 21.79 4.9% 3.85 0.9% 58% False False
40 450.04 426.88 23.16 5.3% 3.52 0.8% 60% False False
60 450.04 426.88 23.16 5.3% 3.22 0.7% 60% False False
80 450.04 415.58 34.46 7.8% 3.12 0.7% 73% False False
100 450.04 396.80 53.24 12.1% 3.33 0.8% 83% False False
120 450.04 396.80 53.24 12.1% 3.30 0.7% 83% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.81
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 467.18
2.618 457.08
1.618 450.89
1.000 447.06
0.618 444.70
HIGH 440.87
0.618 438.51
0.500 437.78
0.382 437.04
LOW 434.68
0.618 430.85
1.000 428.49
1.618 424.66
2.618 418.47
4.250 408.37
Fisher Pivots for day following 24-Feb-1993
Pivot 1 day 3 day
R1 439.84 439.46
PP 438.81 438.05
S1 437.78 436.64

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

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