S&P500 Cash Index


Trading Metrics calculated at close of trading on 04-May-1993
Day Change Summary
Previous Current
03-May-1993 04-May-1993 Change Change % Previous Week
Open 440.19 442.58 2.39 0.5% 437.03
High 442.59 445.19 2.60 0.6% 442.29
Low 438.25 442.45 4.20 1.0% 432.30
Close 442.46 444.05 1.59 0.4% 440.19
Range 4.34 2.74 -1.60 -36.9% 9.99
ATR 3.81 3.73 -0.08 -2.0% 0.00
Volume
Daily Pivots for day following 04-May-1993
Classic Woodie Camarilla DeMark
R4 452.12 450.82 445.56
R3 449.38 448.08 444.80
R2 446.64 446.64 444.55
R1 445.34 445.34 444.30 445.99
PP 443.90 443.90 443.90 444.22
S1 442.60 442.60 443.80 443.25
S2 441.16 441.16 443.55
S3 438.42 439.86 443.30
S4 435.68 437.12 442.54
Weekly Pivots for week ending 30-Apr-1993
Classic Woodie Camarilla DeMark
R4 468.23 464.20 445.68
R3 458.24 454.21 442.94
R2 448.25 448.25 442.02
R1 444.22 444.22 441.11 446.24
PP 438.26 438.26 438.26 439.27
S1 434.23 434.23 439.27 436.25
S2 428.27 428.27 438.36
S3 418.28 424.24 437.44
S4 408.29 414.25 434.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 445.19 435.59 9.60 2.2% 3.19 0.7% 88% True False
10 445.77 432.30 13.47 3.0% 3.85 0.9% 87% False False
20 450.40 432.30 18.10 4.1% 3.65 0.8% 65% False False
40 456.76 432.30 24.46 5.5% 3.66 0.8% 48% False False
60 456.76 428.25 28.51 6.4% 3.89 0.9% 55% False False
80 456.76 428.19 28.57 6.4% 3.65 0.8% 56% False False
100 456.76 426.88 29.88 6.7% 3.52 0.8% 57% False False
120 456.76 418.31 38.45 8.7% 3.37 0.8% 67% 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 0.84
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 456.84
2.618 452.36
1.618 449.62
1.000 447.93
0.618 446.88
HIGH 445.19
0.618 444.14
0.500 443.82
0.382 443.50
LOW 442.45
0.618 440.76
1.000 439.71
1.618 438.02
2.618 435.28
4.250 430.81
Fisher Pivots for day following 04-May-1993
Pivot 1 day 3 day
R1 443.97 443.27
PP 443.90 442.50
S1 443.82 441.72

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

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