S&P500 Cash Index


Trading Metrics calculated at close of trading on 12-May-1993
Day Change Summary
Previous Current
11-May-1993 12-May-1993 Change Change % Previous Week
Open 442.80 444.32 1.52 0.3% 440.19
High 444.57 445.16 0.59 0.1% 446.09
Low 441.52 442.87 1.35 0.3% 438.25
Close 444.36 444.80 0.44 0.1% 442.31
Range 3.05 2.29 -0.76 -24.9% 7.84
ATR 3.37 3.30 -0.08 -2.3% 0.00
Volume
Daily Pivots for day following 12-May-1993
Classic Woodie Camarilla DeMark
R4 451.15 450.26 446.06
R3 448.86 447.97 445.43
R2 446.57 446.57 445.22
R1 445.68 445.68 445.01 446.13
PP 444.28 444.28 444.28 444.50
S1 443.39 443.39 444.59 443.84
S2 441.99 441.99 444.38
S3 439.70 441.10 444.17
S4 437.41 438.81 443.54
Weekly Pivots for week ending 07-May-1993
Classic Woodie Camarilla DeMark
R4 465.74 461.86 446.62
R3 457.90 454.02 444.47
R2 450.06 450.06 443.75
R1 446.18 446.18 443.03 448.12
PP 442.22 442.22 442.22 443.19
S1 438.34 438.34 441.59 440.28
S2 434.38 434.38 440.87
S3 426.54 430.50 440.15
S4 418.70 422.66 438.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 445.42 441.52 3.90 0.9% 2.53 0.6% 84% False False
10 446.09 435.59 10.50 2.4% 2.88 0.6% 88% False False
20 449.39 432.30 17.09 3.8% 3.34 0.8% 73% False False
40 454.88 432.30 22.58 5.1% 3.57 0.8% 55% False False
60 456.76 428.25 28.51 6.4% 3.72 0.8% 58% False False
80 456.76 428.25 28.51 6.4% 3.63 0.8% 58% False False
100 456.76 426.88 29.88 6.7% 3.51 0.8% 60% False False
120 456.76 422.50 34.26 7.7% 3.36 0.8% 65% 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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.63
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 454.89
2.618 451.16
1.618 448.87
1.000 447.45
0.618 446.58
HIGH 445.16
0.618 444.29
0.500 444.02
0.382 443.74
LOW 442.87
0.618 441.45
1.000 440.58
1.618 439.16
2.618 436.87
4.250 433.14
Fisher Pivots for day following 12-May-1993
Pivot 1 day 3 day
R1 444.54 444.36
PP 444.28 443.91
S1 444.02 443.47

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

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