S&P500 Cash Index


Trading Metrics calculated at close of trading on 13-May-1993
Day Change Summary
Previous Current
12-May-1993 13-May-1993 Change Change % Previous Week
Open 444.32 444.75 0.43 0.1% 440.19
High 445.16 444.75 -0.41 -0.1% 446.09
Low 442.87 439.23 -3.64 -0.8% 438.25
Close 444.80 439.23 -5.57 -1.3% 442.31
Range 2.29 5.52 3.23 141.0% 7.84
ATR 3.30 3.46 0.16 4.9% 0.00
Volume
Daily Pivots for day following 13-May-1993
Classic Woodie Camarilla DeMark
R4 457.63 453.95 442.27
R3 452.11 448.43 440.75
R2 446.59 446.59 440.24
R1 442.91 442.91 439.74 441.99
PP 441.07 441.07 441.07 440.61
S1 437.39 437.39 438.72 436.47
S2 435.55 435.55 438.22
S3 430.03 431.87 437.71
S4 424.51 426.35 436.19
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
5 445.42 439.23 6.19 1.4% 3.25 0.7% 0% False True
10 446.09 438.25 7.84 1.8% 3.10 0.7% 13% False False
20 449.39 432.30 17.09 3.9% 3.48 0.8% 41% False False
40 454.88 432.30 22.58 5.1% 3.62 0.8% 31% False False
60 456.76 428.25 28.51 6.5% 3.76 0.9% 39% False False
80 456.76 428.25 28.51 6.5% 3.66 0.8% 39% False False
100 456.76 426.88 29.88 6.8% 3.51 0.8% 41% False False
120 456.76 423.61 33.15 7.5% 3.39 0.8% 47% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.53
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 468.21
2.618 459.20
1.618 453.68
1.000 450.27
0.618 448.16
HIGH 444.75
0.618 442.64
0.500 441.99
0.382 441.34
LOW 439.23
0.618 435.82
1.000 433.71
1.618 430.30
2.618 424.78
4.250 415.77
Fisher Pivots for day following 13-May-1993
Pivot 1 day 3 day
R1 441.99 442.20
PP 441.07 441.21
S1 440.15 440.22

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

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