S&P500 Cash Index


Trading Metrics calculated at close of trading on 17-May-1993
Day Change Summary
Previous Current
14-May-1993 17-May-1993 Change Change % Previous Week
Open 439.22 439.56 0.34 0.1% 442.34
High 439.82 440.38 0.56 0.1% 445.42
Low 438.10 437.83 -0.27 -0.1% 438.10
Close 439.56 440.37 0.81 0.2% 439.56
Range 1.72 2.55 0.83 48.3% 7.32
ATR 3.33 3.28 -0.06 -1.7% 0.00
Volume
Daily Pivots for day following 17-May-1993
Classic Woodie Camarilla DeMark
R4 447.18 446.32 441.77
R3 444.63 443.77 441.07
R2 442.08 442.08 440.84
R1 441.22 441.22 440.60 441.65
PP 439.53 439.53 439.53 439.74
S1 438.67 438.67 440.14 439.10
S2 436.98 436.98 439.90
S3 434.43 436.12 439.67
S4 431.88 433.57 438.97
Weekly Pivots for week ending 14-May-1993
Classic Woodie Camarilla DeMark
R4 462.99 458.59 443.59
R3 455.67 451.27 441.57
R2 448.35 448.35 440.90
R1 443.95 443.95 440.23 442.49
PP 441.03 441.03 441.03 440.30
S1 436.63 436.63 438.89 435.17
S2 433.71 433.71 438.22
S3 426.39 429.31 437.55
S4 419.07 421.99 435.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 445.16 437.83 7.33 1.7% 3.03 0.7% 35% False True
10 446.09 437.83 8.26 1.9% 2.75 0.6% 31% False True
20 447.46 432.30 15.16 3.4% 3.45 0.8% 53% False False
40 454.88 432.30 22.58 5.1% 3.54 0.8% 36% False False
60 456.76 432.30 24.46 5.6% 3.63 0.8% 33% False False
80 456.76 428.25 28.51 6.5% 3.64 0.8% 43% False False
100 456.76 426.88 29.88 6.8% 3.50 0.8% 45% False False
120 456.76 424.83 31.93 7.3% 3.39 0.8% 49% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.48
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 451.22
2.618 447.06
1.618 444.51
1.000 442.93
0.618 441.96
HIGH 440.38
0.618 439.41
0.500 439.11
0.382 438.80
LOW 437.83
0.618 436.25
1.000 435.28
1.618 433.70
2.618 431.15
4.250 426.99
Fisher Pivots for day following 17-May-1993
Pivot 1 day 3 day
R1 439.95 441.29
PP 439.53 440.98
S1 439.11 440.68

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

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