S&P500 Cash Index


Trading Metrics calculated at close of trading on 18-May-1993
Day Change Summary
Previous Current
17-May-1993 18-May-1993 Change Change % Previous Week
Open 439.56 440.39 0.83 0.2% 442.34
High 440.38 441.26 0.88 0.2% 445.42
Low 437.83 437.95 0.12 0.0% 438.10
Close 440.37 440.32 -0.05 0.0% 439.56
Range 2.55 3.31 0.76 29.8% 7.32
ATR 3.28 3.28 0.00 0.1% 0.00
Volume
Daily Pivots for day following 18-May-1993
Classic Woodie Camarilla DeMark
R4 449.77 448.36 442.14
R3 446.46 445.05 441.23
R2 443.15 443.15 440.93
R1 441.74 441.74 440.62 440.79
PP 439.84 439.84 439.84 439.37
S1 438.43 438.43 440.02 437.48
S2 436.53 436.53 439.71
S3 433.22 435.12 439.41
S4 429.91 431.81 438.50
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% 3.08 0.7% 34% False False
10 446.09 437.83 8.26 1.9% 2.81 0.6% 30% False False
20 446.09 432.30 13.79 3.1% 3.33 0.8% 58% False False
40 454.88 432.30 22.58 5.1% 3.52 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% 3.65 0.8% 42% False False
100 456.76 426.88 29.88 6.8% 3.51 0.8% 45% False False
120 456.76 426.88 29.88 6.8% 3.38 0.8% 45% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.56
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 455.33
2.618 449.93
1.618 446.62
1.000 444.57
0.618 443.31
HIGH 441.26
0.618 440.00
0.500 439.61
0.382 439.21
LOW 437.95
0.618 435.90
1.000 434.64
1.618 432.59
2.618 429.28
4.250 423.88
Fisher Pivots for day following 18-May-1993
Pivot 1 day 3 day
R1 440.08 440.06
PP 439.84 439.80
S1 439.61 439.55

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

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