S&P500 Cash Index


Trading Metrics calculated at close of trading on 20-May-1993
Day Change Summary
Previous Current
19-May-1993 20-May-1993 Change Change % Previous Week
Open 440.32 447.60 7.28 1.7% 442.34
High 447.86 450.59 2.73 0.6% 445.42
Low 436.86 447.36 10.50 2.4% 438.10
Close 447.57 450.59 3.02 0.7% 439.56
Range 11.00 3.23 -7.77 -70.6% 7.32
ATR 3.83 3.79 -0.04 -1.1% 0.00
Volume
Daily Pivots for day following 20-May-1993
Classic Woodie Camarilla DeMark
R4 459.20 458.13 452.37
R3 455.97 454.90 451.48
R2 452.74 452.74 451.18
R1 451.67 451.67 450.89 452.21
PP 449.51 449.51 449.51 449.78
S1 448.44 448.44 450.29 448.98
S2 446.28 446.28 450.00
S3 443.05 445.21 449.70
S4 439.82 441.98 448.81
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
5 450.59 436.86 13.73 3.0% 4.36 1.0% 100% True False
10 450.59 436.86 13.73 3.0% 3.81 0.8% 100% True False
20 450.59 432.30 18.29 4.1% 3.59 0.8% 100% True False
40 454.88 432.30 22.58 5.0% 3.72 0.8% 81% False False
60 456.76 432.30 24.46 5.4% 3.69 0.8% 75% False False
80 456.76 428.25 28.51 6.3% 3.73 0.8% 78% False False
100 456.76 426.88 29.88 6.6% 3.62 0.8% 79% False False
120 456.76 426.88 29.88 6.6% 3.46 0.8% 79% 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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.88
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 464.32
2.618 459.05
1.618 455.82
1.000 453.82
0.618 452.59
HIGH 450.59
0.618 449.36
0.500 448.98
0.382 448.59
LOW 447.36
0.618 445.36
1.000 444.13
1.618 442.13
2.618 438.90
4.250 433.63
Fisher Pivots for day following 20-May-1993
Pivot 1 day 3 day
R1 450.05 448.30
PP 449.51 446.01
S1 448.98 443.73

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

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