S&P500 Cash Index


Trading Metrics calculated at close of trading on 24-May-1993
Day Change Summary
Previous Current
21-May-1993 24-May-1993 Change Change % Previous Week
Open 450.59 445.84 -4.75 -1.1% 439.56
High 450.59 448.44 -2.15 -0.5% 450.59
Low 444.89 445.26 0.37 0.1% 436.86
Close 445.84 448.00 2.16 0.5% 445.84
Range 5.70 3.18 -2.52 -44.2% 13.73
ATR 3.93 3.87 -0.05 -1.4% 0.00
Volume
Daily Pivots for day following 24-May-1993
Classic Woodie Camarilla DeMark
R4 456.77 455.57 449.75
R3 453.59 452.39 448.87
R2 450.41 450.41 448.58
R1 449.21 449.21 448.29 449.81
PP 447.23 447.23 447.23 447.54
S1 446.03 446.03 447.71 446.63
S2 444.05 444.05 447.42
S3 440.87 442.85 447.13
S4 437.69 439.67 446.25
Weekly Pivots for week ending 21-May-1993
Classic Woodie Camarilla DeMark
R4 485.62 479.46 453.39
R3 471.89 465.73 449.62
R2 458.16 458.16 448.36
R1 452.00 452.00 447.10 455.08
PP 444.43 444.43 444.43 445.97
S1 438.27 438.27 444.58 441.35
S2 430.70 430.70 443.32
S3 416.97 424.54 442.06
S4 403.24 410.81 438.29
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 3.1% 5.28 1.2% 81% False False
10 450.59 436.86 13.73 3.1% 4.16 0.9% 81% False False
20 450.59 433.14 17.45 3.9% 3.60 0.8% 85% False False
40 454.88 432.30 22.58 5.0% 3.74 0.8% 70% False False
60 456.76 432.30 24.46 5.5% 3.75 0.8% 64% False False
80 456.76 428.25 28.51 6.4% 3.78 0.8% 69% False False
100 456.76 426.88 29.88 6.7% 3.64 0.8% 71% False False
120 456.76 426.88 29.88 6.7% 3.49 0.8% 71% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.87
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 461.96
2.618 456.77
1.618 453.59
1.000 451.62
0.618 450.41
HIGH 448.44
0.618 447.23
0.500 446.85
0.382 446.47
LOW 445.26
0.618 443.29
1.000 442.08
1.618 440.11
2.618 436.93
4.250 431.75
Fisher Pivots for day following 24-May-1993
Pivot 1 day 3 day
R1 447.62 447.91
PP 447.23 447.83
S1 446.85 447.74

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

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