S&P500 Cash Index


Trading Metrics calculated at close of trading on 26-May-1993
Day Change Summary
Previous Current
25-May-1993 26-May-1993 Change Change % Previous Week
Open 448.00 448.85 0.85 0.2% 439.56
High 449.04 453.51 4.47 1.0% 450.59
Low 447.70 448.82 1.12 0.3% 436.86
Close 448.85 453.44 4.59 1.0% 445.84
Range 1.34 4.69 3.35 250.0% 13.73
ATR 3.69 3.76 0.07 1.9% 0.00
Volume
Daily Pivots for day following 26-May-1993
Classic Woodie Camarilla DeMark
R4 465.99 464.41 456.02
R3 461.30 459.72 454.73
R2 456.61 456.61 454.30
R1 455.03 455.03 453.87 455.82
PP 451.92 451.92 451.92 452.32
S1 450.34 450.34 453.01 451.13
S2 447.23 447.23 452.58
S3 442.54 445.65 452.15
S4 437.85 440.96 450.86
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
5 453.51 444.89 8.62 1.9% 3.63 0.8% 99% True False
10 453.51 436.86 16.65 3.7% 4.22 0.9% 100% True False
20 453.51 435.59 17.92 4.0% 3.55 0.8% 100% True False
40 454.88 432.30 22.58 5.0% 3.70 0.8% 94% False False
60 456.76 432.30 24.46 5.4% 3.69 0.8% 86% False False
80 456.76 428.25 28.51 6.3% 3.78 0.8% 88% False False
100 456.76 426.88 29.88 6.6% 3.63 0.8% 89% False False
120 456.76 426.88 29.88 6.6% 3.51 0.8% 89% 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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.69
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 473.44
2.618 465.79
1.618 461.10
1.000 458.20
0.618 456.41
HIGH 453.51
0.618 451.72
0.500 451.17
0.382 450.61
LOW 448.82
0.618 445.92
1.000 444.13
1.618 441.23
2.618 436.54
4.250 428.89
Fisher Pivots for day following 26-May-1993
Pivot 1 day 3 day
R1 452.68 452.09
PP 451.92 450.74
S1 451.17 449.39

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

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