S&P500 Cash Index


Trading Metrics calculated at close of trading on 27-May-1993
Day Change Summary
Previous Current
26-May-1993 27-May-1993 Change Change % Previous Week
Open 448.85 453.44 4.59 1.0% 439.56
High 453.51 454.55 1.04 0.2% 450.59
Low 448.82 451.14 2.32 0.5% 436.86
Close 453.44 452.41 -1.03 -0.2% 445.84
Range 4.69 3.41 -1.28 -27.3% 13.73
ATR 3.76 3.74 -0.03 -0.7% 0.00
Volume
Daily Pivots for day following 27-May-1993
Classic Woodie Camarilla DeMark
R4 462.93 461.08 454.29
R3 459.52 457.67 453.35
R2 456.11 456.11 453.04
R1 454.26 454.26 452.72 453.48
PP 452.70 452.70 452.70 452.31
S1 450.85 450.85 452.10 450.07
S2 449.29 449.29 451.78
S3 445.88 447.44 451.47
S4 442.47 444.03 450.53
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
5 454.55 444.89 9.66 2.1% 3.66 0.8% 78% True False
10 454.55 436.86 17.69 3.9% 4.01 0.9% 88% True False
20 454.55 436.86 17.69 3.9% 3.55 0.8% 88% True False
40 454.55 432.30 22.25 4.9% 3.70 0.8% 90% True False
60 456.76 432.30 24.46 5.4% 3.71 0.8% 82% False False
80 456.76 428.25 28.51 6.3% 3.80 0.8% 85% False False
100 456.76 426.88 29.88 6.6% 3.65 0.8% 85% False False
120 456.76 426.88 29.88 6.6% 3.51 0.8% 85% 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 0.80
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 469.04
2.618 463.48
1.618 460.07
1.000 457.96
0.618 456.66
HIGH 454.55
0.618 453.25
0.500 452.85
0.382 452.44
LOW 451.14
0.618 449.03
1.000 447.73
1.618 445.62
2.618 442.21
4.250 436.65
Fisher Pivots for day following 27-May-1993
Pivot 1 day 3 day
R1 452.85 451.98
PP 452.70 451.55
S1 452.56 451.13

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

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