S&P500 Cash Index


Trading Metrics calculated at close of trading on 28-May-1993
Day Change Summary
Previous Current
27-May-1993 28-May-1993 Change Change % Previous Week
Open 453.44 452.41 -1.03 -0.2% 445.84
High 454.55 452.41 -2.14 -0.5% 454.55
Low 451.14 447.67 -3.47 -0.8% 445.26
Close 452.41 450.19 -2.22 -0.5% 450.19
Range 3.41 4.74 1.33 39.0% 9.29
ATR 3.74 3.81 0.07 1.9% 0.00
Volume
Daily Pivots for day following 28-May-1993
Classic Woodie Camarilla DeMark
R4 464.31 461.99 452.80
R3 459.57 457.25 451.49
R2 454.83 454.83 451.06
R1 452.51 452.51 450.62 451.30
PP 450.09 450.09 450.09 449.49
S1 447.77 447.77 449.76 446.56
S2 445.35 445.35 449.32
S3 440.61 443.03 448.89
S4 435.87 438.29 447.58
Weekly Pivots for week ending 28-May-1993
Classic Woodie Camarilla DeMark
R4 477.87 473.32 455.30
R3 468.58 464.03 452.74
R2 459.29 459.29 451.89
R1 454.74 454.74 451.04 457.02
PP 450.00 450.00 450.00 451.14
S1 445.45 445.45 449.34 447.73
S2 440.71 440.71 448.49
S3 431.42 436.16 447.64
S4 422.13 426.87 445.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 454.55 445.26 9.29 2.1% 3.47 0.8% 53% False False
10 454.55 436.86 17.69 3.9% 4.32 1.0% 75% False False
20 454.55 436.86 17.69 3.9% 3.62 0.8% 75% False False
40 454.55 432.30 22.25 4.9% 3.75 0.8% 80% False False
60 456.76 432.30 24.46 5.4% 3.74 0.8% 73% False False
80 456.76 428.25 28.51 6.3% 3.80 0.8% 77% False False
100 456.76 426.88 29.88 6.6% 3.67 0.8% 78% False False
120 456.76 426.88 29.88 6.6% 3.52 0.8% 78% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.74
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 472.56
2.618 464.82
1.618 460.08
1.000 457.15
0.618 455.34
HIGH 452.41
0.618 450.60
0.500 450.04
0.382 449.48
LOW 447.67
0.618 444.74
1.000 442.93
1.618 440.00
2.618 435.26
4.250 427.53
Fisher Pivots for day following 28-May-1993
Pivot 1 day 3 day
R1 450.14 451.11
PP 450.09 450.80
S1 450.04 450.50

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

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