S&P500 Cash Index


Trading Metrics calculated at close of trading on 04-Jun-1993
Day Change Summary
Previous Current
03-Jun-1993 04-Jun-1993 Change Change % Previous Week
Open 453.84 452.43 -1.41 -0.3% 450.23
High 453.85 452.43 -1.42 -0.3% 455.63
Low 451.12 448.92 -2.20 -0.5% 448.92
Close 452.49 450.06 -2.43 -0.5% 450.06
Range 2.73 3.51 0.78 28.6% 6.71
ATR 3.70 3.69 -0.01 -0.3% 0.00
Volume
Daily Pivots for day following 04-Jun-1993
Classic Woodie Camarilla DeMark
R4 461.00 459.04 451.99
R3 457.49 455.53 451.03
R2 453.98 453.98 450.70
R1 452.02 452.02 450.38 451.25
PP 450.47 450.47 450.47 450.08
S1 448.51 448.51 449.74 447.74
S2 446.96 446.96 449.42
S3 443.45 445.00 449.09
S4 439.94 441.49 448.13
Weekly Pivots for week ending 04-Jun-1993
Classic Woodie Camarilla DeMark
R4 471.67 467.57 453.75
R3 464.96 460.86 451.91
R2 458.25 458.25 451.29
R1 454.15 454.15 450.68 452.85
PP 451.54 451.54 451.54 450.88
S1 447.44 447.44 449.44 446.14
S2 444.83 444.83 448.83
S3 438.12 440.73 448.21
S4 431.41 434.02 446.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 455.63 447.67 7.96 1.8% 3.65 0.8% 30% False False
10 455.63 444.89 10.74 2.4% 3.66 0.8% 48% False False
20 455.63 436.86 18.77 4.2% 3.73 0.8% 70% False False
40 455.63 432.30 23.33 5.2% 3.64 0.8% 76% False False
60 456.76 432.30 24.46 5.4% 3.66 0.8% 73% False False
80 456.76 428.25 28.51 6.3% 3.83 0.9% 76% False False
100 456.76 428.25 28.51 6.3% 3.65 0.8% 76% False False
120 456.76 426.88 29.88 6.6% 3.55 0.8% 78% 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 0.27
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 467.35
2.618 461.62
1.618 458.11
1.000 455.94
0.618 454.60
HIGH 452.43
0.618 451.09
0.500 450.68
0.382 450.26
LOW 448.92
0.618 446.75
1.000 445.41
1.618 443.24
2.618 439.73
4.250 434.00
Fisher Pivots for day following 04-Jun-1993
Pivot 1 day 3 day
R1 450.68 451.73
PP 450.47 451.17
S1 450.27 450.62

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

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