S&P500 Cash Index


Trading Metrics calculated at close of trading on 07-Jun-1993
Day Change Summary
Previous Current
04-Jun-1993 07-Jun-1993 Change Change % Previous Week
Open 452.43 450.07 -2.36 -0.5% 450.23
High 452.43 450.75 -1.68 -0.4% 455.63
Low 448.92 447.32 -1.60 -0.4% 448.92
Close 450.06 447.69 -2.37 -0.5% 450.06
Range 3.51 3.43 -0.08 -2.3% 6.71
ATR 3.69 3.67 -0.02 -0.5% 0.00
Volume
Daily Pivots for day following 07-Jun-1993
Classic Woodie Camarilla DeMark
R4 458.88 456.71 449.58
R3 455.45 453.28 448.63
R2 452.02 452.02 448.32
R1 449.85 449.85 448.00 449.22
PP 448.59 448.59 448.59 448.27
S1 446.42 446.42 447.38 445.79
S2 445.16 445.16 447.06
S3 441.73 442.99 446.75
S4 438.30 439.56 445.80
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
5 455.63 447.32 8.31 1.9% 3.38 0.8% 4% False True
10 455.63 445.26 10.37 2.3% 3.43 0.8% 23% False False
20 455.63 436.86 18.77 4.2% 3.80 0.8% 58% False False
40 455.63 432.30 23.33 5.2% 3.64 0.8% 66% False False
60 455.63 432.30 23.33 5.2% 3.67 0.8% 66% False False
80 456.76 428.25 28.51 6.4% 3.85 0.9% 68% False False
100 456.76 428.25 28.51 6.4% 3.65 0.8% 68% False False
120 456.76 426.88 29.88 6.7% 3.56 0.8% 70% 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 0.34
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 465.33
2.618 459.73
1.618 456.30
1.000 454.18
0.618 452.87
HIGH 450.75
0.618 449.44
0.500 449.04
0.382 448.63
LOW 447.32
0.618 445.20
1.000 443.89
1.618 441.77
2.618 438.34
4.250 432.74
Fisher Pivots for day following 07-Jun-1993
Pivot 1 day 3 day
R1 449.04 450.59
PP 448.59 449.62
S1 448.14 448.66

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

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