S&P500 Cash Index


Trading Metrics calculated at close of trading on 15-Jun-1993
Day Change Summary
Previous Current
14-Jun-1993 15-Jun-1993 Change Change % Previous Week
Open 447.26 447.73 0.47 0.1% 450.07
High 448.64 448.28 -0.36 -0.1% 450.75
Low 447.23 446.18 -1.05 -0.2% 444.09
Close 447.71 446.27 -1.44 -0.3% 447.26
Range 1.41 2.10 0.69 48.9% 6.66
ATR 3.29 3.21 -0.09 -2.6% 0.00
Volume
Daily Pivots for day following 15-Jun-1993
Classic Woodie Camarilla DeMark
R4 453.21 451.84 447.43
R3 451.11 449.74 446.85
R2 449.01 449.01 446.66
R1 447.64 447.64 446.46 447.28
PP 446.91 446.91 446.91 446.73
S1 445.54 445.54 446.08 445.18
S2 444.81 444.81 445.89
S3 442.71 443.44 445.69
S4 440.61 441.34 445.12
Weekly Pivots for week ending 11-Jun-1993
Classic Woodie Camarilla DeMark
R4 467.35 463.96 450.92
R3 460.69 457.30 449.09
R2 454.03 454.03 448.48
R1 450.64 450.64 447.87 449.01
PP 447.37 447.37 447.37 446.55
S1 443.98 443.98 446.65 442.35
S2 440.71 440.71 446.04
S3 434.05 437.32 445.43
S4 427.39 430.66 443.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 448.64 444.09 4.55 1.0% 2.24 0.5% 48% False False
10 454.53 444.09 10.44 2.3% 2.60 0.6% 21% False False
20 455.63 436.86 18.77 4.2% 3.60 0.8% 50% False False
40 455.63 432.30 23.33 5.2% 3.52 0.8% 60% False False
60 455.63 432.30 23.33 5.2% 3.56 0.8% 60% False False
80 456.76 432.30 24.46 5.5% 3.62 0.8% 57% False False
100 456.76 428.25 28.51 6.4% 3.63 0.8% 63% False False
120 456.76 426.88 29.88 6.7% 3.52 0.8% 65% 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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 457.21
2.618 453.78
1.618 451.68
1.000 450.38
0.618 449.58
HIGH 448.28
0.618 447.48
0.500 447.23
0.382 446.98
LOW 446.18
0.618 444.88
1.000 444.08
1.618 442.78
2.618 440.68
4.250 437.26
Fisher Pivots for day following 15-Jun-1993
Pivot 1 day 3 day
R1 447.23 447.01
PP 446.91 446.76
S1 446.59 446.52

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

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