S&P500 Cash Index


Trading Metrics calculated at close of trading on 16-Jun-1993
Day Change Summary
Previous Current
15-Jun-1993 16-Jun-1993 Change Change % Previous Week
Open 447.73 446.27 -1.46 -0.3% 450.07
High 448.28 447.43 -0.85 -0.2% 450.75
Low 446.18 443.61 -2.57 -0.6% 444.09
Close 446.27 447.43 1.16 0.3% 447.26
Range 2.10 3.82 1.72 81.9% 6.66
ATR 3.21 3.25 0.04 1.4% 0.00
Volume
Daily Pivots for day following 16-Jun-1993
Classic Woodie Camarilla DeMark
R4 457.62 456.34 449.53
R3 453.80 452.52 448.48
R2 449.98 449.98 448.13
R1 448.70 448.70 447.78 449.34
PP 446.16 446.16 446.16 446.48
S1 444.88 444.88 447.08 445.52
S2 442.34 442.34 446.73
S3 438.52 441.06 446.38
S4 434.70 437.24 445.33
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
5 448.64 443.61 5.03 1.1% 2.45 0.5% 76% False True
10 453.85 443.61 10.24 2.3% 2.80 0.6% 37% False True
20 455.63 436.86 18.77 4.2% 3.63 0.8% 56% False False
40 455.63 432.30 23.33 5.2% 3.48 0.8% 65% False False
60 455.63 432.30 23.33 5.2% 3.56 0.8% 65% False False
80 456.76 432.30 24.46 5.5% 3.63 0.8% 62% False False
100 456.76 428.25 28.51 6.4% 3.64 0.8% 67% False False
120 456.76 426.88 29.88 6.7% 3.53 0.8% 69% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 463.67
2.618 457.43
1.618 453.61
1.000 451.25
0.618 449.79
HIGH 447.43
0.618 445.97
0.500 445.52
0.382 445.07
LOW 443.61
0.618 441.25
1.000 439.79
1.618 437.43
2.618 433.61
4.250 427.38
Fisher Pivots for day following 16-Jun-1993
Pivot 1 day 3 day
R1 446.79 447.00
PP 446.16 446.56
S1 445.52 446.13

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

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