S&P500 Cash Index


Trading Metrics calculated at close of trading on 21-Jun-1993
Day Change Summary
Previous Current
18-Jun-1993 21-Jun-1993 Change Change % Previous Week
Open 448.54 443.68 -4.86 -1.1% 447.26
High 448.59 446.22 -2.37 -0.5% 448.98
Low 443.68 443.68 0.00 0.0% 443.61
Close 443.68 446.22 2.54 0.6% 443.68
Range 4.91 2.54 -2.37 -48.3% 5.37
ATR 3.29 3.24 -0.05 -1.6% 0.00
Volume
Daily Pivots for day following 21-Jun-1993
Classic Woodie Camarilla DeMark
R4 452.99 452.15 447.62
R3 450.45 449.61 446.92
R2 447.91 447.91 446.69
R1 447.07 447.07 446.45 447.49
PP 445.37 445.37 445.37 445.59
S1 444.53 444.53 445.99 444.95
S2 442.83 442.83 445.75
S3 440.29 441.99 445.52
S4 437.75 439.45 444.82
Weekly Pivots for week ending 18-Jun-1993
Classic Woodie Camarilla DeMark
R4 461.53 457.98 446.63
R3 456.16 452.61 445.16
R2 450.79 450.79 444.66
R1 447.24 447.24 444.17 446.33
PP 445.42 445.42 445.42 444.97
S1 441.87 441.87 443.19 440.96
S2 440.05 440.05 442.70
S3 434.68 436.50 442.20
S4 429.31 431.13 440.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 448.98 443.61 5.37 1.2% 3.09 0.7% 49% False False
10 448.98 443.61 5.37 1.2% 2.79 0.6% 49% False False
20 455.63 443.61 12.02 2.7% 3.11 0.7% 22% False False
40 455.63 432.30 23.33 5.2% 3.43 0.8% 60% False False
60 455.63 432.30 23.33 5.2% 3.55 0.8% 60% False False
80 456.76 432.30 24.46 5.5% 3.58 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% 3.54 0.8% 65% 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 True
Bear Hook False
Bull Hook False
Stretch 0.28
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 457.02
2.618 452.87
1.618 450.33
1.000 448.76
0.618 447.79
HIGH 446.22
0.618 445.25
0.500 444.95
0.382 444.65
LOW 443.68
0.618 442.11
1.000 441.14
1.618 439.57
2.618 437.03
4.250 432.89
Fisher Pivots for day following 21-Jun-1993
Pivot 1 day 3 day
R1 445.80 446.33
PP 445.37 446.29
S1 444.95 446.26

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

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