S&P500 Cash Index


Trading Metrics calculated at close of trading on 23-Jun-1993
Day Change Summary
Previous Current
22-Jun-1993 23-Jun-1993 Change Change % Previous Week
Open 446.25 445.96 -0.29 -0.1% 447.26
High 446.29 445.96 -0.33 -0.1% 448.98
Low 444.94 443.19 -1.75 -0.4% 443.61
Close 445.93 443.19 -2.74 -0.6% 443.68
Range 1.35 2.77 1.42 105.2% 5.37
ATR 3.10 3.08 -0.02 -0.8% 0.00
Volume
Daily Pivots for day following 23-Jun-1993
Classic Woodie Camarilla DeMark
R4 452.42 450.58 444.71
R3 449.65 447.81 443.95
R2 446.88 446.88 443.70
R1 445.04 445.04 443.44 444.58
PP 444.11 444.11 444.11 443.88
S1 442.27 442.27 442.94 441.81
S2 441.34 441.34 442.68
S3 438.57 439.50 442.43
S4 435.80 436.73 441.67
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
5 448.98 443.19 5.79 1.3% 2.73 0.6% 0% False True
10 448.98 443.19 5.79 1.3% 2.59 0.6% 0% False True
20 455.63 443.19 12.44 2.8% 3.09 0.7% 0% False True
40 455.63 435.59 20.04 4.5% 3.26 0.7% 38% False False
60 455.63 432.30 23.33 5.3% 3.46 0.8% 47% False False
80 456.76 432.30 24.46 5.5% 3.57 0.8% 45% False False
100 456.76 428.25 28.51 6.4% 3.64 0.8% 52% False False
120 456.76 426.88 29.88 6.7% 3.53 0.8% 55% 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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 457.73
2.618 453.21
1.618 450.44
1.000 448.73
0.618 447.67
HIGH 445.96
0.618 444.90
0.500 444.58
0.382 444.25
LOW 443.19
0.618 441.48
1.000 440.42
1.618 438.71
2.618 435.94
4.250 431.42
Fisher Pivots for day following 23-Jun-1993
Pivot 1 day 3 day
R1 444.58 444.74
PP 444.11 444.22
S1 443.65 443.71

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

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