S&P500 Cash Index


Trading Metrics calculated at close of trading on 24-Jun-1993
Day Change Summary
Previous Current
23-Jun-1993 24-Jun-1993 Change Change % Previous Week
Open 445.96 443.04 -2.92 -0.7% 447.26
High 445.96 447.21 1.25 0.3% 448.98
Low 443.19 442.50 -0.69 -0.2% 443.61
Close 443.19 446.62 3.43 0.8% 443.68
Range 2.77 4.71 1.94 70.0% 5.37
ATR 3.08 3.19 0.12 3.8% 0.00
Volume
Daily Pivots for day following 24-Jun-1993
Classic Woodie Camarilla DeMark
R4 459.57 457.81 449.21
R3 454.86 453.10 447.92
R2 450.15 450.15 447.48
R1 448.39 448.39 447.05 449.27
PP 445.44 445.44 445.44 445.89
S1 443.68 443.68 446.19 444.56
S2 440.73 440.73 445.76
S3 436.02 438.97 445.32
S4 431.31 434.26 444.03
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
5 448.59 442.50 6.09 1.4% 3.26 0.7% 68% False True
10 448.98 442.50 6.48 1.5% 2.85 0.6% 64% False True
20 455.63 442.50 13.13 2.9% 3.09 0.7% 31% False True
40 455.63 435.59 20.04 4.5% 3.32 0.7% 55% False False
60 455.63 432.30 23.33 5.2% 3.50 0.8% 61% False False
80 456.76 432.30 24.46 5.5% 3.54 0.8% 59% False False
100 456.76 428.25 28.51 6.4% 3.64 0.8% 64% False False
120 456.76 426.88 29.88 6.7% 3.54 0.8% 66% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 467.23
2.618 459.54
1.618 454.83
1.000 451.92
0.618 450.12
HIGH 447.21
0.618 445.41
0.500 444.86
0.382 444.30
LOW 442.50
0.618 439.59
1.000 437.79
1.618 434.88
2.618 430.17
4.250 422.48
Fisher Pivots for day following 24-Jun-1993
Pivot 1 day 3 day
R1 446.03 446.03
PP 445.44 445.44
S1 444.86 444.86

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

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