S&P500 Cash Index


Trading Metrics calculated at close of trading on 28-Jun-1993
Day Change Summary
Previous Current
25-Jun-1993 28-Jun-1993 Change Change % Previous Week
Open 446.62 447.60 0.98 0.2% 443.68
High 448.64 451.90 3.26 0.7% 448.64
Low 446.62 447.60 0.98 0.2% 442.50
Close 447.60 451.85 4.25 0.9% 447.60
Range 2.02 4.30 2.28 112.9% 6.14
ATR 3.11 3.20 0.08 2.7% 0.00
Volume
Daily Pivots for day following 28-Jun-1993
Classic Woodie Camarilla DeMark
R4 463.35 461.90 454.22
R3 459.05 457.60 453.03
R2 454.75 454.75 452.64
R1 453.30 453.30 452.24 454.03
PP 450.45 450.45 450.45 450.81
S1 449.00 449.00 451.46 449.73
S2 446.15 446.15 451.06
S3 441.85 444.70 450.67
S4 437.55 440.40 449.49
Weekly Pivots for week ending 25-Jun-1993
Classic Woodie Camarilla DeMark
R4 464.67 462.27 450.98
R3 458.53 456.13 449.29
R2 452.39 452.39 448.73
R1 449.99 449.99 448.16 451.19
PP 446.25 446.25 446.25 446.85
S1 443.85 443.85 447.04 445.05
S2 440.11 440.11 446.47
S3 433.97 437.71 445.91
S4 427.83 431.57 444.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 451.90 442.50 9.40 2.1% 3.03 0.7% 99% True False
10 451.90 442.50 9.40 2.1% 3.06 0.7% 99% True False
20 455.63 442.50 13.13 2.9% 3.00 0.7% 71% False False
40 455.63 436.86 18.77 4.2% 3.31 0.7% 80% False False
60 455.63 432.30 23.33 5.2% 3.50 0.8% 84% False False
80 456.76 432.30 24.46 5.4% 3.55 0.8% 80% False False
100 456.76 428.25 28.51 6.3% 3.64 0.8% 83% False False
120 456.76 426.88 29.88 6.6% 3.56 0.8% 84% 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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 470.18
2.618 463.16
1.618 458.86
1.000 456.20
0.618 454.56
HIGH 451.90
0.618 450.26
0.500 449.75
0.382 449.24
LOW 447.60
0.618 444.94
1.000 443.30
1.618 440.64
2.618 436.34
4.250 429.33
Fisher Pivots for day following 28-Jun-1993
Pivot 1 day 3 day
R1 451.15 450.30
PP 450.45 448.75
S1 449.75 447.20

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

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