S&P500 Cash Index


Trading Metrics calculated at close of trading on 06-Jul-1993
Day Change Summary
Previous Current
02-Jul-1993 06-Jul-1993 Change Change % Previous Week
Open 449.02 445.86 -3.16 -0.7% 447.60
High 449.02 446.87 -2.15 -0.5% 451.90
Low 445.20 441.42 -3.78 -0.8% 445.20
Close 445.84 441.43 -4.41 -1.0% 445.84
Range 3.82 5.45 1.63 42.7% 6.70
ATR 3.02 3.19 0.17 5.8% 0.00
Volume
Daily Pivots for day following 06-Jul-1993
Classic Woodie Camarilla DeMark
R4 459.59 455.96 444.43
R3 454.14 450.51 442.93
R2 448.69 448.69 442.43
R1 445.06 445.06 441.93 444.15
PP 443.24 443.24 443.24 442.79
S1 439.61 439.61 440.93 438.70
S2 437.79 437.79 440.43
S3 432.34 434.16 439.93
S4 426.89 428.71 438.43
Weekly Pivots for week ending 02-Jul-1993
Classic Woodie Camarilla DeMark
R4 467.75 463.49 449.53
R3 461.05 456.79 447.68
R2 454.35 454.35 447.07
R1 450.09 450.09 446.45 448.87
PP 447.65 447.65 447.65 447.04
S1 443.39 443.39 445.23 442.17
S2 440.95 440.95 444.61
S3 434.25 436.69 444.00
S4 427.55 429.99 442.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 451.90 441.42 10.48 2.4% 3.05 0.7% 0% False True
10 451.90 441.42 10.48 2.4% 3.04 0.7% 0% False True
20 451.90 441.42 10.48 2.4% 2.91 0.7% 0% False True
40 455.63 436.86 18.77 4.3% 3.36 0.8% 24% False False
60 455.63 432.30 23.33 5.3% 3.40 0.8% 39% False False
80 455.63 432.30 23.33 5.3% 3.48 0.8% 39% False False
100 456.76 428.25 28.51 6.5% 3.66 0.8% 46% False False
120 456.76 428.25 28.51 6.5% 3.53 0.8% 46% 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 0.28
Widest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 470.03
2.618 461.14
1.618 455.69
1.000 452.32
0.618 450.24
HIGH 446.87
0.618 444.79
0.500 444.15
0.382 443.50
LOW 441.42
0.618 438.05
1.000 435.97
1.618 432.60
2.618 427.15
4.250 418.26
Fisher Pivots for day following 06-Jul-1993
Pivot 1 day 3 day
R1 444.15 446.29
PP 443.24 444.67
S1 442.34 443.05

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

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