S&P500 Cash Index


Trading Metrics calculated at close of trading on 13-Jul-1993
Day Change Summary
Previous Current
12-Jul-1993 13-Jul-1993 Change Change % Previous Week
Open 448.18 449.00 0.82 0.2% 445.86
High 449.11 450.70 1.59 0.4% 448.94
Low 447.71 448.07 0.36 0.1% 441.40
Close 448.98 448.09 -0.89 -0.2% 448.13
Range 1.40 2.63 1.23 87.9% 7.54
ATR 3.11 3.07 -0.03 -1.1% 0.00
Volume
Daily Pivots for day following 13-Jul-1993
Classic Woodie Camarilla DeMark
R4 456.84 455.10 449.54
R3 454.21 452.47 448.81
R2 451.58 451.58 448.57
R1 449.84 449.84 448.33 449.40
PP 448.95 448.95 448.95 448.73
S1 447.21 447.21 447.85 446.77
S2 446.32 446.32 447.61
S3 443.69 444.58 447.37
S4 441.06 441.95 446.64
Weekly Pivots for week ending 09-Jul-1993
Classic Woodie Camarilla DeMark
R4 468.78 465.99 452.28
R3 461.24 458.45 450.20
R2 453.70 453.70 449.51
R1 450.91 450.91 448.82 452.31
PP 446.16 446.16 446.16 446.85
S1 443.37 443.37 447.44 444.77
S2 438.62 438.62 446.75
S3 431.08 435.83 446.06
S4 423.54 428.29 443.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 450.70 441.40 9.30 2.1% 2.85 0.6% 72% True False
10 451.90 441.40 10.50 2.3% 2.95 0.7% 64% False False
20 451.90 441.40 10.50 2.3% 3.01 0.7% 64% False False
40 455.63 436.86 18.77 4.2% 3.32 0.7% 60% False False
60 455.63 432.30 23.33 5.2% 3.37 0.8% 68% False False
80 455.63 432.30 23.33 5.2% 3.44 0.8% 68% False False
100 456.76 431.68 25.08 5.6% 3.50 0.8% 65% False False
120 456.76 428.25 28.51 6.4% 3.54 0.8% 70% 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 0.39
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 461.88
2.618 457.59
1.618 454.96
1.000 453.33
0.618 452.33
HIGH 450.70
0.618 449.70
0.500 449.39
0.382 449.07
LOW 448.07
0.618 446.44
1.000 445.44
1.618 443.81
2.618 441.18
4.250 436.89
Fisher Pivots for day following 13-Jul-1993
Pivot 1 day 3 day
R1 449.39 448.72
PP 448.95 448.51
S1 448.52 448.30

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

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