S&P500 Cash Index


Trading Metrics calculated at close of trading on 19-Jul-1993
Day Change Summary
Previous Current
16-Jul-1993 19-Jul-1993 Change Change % Previous Week
Open 449.07 445.75 -3.32 -0.7% 448.18
High 449.08 446.78 -2.30 -0.5% 451.12
Low 445.66 444.83 -0.83 -0.2% 445.66
Close 445.75 446.03 0.28 0.1% 445.75
Range 3.42 1.95 -1.47 -43.0% 5.46
ATR 3.09 3.01 -0.08 -2.6% 0.00
Volume
Daily Pivots for day following 19-Jul-1993
Classic Woodie Camarilla DeMark
R4 451.73 450.83 447.10
R3 449.78 448.88 446.57
R2 447.83 447.83 446.39
R1 446.93 446.93 446.21 447.38
PP 445.88 445.88 445.88 446.11
S1 444.98 444.98 445.85 445.43
S2 443.93 443.93 445.67
S3 441.98 443.03 445.49
S4 440.03 441.08 444.96
Weekly Pivots for week ending 16-Jul-1993
Classic Woodie Camarilla DeMark
R4 463.89 460.28 448.75
R3 458.43 454.82 447.25
R2 452.97 452.97 446.75
R1 449.36 449.36 446.25 448.44
PP 447.51 447.51 447.51 447.05
S1 443.90 443.90 445.25 442.98
S2 442.05 442.05 444.75
S3 436.59 438.44 444.25
S4 431.13 432.98 442.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 451.12 444.83 6.29 1.4% 2.78 0.6% 19% False True
10 451.12 441.40 9.72 2.2% 3.10 0.7% 48% False False
20 451.90 441.40 10.50 2.4% 2.92 0.7% 44% False False
40 455.63 441.40 14.23 3.2% 3.09 0.7% 33% False False
60 455.63 432.30 23.33 5.2% 3.26 0.7% 59% False False
80 455.63 432.30 23.33 5.2% 3.41 0.8% 59% False False
100 456.76 432.30 24.46 5.5% 3.45 0.8% 56% False False
120 456.76 428.25 28.51 6.4% 3.52 0.8% 62% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.37
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 455.07
2.618 451.89
1.618 449.94
1.000 448.73
0.618 447.99
HIGH 446.78
0.618 446.04
0.500 445.81
0.382 445.57
LOW 444.83
0.618 443.62
1.000 442.88
1.618 441.67
2.618 439.72
4.250 436.54
Fisher Pivots for day following 19-Jul-1993
Pivot 1 day 3 day
R1 445.96 447.48
PP 445.88 446.99
S1 445.81 446.51

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

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