S&P500 Cash Index


Trading Metrics calculated at close of trading on 20-Jul-1993
Day Change Summary
Previous Current
19-Jul-1993 20-Jul-1993 Change Change % Previous Week
Open 445.75 446.03 0.28 0.1% 448.18
High 446.78 447.63 0.85 0.2% 451.12
Low 444.83 443.71 -1.12 -0.3% 445.66
Close 446.03 447.31 1.28 0.3% 445.75
Range 1.95 3.92 1.97 101.0% 5.46
ATR 3.01 3.07 0.07 2.2% 0.00
Volume
Daily Pivots for day following 20-Jul-1993
Classic Woodie Camarilla DeMark
R4 457.98 456.56 449.47
R3 454.06 452.64 448.39
R2 450.14 450.14 448.03
R1 448.72 448.72 447.67 449.43
PP 446.22 446.22 446.22 446.57
S1 444.80 444.80 446.95 445.51
S2 442.30 442.30 446.59
S3 438.38 440.88 446.23
S4 434.46 436.96 445.15
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
5 451.12 443.71 7.41 1.7% 3.04 0.7% 49% False True
10 451.12 441.40 9.72 2.2% 2.95 0.7% 61% False False
20 451.90 441.40 10.50 2.3% 2.99 0.7% 56% False False
40 455.63 441.40 14.23 3.2% 3.05 0.7% 42% False False
60 455.63 432.30 23.33 5.2% 3.28 0.7% 64% False False
80 455.63 432.30 23.33 5.2% 3.41 0.8% 64% False False
100 456.76 432.30 24.46 5.5% 3.47 0.8% 61% False False
120 456.76 428.25 28.51 6.4% 3.53 0.8% 67% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 464.29
2.618 457.89
1.618 453.97
1.000 451.55
0.618 450.05
HIGH 447.63
0.618 446.13
0.500 445.67
0.382 445.21
LOW 443.71
0.618 441.29
1.000 439.79
1.618 437.37
2.618 433.45
4.250 427.05
Fisher Pivots for day following 20-Jul-1993
Pivot 1 day 3 day
R1 446.76 447.01
PP 446.22 446.70
S1 445.67 446.40

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

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