S&P500 Cash Index


Trading Metrics calculated at close of trading on 22-Jul-1993
Day Change Summary
Previous Current
21-Jul-1993 22-Jul-1993 Change Change % Previous Week
Open 447.28 447.18 -0.10 0.0% 448.18
High 447.50 447.23 -0.27 -0.1% 451.12
Low 445.84 443.72 -2.12 -0.5% 445.66
Close 447.18 444.51 -2.67 -0.6% 445.75
Range 1.66 3.51 1.85 111.4% 5.46
ATR 2.97 3.01 0.04 1.3% 0.00
Volume
Daily Pivots for day following 22-Jul-1993
Classic Woodie Camarilla DeMark
R4 455.68 453.61 446.44
R3 452.17 450.10 445.48
R2 448.66 448.66 445.15
R1 446.59 446.59 444.83 445.87
PP 445.15 445.15 445.15 444.80
S1 443.08 443.08 444.19 442.36
S2 441.64 441.64 443.87
S3 438.13 439.57 443.54
S4 434.62 436.06 442.58
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
5 449.08 443.71 5.37 1.2% 2.89 0.7% 15% False False
10 451.12 443.71 7.41 1.7% 2.66 0.6% 11% False False
20 451.90 441.40 10.50 2.4% 3.05 0.7% 30% False False
40 455.63 441.40 14.23 3.2% 3.07 0.7% 22% False False
60 455.63 435.59 20.04 4.5% 3.19 0.7% 45% False False
80 455.63 432.30 23.33 5.2% 3.35 0.8% 52% False False
100 456.76 432.30 24.46 5.5% 3.46 0.8% 50% False False
120 456.76 428.25 28.51 6.4% 3.54 0.8% 57% 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 0.45
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 462.15
2.618 456.42
1.618 452.91
1.000 450.74
0.618 449.40
HIGH 447.23
0.618 445.89
0.500 445.48
0.382 445.06
LOW 443.72
0.618 441.55
1.000 440.21
1.618 438.04
2.618 434.53
4.250 428.80
Fisher Pivots for day following 22-Jul-1993
Pivot 1 day 3 day
R1 445.48 445.67
PP 445.15 445.28
S1 444.83 444.90

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

View Archives - Comment on this page... - Back to Index of Symbols