S&P500 Cash Index


Trading Metrics calculated at close of trading on 23-Jul-1993
Day Change Summary
Previous Current
22-Jul-1993 23-Jul-1993 Change Change % Previous Week
Open 447.18 444.54 -2.64 -0.6% 445.75
High 447.23 447.10 -0.13 0.0% 447.63
Low 443.72 444.54 0.82 0.2% 443.71
Close 444.51 447.10 2.59 0.6% 447.10
Range 3.51 2.56 -0.95 -27.1% 3.92
ATR 3.01 2.98 -0.03 -1.0% 0.00
Volume
Daily Pivots for day following 23-Jul-1993
Classic Woodie Camarilla DeMark
R4 453.93 453.07 448.51
R3 451.37 450.51 447.80
R2 448.81 448.81 447.57
R1 447.95 447.95 447.33 448.38
PP 446.25 446.25 446.25 446.46
S1 445.39 445.39 446.87 445.82
S2 443.69 443.69 446.63
S3 441.13 442.83 446.40
S4 438.57 440.27 445.69
Weekly Pivots for week ending 23-Jul-1993
Classic Woodie Camarilla DeMark
R4 457.91 456.42 449.26
R3 453.99 452.50 448.18
R2 450.07 450.07 447.82
R1 448.58 448.58 447.46 449.33
PP 446.15 446.15 446.15 446.52
S1 444.66 444.66 446.74 445.41
S2 442.23 442.23 446.38
S3 438.31 440.74 446.02
S4 434.39 436.82 444.94
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 447.63 443.71 3.92 0.9% 2.72 0.6% 86% False False
10 451.12 443.71 7.41 1.7% 2.70 0.6% 46% False False
20 451.90 441.40 10.50 2.3% 2.94 0.7% 54% False False
40 455.63 441.40 14.23 3.2% 3.01 0.7% 40% False False
60 455.63 435.59 20.04 4.5% 3.19 0.7% 57% False False
80 455.63 432.30 23.33 5.2% 3.36 0.8% 63% False False
100 456.76 432.30 24.46 5.5% 3.42 0.8% 61% False False
120 456.76 428.25 28.51 6.4% 3.53 0.8% 66% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 457.98
2.618 453.80
1.618 451.24
1.000 449.66
0.618 448.68
HIGH 447.10
0.618 446.12
0.500 445.82
0.382 445.52
LOW 444.54
0.618 442.96
1.000 441.98
1.618 440.40
2.618 437.84
4.250 433.66
Fisher Pivots for day following 23-Jul-1993
Pivot 1 day 3 day
R1 446.67 446.60
PP 446.25 446.11
S1 445.82 445.61

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

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