S&P500 Cash Index


Trading Metrics calculated at close of trading on 28-Jul-1993
Day Change Summary
Previous Current
27-Jul-1993 28-Jul-1993 Change Change % Previous Week
Open 449.00 448.25 -0.75 -0.2% 445.75
High 449.44 448.61 -0.83 -0.2% 447.63
Low 446.76 446.59 -0.17 0.0% 443.71
Close 448.24 447.19 -1.05 -0.2% 447.10
Range 2.68 2.02 -0.66 -24.6% 3.92
ATR 2.93 2.86 -0.06 -2.2% 0.00
Volume
Daily Pivots for day following 28-Jul-1993
Classic Woodie Camarilla DeMark
R4 453.52 452.38 448.30
R3 451.50 450.36 447.75
R2 449.48 449.48 447.56
R1 448.34 448.34 447.38 447.90
PP 447.46 447.46 447.46 447.25
S1 446.32 446.32 447.00 445.88
S2 445.44 445.44 446.82
S3 443.42 444.30 446.63
S4 441.40 442.28 446.08
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
5 449.50 443.72 5.78 1.3% 2.65 0.6% 60% False False
10 450.12 443.71 6.41 1.4% 2.70 0.6% 54% False False
20 451.47 441.40 10.07 2.3% 2.87 0.6% 57% False False
40 454.53 441.40 13.13 2.9% 2.85 0.6% 44% False False
60 455.63 436.86 18.77 4.2% 3.13 0.7% 55% False False
80 455.63 432.30 23.33 5.2% 3.25 0.7% 64% False False
100 456.76 432.30 24.46 5.5% 3.40 0.8% 61% False False
120 456.76 428.25 28.51 6.4% 3.51 0.8% 66% 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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 457.20
2.618 453.90
1.618 451.88
1.000 450.63
0.618 449.86
HIGH 448.61
0.618 447.84
0.500 447.60
0.382 447.36
LOW 446.59
0.618 445.34
1.000 444.57
1.618 443.32
2.618 441.30
4.250 438.01
Fisher Pivots for day following 28-Jul-1993
Pivot 1 day 3 day
R1 447.60 448.05
PP 447.46 447.76
S1 447.33 447.48

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

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