S&P500 Cash Index


Trading Metrics calculated at close of trading on 29-Jul-1993
Day Change Summary
Previous Current
28-Jul-1993 29-Jul-1993 Change Change % Previous Week
Open 448.25 447.19 -1.06 -0.2% 445.75
High 448.61 450.77 2.16 0.5% 447.63
Low 446.59 447.19 0.60 0.1% 443.71
Close 447.19 450.24 3.05 0.7% 447.10
Range 2.02 3.58 1.56 77.2% 3.92
ATR 2.86 2.91 0.05 1.8% 0.00
Volume
Daily Pivots for day following 29-Jul-1993
Classic Woodie Camarilla DeMark
R4 460.14 458.77 452.21
R3 456.56 455.19 451.22
R2 452.98 452.98 450.90
R1 451.61 451.61 450.57 452.30
PP 449.40 449.40 449.40 449.74
S1 448.03 448.03 449.91 448.72
S2 445.82 445.82 449.58
S3 442.24 444.45 449.26
S4 438.66 440.87 448.27
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
5 450.77 444.54 6.23 1.4% 2.66 0.6% 91% True False
10 450.77 443.71 7.06 1.6% 2.78 0.6% 92% True False
20 451.15 441.40 9.75 2.2% 2.98 0.7% 91% False False
40 453.85 441.40 12.45 2.8% 2.90 0.6% 71% False False
60 455.63 436.86 18.77 4.2% 3.14 0.7% 71% False False
80 455.63 432.30 23.33 5.2% 3.27 0.7% 77% False False
100 456.76 432.30 24.46 5.4% 3.35 0.7% 73% False False
120 456.76 428.25 28.51 6.3% 3.52 0.8% 77% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 465.99
2.618 460.14
1.618 456.56
1.000 454.35
0.618 452.98
HIGH 450.77
0.618 449.40
0.500 448.98
0.382 448.56
LOW 447.19
0.618 444.98
1.000 443.61
1.618 441.40
2.618 437.82
4.250 431.98
Fisher Pivots for day following 29-Jul-1993
Pivot 1 day 3 day
R1 449.82 449.72
PP 449.40 449.20
S1 448.98 448.68

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

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