S&P500 Cash Index


Trading Metrics calculated at close of trading on 02-Aug-1993
Day Change Summary
Previous Current
30-Jul-1993 02-Aug-1993 Change Change % Previous Week
Open 450.19 448.13 -2.06 -0.5% 447.06
High 450.22 450.15 -0.07 0.0% 450.77
Low 446.98 448.03 1.05 0.2% 446.59
Close 448.13 450.15 2.02 0.5% 448.13
Range 3.24 2.12 -1.12 -34.6% 4.18
ATR 2.94 2.88 -0.06 -2.0% 0.00
Volume
Daily Pivots for day following 02-Aug-1993
Classic Woodie Camarilla DeMark
R4 455.80 455.10 451.32
R3 453.68 452.98 450.73
R2 451.56 451.56 450.54
R1 450.86 450.86 450.34 451.21
PP 449.44 449.44 449.44 449.62
S1 448.74 448.74 449.96 449.09
S2 447.32 447.32 449.76
S3 445.20 446.62 449.57
S4 443.08 444.50 448.98
Weekly Pivots for week ending 30-Jul-1993
Classic Woodie Camarilla DeMark
R4 461.04 458.76 450.43
R3 456.86 454.58 449.28
R2 452.68 452.68 448.90
R1 450.40 450.40 448.51 451.54
PP 448.50 448.50 448.50 449.07
S1 446.22 446.22 447.75 447.36
S2 444.32 444.32 447.36
S3 440.14 442.04 446.98
S4 435.96 437.86 445.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 450.77 446.59 4.18 0.9% 2.73 0.6% 85% False False
10 450.77 443.71 7.06 1.6% 2.78 0.6% 91% False False
20 451.12 441.40 9.72 2.2% 2.94 0.7% 90% False False
40 451.90 441.40 10.50 2.3% 2.87 0.6% 83% False False
60 455.63 436.86 18.77 4.2% 3.16 0.7% 71% False False
80 455.63 432.30 23.33 5.2% 3.26 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% 3.51 0.8% 77% 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 0.28
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 459.16
2.618 455.70
1.618 453.58
1.000 452.27
0.618 451.46
HIGH 450.15
0.618 449.34
0.500 449.09
0.382 448.84
LOW 448.03
0.618 446.72
1.000 445.91
1.618 444.60
2.618 442.48
4.250 439.02
Fisher Pivots for day following 02-Aug-1993
Pivot 1 day 3 day
R1 449.80 449.73
PP 449.44 449.30
S1 449.09 448.88

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

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