S&P500 Cash Index


Trading Metrics calculated at close of trading on 11-Aug-1993
Day Change Summary
Previous Current
10-Aug-1993 11-Aug-1993 Change Change % Previous Week
Open 450.71 449.60 -1.11 -0.2% 448.13
High 450.71 451.00 0.29 0.1% 450.43
Low 449.10 449.60 0.50 0.1% 446.94
Close 449.45 450.46 1.01 0.2% 448.68
Range 1.61 1.40 -0.21 -13.0% 3.49
ATR 2.65 2.57 -0.08 -3.0% 0.00
Volume
Daily Pivots for day following 11-Aug-1993
Classic Woodie Camarilla DeMark
R4 454.55 453.91 451.23
R3 453.15 452.51 450.85
R2 451.75 451.75 450.72
R1 451.11 451.11 450.59 451.43
PP 450.35 450.35 450.35 450.52
S1 449.71 449.71 450.33 450.03
S2 448.95 448.95 450.20
S3 447.55 448.31 450.08
S4 446.15 446.91 449.69
Weekly Pivots for week ending 06-Aug-1993
Classic Woodie Camarilla DeMark
R4 459.15 457.41 450.60
R3 455.66 453.92 449.64
R2 452.17 452.17 449.32
R1 450.43 450.43 449.00 451.30
PP 448.68 448.68 448.68 449.12
S1 446.94 446.94 448.36 447.81
S2 445.19 445.19 448.04
S3 441.70 443.45 447.72
S4 438.21 439.96 446.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 451.51 446.94 4.57 1.0% 2.05 0.5% 77% False False
10 451.51 446.94 4.57 1.0% 2.38 0.5% 77% False False
20 451.51 443.71 7.80 1.7% 2.54 0.6% 87% False False
40 451.90 441.40 10.50 2.3% 2.80 0.6% 86% False False
60 455.63 436.86 18.77 4.2% 3.07 0.7% 72% False False
80 455.63 432.30 23.33 5.2% 3.16 0.7% 78% False False
100 455.63 432.30 23.33 5.2% 3.26 0.7% 78% False False
120 456.76 432.30 24.46 5.4% 3.35 0.7% 74% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 456.95
2.618 454.67
1.618 453.27
1.000 452.40
0.618 451.87
HIGH 451.00
0.618 450.47
0.500 450.30
0.382 450.13
LOW 449.60
0.618 448.73
1.000 448.20
1.618 447.33
2.618 445.93
4.250 443.65
Fisher Pivots for day following 11-Aug-1993
Pivot 1 day 3 day
R1 450.41 450.28
PP 450.35 450.09
S1 450.30 449.91

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

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