S&P500 Cash Index


Trading Metrics calculated at close of trading on 16-Aug-1993
Day Change Summary
Previous Current
13-Aug-1993 16-Aug-1993 Change Change % Previous Week
Open 448.97 450.25 1.28 0.3% 448.68
High 450.25 453.41 3.16 0.7% 451.63
Low 448.97 450.25 1.28 0.3% 447.53
Close 450.14 452.38 2.24 0.5% 450.14
Range 1.28 3.16 1.88 146.9% 4.10
ATR 2.58 2.63 0.05 1.9% 0.00
Volume
Daily Pivots for day following 16-Aug-1993
Classic Woodie Camarilla DeMark
R4 461.49 460.10 454.12
R3 458.33 456.94 453.25
R2 455.17 455.17 452.96
R1 453.78 453.78 452.67 454.48
PP 452.01 452.01 452.01 452.36
S1 450.62 450.62 452.09 451.32
S2 448.85 448.85 451.80
S3 445.69 447.46 451.51
S4 442.53 444.30 450.64
Weekly Pivots for week ending 13-Aug-1993
Classic Woodie Camarilla DeMark
R4 462.07 460.20 452.40
R3 457.97 456.10 451.27
R2 453.87 453.87 450.89
R1 452.00 452.00 450.52 452.94
PP 449.77 449.77 449.77 450.23
S1 447.90 447.90 449.76 448.84
S2 445.67 445.67 449.39
S3 441.57 443.80 449.01
S4 437.47 439.70 447.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 453.41 447.53 5.88 1.3% 2.31 0.5% 82% True False
10 453.41 446.94 6.47 1.4% 2.34 0.5% 84% True False
20 453.41 443.71 9.70 2.1% 2.56 0.6% 89% True False
40 453.41 441.40 12.01 2.7% 2.74 0.6% 91% True False
60 455.63 441.40 14.23 3.1% 2.92 0.6% 77% False False
80 455.63 432.30 23.33 5.2% 3.09 0.7% 86% False False
100 455.63 432.30 23.33 5.2% 3.24 0.7% 86% False False
120 456.76 432.30 24.46 5.4% 3.30 0.7% 82% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 466.84
2.618 461.68
1.618 458.52
1.000 456.57
0.618 455.36
HIGH 453.41
0.618 452.20
0.500 451.83
0.382 451.46
LOW 450.25
0.618 448.30
1.000 447.09
1.618 445.14
2.618 441.98
4.250 436.82
Fisher Pivots for day following 16-Aug-1993
Pivot 1 day 3 day
R1 452.20 451.74
PP 452.01 451.11
S1 451.83 450.47

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

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