S&P500 Cash Index


Trading Metrics calculated at close of trading on 18-Aug-1993
Day Change Summary
Previous Current
17-Aug-1993 18-Aug-1993 Change Change % Previous Week
Open 452.38 453.21 0.83 0.2% 448.68
High 453.70 456.99 3.29 0.7% 451.63
Low 451.96 453.21 1.25 0.3% 447.53
Close 453.13 456.04 2.91 0.6% 450.14
Range 1.74 3.78 2.04 117.2% 4.10
ATR 2.56 2.66 0.09 3.6% 0.00
Volume
Daily Pivots for day following 18-Aug-1993
Classic Woodie Camarilla DeMark
R4 466.75 465.18 458.12
R3 462.97 461.40 457.08
R2 459.19 459.19 456.73
R1 457.62 457.62 456.39 458.41
PP 455.41 455.41 455.41 455.81
S1 453.84 453.84 455.69 454.63
S2 451.63 451.63 455.35
S3 447.85 450.06 455.00
S4 444.07 446.28 453.96
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
5 456.99 447.53 9.46 2.1% 2.81 0.6% 90% True False
10 456.99 446.94 10.05 2.2% 2.43 0.5% 91% True False
20 456.99 443.72 13.27 2.9% 2.56 0.6% 93% True False
40 456.99 441.40 15.59 3.4% 2.78 0.6% 94% True False
60 456.99 441.40 15.59 3.4% 2.86 0.6% 94% True False
80 456.99 433.14 23.85 5.2% 3.05 0.7% 96% True False
100 456.99 432.30 24.69 5.4% 3.21 0.7% 96% True False
120 456.99 432.30 24.69 5.4% 3.31 0.7% 96% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.33
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 473.06
2.618 466.89
1.618 463.11
1.000 460.77
0.618 459.33
HIGH 456.99
0.618 455.55
0.500 455.10
0.382 454.65
LOW 453.21
0.618 450.87
1.000 449.43
1.618 447.09
2.618 443.31
4.250 437.15
Fisher Pivots for day following 18-Aug-1993
Pivot 1 day 3 day
R1 455.73 455.23
PP 455.41 454.43
S1 455.10 453.62

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

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