S&P500 Cash Index


Trading Metrics calculated at close of trading on 23-Aug-1993
Day Change Summary
Previous Current
20-Aug-1993 23-Aug-1993 Change Change % Previous Week
Open 456.51 456.12 -0.39 -0.1% 450.25
High 456.68 456.12 -0.56 -0.1% 456.99
Low 454.60 454.29 -0.31 -0.1% 450.25
Close 456.16 455.23 -0.93 -0.2% 456.16
Range 2.08 1.83 -0.25 -12.0% 6.74
ATR 2.54 2.49 -0.05 -1.9% 0.00
Volume
Daily Pivots for day following 23-Aug-1993
Classic Woodie Camarilla DeMark
R4 460.70 459.80 456.24
R3 458.87 457.97 455.73
R2 457.04 457.04 455.57
R1 456.14 456.14 455.40 455.68
PP 455.21 455.21 455.21 454.98
S1 454.31 454.31 455.06 453.85
S2 453.38 453.38 454.89
S3 451.55 452.48 454.73
S4 449.72 450.65 454.22
Weekly Pivots for week ending 20-Aug-1993
Classic Woodie Camarilla DeMark
R4 474.69 472.16 459.87
R3 467.95 465.42 458.01
R2 461.21 461.21 457.40
R1 458.68 458.68 456.78 459.95
PP 454.47 454.47 454.47 455.10
S1 451.94 451.94 455.54 453.21
S2 447.73 447.73 454.92
S3 440.99 445.20 454.31
S4 434.25 438.46 452.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 456.99 451.96 5.03 1.1% 2.20 0.5% 65% False False
10 456.99 447.53 9.46 2.1% 2.25 0.5% 81% False False
20 456.99 446.59 10.40 2.3% 2.40 0.5% 83% False False
40 456.99 441.40 15.59 3.4% 2.68 0.6% 89% False False
60 456.99 441.40 15.59 3.4% 2.79 0.6% 89% False False
80 456.99 436.86 20.13 4.4% 2.98 0.7% 91% False False
100 456.99 432.30 24.69 5.4% 3.16 0.7% 93% False False
120 456.99 432.30 24.69 5.4% 3.25 0.7% 93% 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 False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 463.90
2.618 460.91
1.618 459.08
1.000 457.95
0.618 457.25
HIGH 456.12
0.618 455.42
0.500 455.21
0.382 454.99
LOW 454.29
0.618 453.16
1.000 452.46
1.618 451.33
2.618 449.50
4.250 446.51
Fisher Pivots for day following 23-Aug-1993
Pivot 1 day 3 day
R1 455.22 455.53
PP 455.21 455.43
S1 455.21 455.33

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

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