S&P500 Cash Index


Trading Metrics calculated at close of trading on 24-Aug-1993
Day Change Summary
Previous Current
23-Aug-1993 24-Aug-1993 Change Change % Previous Week
Open 456.12 455.23 -0.89 -0.2% 450.25
High 456.12 459.77 3.65 0.8% 456.99
Low 454.29 455.04 0.75 0.2% 450.25
Close 455.23 459.77 4.54 1.0% 456.16
Range 1.83 4.73 2.90 158.5% 6.74
ATR 2.49 2.65 0.16 6.4% 0.00
Volume
Daily Pivots for day following 24-Aug-1993
Classic Woodie Camarilla DeMark
R4 472.38 470.81 462.37
R3 467.65 466.08 461.07
R2 462.92 462.92 460.64
R1 461.35 461.35 460.20 462.14
PP 458.19 458.19 458.19 458.59
S1 456.62 456.62 459.34 457.41
S2 453.46 453.46 458.90
S3 448.73 451.89 458.47
S4 444.00 447.16 457.17
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
5 459.77 453.21 6.56 1.4% 2.80 0.6% 100% True False
10 459.77 447.53 12.24 2.7% 2.57 0.6% 100% True False
20 459.77 446.59 13.18 2.9% 2.51 0.5% 100% True False
40 459.77 441.40 18.37 4.0% 2.69 0.6% 100% True False
60 459.77 441.40 18.37 4.0% 2.79 0.6% 100% True False
80 459.77 436.86 22.91 5.0% 3.00 0.7% 100% True False
100 459.77 432.30 27.47 6.0% 3.17 0.7% 100% True False
120 459.77 432.30 27.47 6.0% 3.27 0.7% 100% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Widest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 479.87
2.618 472.15
1.618 467.42
1.000 464.50
0.618 462.69
HIGH 459.77
0.618 457.96
0.500 457.41
0.382 456.85
LOW 455.04
0.618 452.12
1.000 450.31
1.618 447.39
2.618 442.66
4.250 434.94
Fisher Pivots for day following 24-Aug-1993
Pivot 1 day 3 day
R1 458.98 458.86
PP 458.19 457.94
S1 457.41 457.03

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

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