S&P500 Cash Index


Trading Metrics calculated at close of trading on 25-Aug-1993
Day Change Summary
Previous Current
24-Aug-1993 25-Aug-1993 Change Change % Previous Week
Open 455.23 459.75 4.52 1.0% 450.25
High 459.77 462.04 2.27 0.5% 456.99
Low 455.04 459.30 4.26 0.9% 450.25
Close 459.77 460.13 0.36 0.1% 456.16
Range 4.73 2.74 -1.99 -42.1% 6.74
ATR 2.65 2.66 0.01 0.2% 0.00
Volume
Daily Pivots for day following 25-Aug-1993
Classic Woodie Camarilla DeMark
R4 468.71 467.16 461.64
R3 465.97 464.42 460.88
R2 463.23 463.23 460.63
R1 461.68 461.68 460.38 462.46
PP 460.49 460.49 460.49 460.88
S1 458.94 458.94 459.88 459.72
S2 457.75 457.75 459.63
S3 455.01 456.20 459.38
S4 452.27 453.46 458.62
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
5 462.04 454.29 7.75 1.7% 2.59 0.6% 75% True False
10 462.04 447.53 14.51 3.2% 2.70 0.6% 87% True False
20 462.04 446.94 15.10 3.3% 2.54 0.6% 87% True False
40 462.04 441.40 20.64 4.5% 2.71 0.6% 91% True False
60 462.04 441.40 20.64 4.5% 2.75 0.6% 91% True False
80 462.04 436.86 25.18 5.5% 2.98 0.6% 92% True False
100 462.04 432.30 29.74 6.5% 3.11 0.7% 94% True False
120 462.04 432.30 29.74 6.5% 3.26 0.7% 94% True 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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 473.69
2.618 469.21
1.618 466.47
1.000 464.78
0.618 463.73
HIGH 462.04
0.618 460.99
0.500 460.67
0.382 460.35
LOW 459.30
0.618 457.61
1.000 456.56
1.618 454.87
2.618 452.13
4.250 447.66
Fisher Pivots for day following 25-Aug-1993
Pivot 1 day 3 day
R1 460.67 459.48
PP 460.49 458.82
S1 460.31 458.17

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

View Archives - Comment on this page... - Back to Index of Symbols