S&P500 Cash Index


Trading Metrics calculated at close of trading on 26-Aug-1993
Day Change Summary
Previous Current
25-Aug-1993 26-Aug-1993 Change Change % Previous Week
Open 459.75 460.04 0.29 0.1% 450.25
High 462.04 462.87 0.83 0.2% 456.99
Low 459.30 458.82 -0.48 -0.1% 450.25
Close 460.13 461.04 0.91 0.2% 456.16
Range 2.74 4.05 1.31 47.8% 6.74
ATR 2.66 2.76 0.10 3.7% 0.00
Volume
Daily Pivots for day following 26-Aug-1993
Classic Woodie Camarilla DeMark
R4 473.06 471.10 463.27
R3 469.01 467.05 462.15
R2 464.96 464.96 461.78
R1 463.00 463.00 461.41 463.98
PP 460.91 460.91 460.91 461.40
S1 458.95 458.95 460.67 459.93
S2 456.86 456.86 460.30
S3 452.81 454.90 459.93
S4 448.76 450.85 458.81
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
5 462.87 454.29 8.58 1.9% 3.09 0.7% 79% True False
10 462.87 448.97 13.90 3.0% 2.70 0.6% 87% True False
20 462.87 446.94 15.93 3.5% 2.57 0.6% 89% True False
40 462.87 441.40 21.47 4.7% 2.77 0.6% 91% True False
60 462.87 441.40 21.47 4.7% 2.79 0.6% 91% True False
80 462.87 436.86 26.01 5.6% 3.00 0.7% 93% True False
100 462.87 432.30 30.57 6.6% 3.13 0.7% 94% True False
120 462.87 432.30 30.57 6.6% 3.22 0.7% 94% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 480.08
2.618 473.47
1.618 469.42
1.000 466.92
0.618 465.37
HIGH 462.87
0.618 461.32
0.500 460.85
0.382 460.37
LOW 458.82
0.618 456.32
1.000 454.77
1.618 452.27
2.618 448.22
4.250 441.61
Fisher Pivots for day following 26-Aug-1993
Pivot 1 day 3 day
R1 460.98 460.35
PP 460.91 459.65
S1 460.85 458.96

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

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