S&P500 Cash Index


Trading Metrics calculated at close of trading on 30-Aug-1993
Day Change Summary
Previous Current
27-Aug-1993 30-Aug-1993 Change Change % Previous Week
Open 461.05 460.54 -0.51 -0.1% 456.12
High 461.05 462.58 1.53 0.3% 462.87
Low 459.19 460.28 1.09 0.2% 454.29
Close 460.54 461.90 1.36 0.3% 460.54
Range 1.86 2.30 0.44 23.7% 8.58
ATR 2.70 2.67 -0.03 -1.0% 0.00
Volume
Daily Pivots for day following 30-Aug-1993
Classic Woodie Camarilla DeMark
R4 468.49 467.49 463.17
R3 466.19 465.19 462.53
R2 463.89 463.89 462.32
R1 462.89 462.89 462.11 463.39
PP 461.59 461.59 461.59 461.84
S1 460.59 460.59 461.69 461.09
S2 459.29 459.29 461.48
S3 456.99 458.29 461.27
S4 454.69 455.99 460.64
Weekly Pivots for week ending 27-Aug-1993
Classic Woodie Camarilla DeMark
R4 484.97 481.34 465.26
R3 476.39 472.76 462.90
R2 467.81 467.81 462.11
R1 464.18 464.18 461.33 466.00
PP 459.23 459.23 459.23 460.14
S1 455.60 455.60 459.75 457.42
S2 450.65 450.65 458.97
S3 442.07 447.02 458.18
S4 433.49 438.44 455.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 462.87 455.04 7.83 1.7% 3.14 0.7% 88% False False
10 462.87 451.96 10.91 2.4% 2.67 0.6% 91% False False
20 462.87 446.94 15.93 3.4% 2.51 0.5% 94% False False
40 462.87 441.40 21.47 4.6% 2.72 0.6% 95% False False
60 462.87 441.40 21.47 4.6% 2.75 0.6% 95% False False
80 462.87 436.86 26.01 5.6% 3.00 0.6% 96% False False
100 462.87 432.30 30.57 6.6% 3.11 0.7% 97% False False
120 462.87 432.30 30.57 6.6% 3.21 0.7% 97% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.35
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 472.36
2.618 468.60
1.618 466.30
1.000 464.88
0.618 464.00
HIGH 462.58
0.618 461.70
0.500 461.43
0.382 461.16
LOW 460.28
0.618 458.86
1.000 457.98
1.618 456.56
2.618 454.26
4.250 450.51
Fisher Pivots for day following 30-Aug-1993
Pivot 1 day 3 day
R1 461.74 461.55
PP 461.59 461.20
S1 461.43 460.85

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

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