S&P500 Cash Index


Trading Metrics calculated at close of trading on 31-Aug-1993
Day Change Summary
Previous Current
30-Aug-1993 31-Aug-1993 Change Change % Previous Week
Open 460.54 461.90 1.36 0.3% 456.12
High 462.58 463.56 0.98 0.2% 462.87
Low 460.28 461.29 1.01 0.2% 454.29
Close 461.90 463.56 1.66 0.4% 460.54
Range 2.30 2.27 -0.03 -1.3% 8.58
ATR 2.67 2.64 -0.03 -1.1% 0.00
Volume
Daily Pivots for day following 31-Aug-1993
Classic Woodie Camarilla DeMark
R4 469.61 468.86 464.81
R3 467.34 466.59 464.18
R2 465.07 465.07 463.98
R1 464.32 464.32 463.77 464.70
PP 462.80 462.80 462.80 462.99
S1 462.05 462.05 463.35 462.43
S2 460.53 460.53 463.14
S3 458.26 459.78 462.94
S4 455.99 457.51 462.31
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
5 463.56 458.82 4.74 1.0% 2.64 0.6% 100% True False
10 463.56 453.21 10.35 2.2% 2.72 0.6% 100% True False
20 463.56 446.94 16.62 3.6% 2.48 0.5% 100% True False
40 463.56 441.40 22.16 4.8% 2.64 0.6% 100% True False
60 463.56 441.40 22.16 4.8% 2.73 0.6% 100% True False
80 463.56 436.86 26.70 5.8% 3.00 0.6% 100% True False
100 463.56 432.30 31.26 6.7% 3.09 0.7% 100% True False
120 463.56 432.30 31.26 6.7% 3.20 0.7% 100% 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 0.37
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 473.21
2.618 469.50
1.618 467.23
1.000 465.83
0.618 464.96
HIGH 463.56
0.618 462.69
0.500 462.43
0.382 462.16
LOW 461.29
0.618 459.89
1.000 459.02
1.618 457.62
2.618 455.35
4.250 451.64
Fisher Pivots for day following 31-Aug-1993
Pivot 1 day 3 day
R1 463.18 462.83
PP 462.80 462.10
S1 462.43 461.38

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

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