S&P500 Cash Index


Trading Metrics calculated at close of trading on 03-Sep-1993
Day Change Summary
Previous Current
02-Sep-1993 03-Sep-1993 Change Change % Previous Week
Open 463.13 461.30 -1.83 -0.4% 460.54
High 463.54 462.05 -1.49 -0.3% 463.80
Low 461.07 459.91 -1.16 -0.3% 459.91
Close 461.30 461.34 0.04 0.0% 461.34
Range 2.47 2.14 -0.33 -13.4% 3.89
ATR 2.59 2.55 -0.03 -1.2% 0.00
Volume
Daily Pivots for day following 03-Sep-1993
Classic Woodie Camarilla DeMark
R4 467.52 466.57 462.52
R3 465.38 464.43 461.93
R2 463.24 463.24 461.73
R1 462.29 462.29 461.54 462.77
PP 461.10 461.10 461.10 461.34
S1 460.15 460.15 461.14 460.63
S2 458.96 458.96 460.95
S3 456.82 458.01 460.75
S4 454.68 455.87 460.16
Weekly Pivots for week ending 03-Sep-1993
Classic Woodie Camarilla DeMark
R4 473.35 471.24 463.48
R3 469.46 467.35 462.41
R2 465.57 465.57 462.05
R1 463.46 463.46 461.70 464.52
PP 461.68 461.68 461.68 462.21
S1 459.57 459.57 460.98 460.63
S2 457.79 457.79 460.63
S3 453.90 455.68 460.27
S4 450.01 451.79 459.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 463.80 459.91 3.89 0.8% 2.24 0.5% 37% False True
10 463.80 454.29 9.51 2.1% 2.64 0.6% 74% False False
20 463.80 447.53 16.27 3.5% 2.52 0.5% 85% False False
40 463.80 443.71 20.09 4.4% 2.55 0.6% 88% False False
60 463.80 441.40 22.40 4.9% 2.71 0.6% 89% False False
80 463.80 436.86 26.94 5.8% 2.97 0.6% 91% False False
100 463.80 432.30 31.50 6.8% 3.05 0.7% 92% False False
120 463.80 432.30 31.50 6.8% 3.17 0.7% 92% False 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 0.41
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 471.15
2.618 467.65
1.618 465.51
1.000 464.19
0.618 463.37
HIGH 462.05
0.618 461.23
0.500 460.98
0.382 460.73
LOW 459.91
0.618 458.59
1.000 457.77
1.618 456.45
2.618 454.31
4.250 450.82
Fisher Pivots for day following 03-Sep-1993
Pivot 1 day 3 day
R1 461.22 461.86
PP 461.10 461.68
S1 460.98 461.51

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

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