S&P500 Cash Index


Trading Metrics calculated at close of trading on 07-Sep-1993
Day Change Summary
Previous Current
03-Sep-1993 07-Sep-1993 Change Change % Previous Week
Open 461.30 461.34 0.04 0.0% 460.54
High 462.05 462.07 0.02 0.0% 463.80
Low 459.91 457.95 -1.96 -0.4% 459.91
Close 461.34 458.52 -2.82 -0.6% 461.34
Range 2.14 4.12 1.98 92.5% 3.89
ATR 2.55 2.67 0.11 4.4% 0.00
Volume
Daily Pivots for day following 07-Sep-1993
Classic Woodie Camarilla DeMark
R4 471.87 469.32 460.79
R3 467.75 465.20 459.65
R2 463.63 463.63 459.28
R1 461.08 461.08 458.90 460.30
PP 459.51 459.51 459.51 459.12
S1 456.96 456.96 458.14 456.18
S2 455.39 455.39 457.76
S3 451.27 452.84 457.39
S4 447.15 448.72 456.25
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
5 463.80 457.95 5.85 1.3% 2.61 0.6% 10% False True
10 463.80 455.04 8.76 1.9% 2.87 0.6% 40% False False
20 463.80 447.53 16.27 3.5% 2.56 0.6% 68% False False
40 463.80 443.71 20.09 4.4% 2.62 0.6% 74% False False
60 463.80 441.40 22.40 4.9% 2.73 0.6% 76% False False
80 463.80 436.86 26.94 5.9% 2.96 0.6% 80% False False
100 463.80 432.30 31.50 6.9% 3.06 0.7% 83% False False
120 463.80 432.30 31.50 6.9% 3.18 0.7% 83% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.49
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 479.58
2.618 472.86
1.618 468.74
1.000 466.19
0.618 464.62
HIGH 462.07
0.618 460.50
0.500 460.01
0.382 459.52
LOW 457.95
0.618 455.40
1.000 453.83
1.618 451.28
2.618 447.16
4.250 440.44
Fisher Pivots for day following 07-Sep-1993
Pivot 1 day 3 day
R1 460.01 460.75
PP 459.51 460.00
S1 459.02 459.26

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

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