S&P500 Cash Index


Trading Metrics calculated at close of trading on 09-Sep-1993
Day Change Summary
Previous Current
08-Sep-1993 09-Sep-1993 Change Change % Previous Week
Open 458.52 456.65 -1.87 -0.4% 460.54
High 458.53 458.11 -0.42 -0.1% 463.80
Low 453.75 455.17 1.42 0.3% 459.91
Close 456.65 457.50 0.85 0.2% 461.34
Range 4.78 2.94 -1.84 -38.5% 3.89
ATR 2.82 2.83 0.01 0.3% 0.00
Volume
Daily Pivots for day following 09-Sep-1993
Classic Woodie Camarilla DeMark
R4 465.75 464.56 459.12
R3 462.81 461.62 458.31
R2 459.87 459.87 458.04
R1 458.68 458.68 457.77 459.28
PP 456.93 456.93 456.93 457.22
S1 455.74 455.74 457.23 456.34
S2 453.99 453.99 456.96
S3 451.05 452.80 456.69
S4 448.11 449.86 455.88
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
5 463.54 453.75 9.79 2.1% 3.29 0.7% 38% False False
10 463.80 453.75 10.05 2.2% 2.90 0.6% 37% False False
20 463.80 447.53 16.27 3.6% 2.80 0.6% 61% False False
40 463.80 443.71 20.09 4.4% 2.67 0.6% 69% False False
60 463.80 441.40 22.40 4.9% 2.80 0.6% 72% False False
80 463.80 436.86 26.94 5.9% 3.00 0.7% 77% False False
100 463.80 432.30 31.50 6.9% 3.09 0.7% 80% False False
120 463.80 432.30 31.50 6.9% 3.18 0.7% 80% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.57
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 470.61
2.618 465.81
1.618 462.87
1.000 461.05
0.618 459.93
HIGH 458.11
0.618 456.99
0.500 456.64
0.382 456.29
LOW 455.17
0.618 453.35
1.000 452.23
1.618 450.41
2.618 447.47
4.250 442.68
Fisher Pivots for day following 09-Sep-1993
Pivot 1 day 3 day
R1 457.21 457.91
PP 456.93 457.77
S1 456.64 457.64

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

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