S&P500 Cash Index


Trading Metrics calculated at close of trading on 13-Sep-1993
Day Change Summary
Previous Current
10-Sep-1993 13-Sep-1993 Change Change % Previous Week
Open 457.49 461.70 4.21 0.9% 461.34
High 461.86 463.38 1.52 0.3% 462.07
Low 457.49 461.41 3.92 0.9% 453.75
Close 461.72 462.06 0.34 0.1% 461.72
Range 4.37 1.97 -2.40 -54.9% 8.32
ATR 2.94 2.87 -0.07 -2.4% 0.00
Volume
Daily Pivots for day following 13-Sep-1993
Classic Woodie Camarilla DeMark
R4 468.19 467.10 463.14
R3 466.22 465.13 462.60
R2 464.25 464.25 462.42
R1 463.16 463.16 462.24 463.71
PP 462.28 462.28 462.28 462.56
S1 461.19 461.19 461.88 461.74
S2 460.31 460.31 461.70
S3 458.34 459.22 461.52
S4 456.37 457.25 460.98
Weekly Pivots for week ending 10-Sep-1993
Classic Woodie Camarilla DeMark
R4 484.14 481.25 466.30
R3 475.82 472.93 464.01
R2 467.50 467.50 463.25
R1 464.61 464.61 462.48 466.06
PP 459.18 459.18 459.18 459.90
S1 456.29 456.29 460.96 457.74
S2 450.86 450.86 460.19
S3 442.54 447.97 459.43
S4 434.22 439.65 457.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 463.38 453.75 9.63 2.1% 3.64 0.8% 86% True False
10 463.80 453.75 10.05 2.2% 2.94 0.6% 83% False False
20 463.80 450.25 13.55 2.9% 2.85 0.6% 87% False False
40 463.80 443.71 20.09 4.3% 2.67 0.6% 91% False False
60 463.80 441.40 22.40 4.8% 2.81 0.6% 92% False False
80 463.80 441.40 22.40 4.8% 2.90 0.6% 92% False False
100 463.80 432.30 31.50 6.8% 3.07 0.7% 94% False False
120 463.80 432.30 31.50 6.8% 3.19 0.7% 94% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.48
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 471.75
2.618 468.54
1.618 466.57
1.000 465.35
0.618 464.60
HIGH 463.38
0.618 462.63
0.500 462.40
0.382 462.16
LOW 461.41
0.618 460.19
1.000 459.44
1.618 458.22
2.618 456.25
4.250 453.04
Fisher Pivots for day following 13-Sep-1993
Pivot 1 day 3 day
R1 462.40 461.13
PP 462.28 460.20
S1 462.17 459.28

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

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