S&P500 Cash Index


Trading Metrics calculated at close of trading on 15-Sep-1993
Day Change Summary
Previous Current
14-Sep-1993 15-Sep-1993 Change Change % Previous Week
Open 461.93 459.90 -2.03 -0.4% 461.34
High 461.93 461.96 0.03 0.0% 462.07
Low 458.15 456.31 -1.84 -0.4% 453.75
Close 459.90 461.60 1.70 0.4% 461.72
Range 3.78 5.65 1.87 49.5% 8.32
ATR 2.94 3.14 0.19 6.6% 0.00
Volume
Daily Pivots for day following 15-Sep-1993
Classic Woodie Camarilla DeMark
R4 476.91 474.90 464.71
R3 471.26 469.25 463.15
R2 465.61 465.61 462.64
R1 463.60 463.60 462.12 464.61
PP 459.96 459.96 459.96 460.46
S1 457.95 457.95 461.08 458.96
S2 454.31 454.31 460.56
S3 448.66 452.30 460.05
S4 443.01 446.65 458.49
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
5 463.38 455.17 8.21 1.8% 3.74 0.8% 78% False False
10 463.80 453.75 10.05 2.2% 3.43 0.7% 78% False False
20 463.80 453.21 10.59 2.3% 3.07 0.7% 79% False False
40 463.80 443.72 20.08 4.4% 2.76 0.6% 89% False False
60 463.80 441.40 22.40 4.9% 2.84 0.6% 90% False False
80 463.80 441.40 22.40 4.9% 2.91 0.6% 90% False False
100 463.80 432.30 31.50 6.8% 3.07 0.7% 93% False False
120 463.80 432.30 31.50 6.8% 3.19 0.7% 93% 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 0.60
Widest range in 48 trading days
Fibonacci Retracements and Extensions
4.250 485.97
2.618 476.75
1.618 471.10
1.000 467.61
0.618 465.45
HIGH 461.96
0.618 459.80
0.500 459.14
0.382 458.47
LOW 456.31
0.618 452.82
1.000 450.66
1.618 447.17
2.618 441.52
4.250 432.30
Fisher Pivots for day following 15-Sep-1993
Pivot 1 day 3 day
R1 460.78 461.02
PP 459.96 460.43
S1 459.14 459.85

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

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