S&P500 Cash Index


Trading Metrics calculated at close of trading on 16-Sep-1993
Day Change Summary
Previous Current
15-Sep-1993 16-Sep-1993 Change Change % Previous Week
Open 459.90 461.54 1.64 0.4% 461.34
High 461.96 461.54 -0.42 -0.1% 462.07
Low 456.31 459.00 2.69 0.6% 453.75
Close 461.60 459.43 -2.17 -0.5% 461.72
Range 5.65 2.54 -3.11 -55.0% 8.32
ATR 3.14 3.10 -0.04 -1.2% 0.00
Volume
Daily Pivots for day following 16-Sep-1993
Classic Woodie Camarilla DeMark
R4 467.61 466.06 460.83
R3 465.07 463.52 460.13
R2 462.53 462.53 459.90
R1 460.98 460.98 459.66 460.49
PP 459.99 459.99 459.99 459.74
S1 458.44 458.44 459.20 457.95
S2 457.45 457.45 458.96
S3 454.91 455.90 458.73
S4 452.37 453.36 458.03
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
5 463.38 456.31 7.07 1.5% 3.66 0.8% 44% False False
10 463.54 453.75 9.79 2.1% 3.48 0.8% 58% False False
20 463.80 453.75 10.05 2.2% 3.01 0.7% 57% False False
40 463.80 443.72 20.08 4.4% 2.78 0.6% 78% False False
60 463.80 441.40 22.40 4.9% 2.86 0.6% 80% False False
80 463.80 441.40 22.40 4.9% 2.90 0.6% 80% False False
100 463.80 433.14 30.66 6.7% 3.04 0.7% 86% False False
120 463.80 432.30 31.50 6.9% 3.18 0.7% 86% 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
4.250 472.34
2.618 468.19
1.618 465.65
1.000 464.08
0.618 463.11
HIGH 461.54
0.618 460.57
0.500 460.27
0.382 459.97
LOW 459.00
0.618 457.43
1.000 456.46
1.618 454.89
2.618 452.35
4.250 448.21
Fisher Pivots for day following 16-Sep-1993
Pivot 1 day 3 day
R1 460.27 459.33
PP 459.99 459.23
S1 459.71 459.14

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

View Archives - Comment on this page... - Back to Index of Symbols