S&P500 Cash Index


Trading Metrics calculated at close of trading on 17-Sep-1993
Day Change Summary
Previous Current
16-Sep-1993 17-Sep-1993 Change Change % Previous Week
Open 461.54 459.43 -2.11 -0.5% 461.70
High 461.54 459.43 -2.11 -0.5% 463.38
Low 459.00 457.09 -1.91 -0.4% 456.31
Close 459.43 458.83 -0.60 -0.1% 458.83
Range 2.54 2.34 -0.20 -7.9% 7.07
ATR 3.10 3.04 -0.05 -1.7% 0.00
Volume
Daily Pivots for day following 17-Sep-1993
Classic Woodie Camarilla DeMark
R4 465.47 464.49 460.12
R3 463.13 462.15 459.47
R2 460.79 460.79 459.26
R1 459.81 459.81 459.04 459.13
PP 458.45 458.45 458.45 458.11
S1 457.47 457.47 458.62 456.79
S2 456.11 456.11 458.40
S3 453.77 455.13 458.19
S4 451.43 452.79 457.54
Weekly Pivots for week ending 17-Sep-1993
Classic Woodie Camarilla DeMark
R4 480.72 476.84 462.72
R3 473.65 469.77 460.77
R2 466.58 466.58 460.13
R1 462.70 462.70 459.48 461.11
PP 459.51 459.51 459.51 458.71
S1 455.63 455.63 458.18 454.04
S2 452.44 452.44 457.53
S3 445.37 448.56 456.89
S4 438.30 441.49 454.94
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% 3.26 0.7% 36% False False
10 463.38 453.75 9.63 2.1% 3.46 0.8% 53% False False
20 463.80 453.75 10.05 2.2% 3.05 0.7% 51% False False
40 463.80 444.54 19.26 4.2% 2.75 0.6% 74% False False
60 463.80 441.40 22.40 4.9% 2.85 0.6% 78% False False
80 463.80 441.40 22.40 4.9% 2.91 0.6% 78% False False
100 463.80 435.59 28.21 6.1% 3.01 0.7% 82% False False
120 463.80 432.30 31.50 6.9% 3.15 0.7% 84% False False
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.53
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 469.38
2.618 465.56
1.618 463.22
1.000 461.77
0.618 460.88
HIGH 459.43
0.618 458.54
0.500 458.26
0.382 457.98
LOW 457.09
0.618 455.64
1.000 454.75
1.618 453.30
2.618 450.96
4.250 447.15
Fisher Pivots for day following 17-Sep-1993
Pivot 1 day 3 day
R1 458.64 459.14
PP 458.45 459.03
S1 458.26 458.93

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

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