S&P500 Cash Index


Trading Metrics calculated at close of trading on 20-Sep-1993
Day Change Summary
Previous Current
17-Sep-1993 20-Sep-1993 Change Change % Previous Week
Open 459.43 458.84 -0.59 -0.1% 461.70
High 459.43 459.91 0.48 0.1% 463.38
Low 457.09 455.00 -2.09 -0.5% 456.31
Close 458.83 455.05 -3.78 -0.8% 458.83
Range 2.34 4.91 2.57 109.8% 7.07
ATR 3.04 3.18 0.13 4.4% 0.00
Volume
Daily Pivots for day following 20-Sep-1993
Classic Woodie Camarilla DeMark
R4 471.38 468.13 457.75
R3 466.47 463.22 456.40
R2 461.56 461.56 455.95
R1 458.31 458.31 455.50 457.48
PP 456.65 456.65 456.65 456.24
S1 453.40 453.40 454.60 452.57
S2 451.74 451.74 454.15
S3 446.83 448.49 453.70
S4 441.92 443.58 452.35
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
5 461.96 455.00 6.96 1.5% 3.84 0.8% 1% False True
10 463.38 453.75 9.63 2.1% 3.74 0.8% 13% False False
20 463.80 453.75 10.05 2.2% 3.19 0.7% 13% False False
40 463.80 446.59 17.21 3.8% 2.81 0.6% 49% False False
60 463.80 441.40 22.40 4.9% 2.85 0.6% 61% False False
80 463.80 441.40 22.40 4.9% 2.91 0.6% 61% False False
100 463.80 435.59 28.21 6.2% 3.04 0.7% 69% False False
120 463.80 432.30 31.50 6.9% 3.17 0.7% 72% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.56
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 480.78
2.618 472.76
1.618 467.85
1.000 464.82
0.618 462.94
HIGH 459.91
0.618 458.03
0.500 457.46
0.382 456.88
LOW 455.00
0.618 451.97
1.000 450.09
1.618 447.06
2.618 442.15
4.250 434.13
Fisher Pivots for day following 20-Sep-1993
Pivot 1 day 3 day
R1 457.46 458.27
PP 456.65 457.20
S1 455.85 456.12

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

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