S&P500 Cash Index


Trading Metrics calculated at close of trading on 24-Sep-1993
Day Change Summary
Previous Current
23-Sep-1993 24-Sep-1993 Change Change % Previous Week
Open 456.25 457.74 1.49 0.3% 458.84
High 458.69 458.56 -0.13 0.0% 459.91
Low 456.25 456.92 0.67 0.1% 452.94
Close 457.74 457.63 -0.11 0.0% 457.63
Range 2.44 1.64 -0.80 -32.8% 6.97
ATR 3.10 3.00 -0.10 -3.4% 0.00
Volume
Daily Pivots for day following 24-Sep-1993
Classic Woodie Camarilla DeMark
R4 462.62 461.77 458.53
R3 460.98 460.13 458.08
R2 459.34 459.34 457.93
R1 458.49 458.49 457.78 458.10
PP 457.70 457.70 457.70 457.51
S1 456.85 456.85 457.48 456.46
S2 456.06 456.06 457.33
S3 454.42 455.21 457.18
S4 452.78 453.57 456.73
Weekly Pivots for week ending 24-Sep-1993
Classic Woodie Camarilla DeMark
R4 477.74 474.65 461.46
R3 470.77 467.68 459.55
R2 463.80 463.80 458.91
R1 460.71 460.71 458.27 458.77
PP 456.83 456.83 456.83 455.86
S1 453.74 453.74 456.99 451.80
S2 449.86 449.86 456.35
S3 442.89 446.77 455.71
S4 435.92 439.80 453.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 459.91 452.94 6.97 1.5% 2.97 0.6% 67% False False
10 463.38 452.94 10.44 2.3% 3.11 0.7% 45% False False
20 463.80 452.94 10.86 2.4% 3.02 0.7% 43% False False
40 463.80 446.94 16.86 3.7% 2.79 0.6% 63% False False
60 463.80 441.40 22.40 4.9% 2.86 0.6% 72% False False
80 463.80 441.40 22.40 4.9% 2.84 0.6% 72% False False
100 463.80 436.86 26.94 5.9% 3.00 0.7% 77% False False
120 463.80 432.30 31.50 6.9% 3.11 0.7% 80% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.50
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 465.53
2.618 462.85
1.618 461.21
1.000 460.20
0.618 459.57
HIGH 458.56
0.618 457.93
0.500 457.74
0.382 457.55
LOW 456.92
0.618 455.91
1.000 455.28
1.618 454.27
2.618 452.63
4.250 449.95
Fisher Pivots for day following 24-Sep-1993
Pivot 1 day 3 day
R1 457.74 457.03
PP 457.70 456.42
S1 457.67 455.82

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

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