S&P500 Cash Index


Trading Metrics calculated at close of trading on 30-Sep-1993
Day Change Summary
Previous Current
29-Sep-1993 30-Sep-1993 Change Change % Previous Week
Open 461.60 460.11 -1.49 -0.3% 458.84
High 462.17 460.56 -1.61 -0.3% 459.91
Low 459.51 458.28 -1.23 -0.3% 452.94
Close 460.11 458.93 -1.18 -0.3% 457.63
Range 2.66 2.28 -0.38 -14.3% 6.97
ATR 2.92 2.88 -0.05 -1.6% 0.00
Volume
Daily Pivots for day following 30-Sep-1993
Classic Woodie Camarilla DeMark
R4 466.10 464.79 460.18
R3 463.82 462.51 459.56
R2 461.54 461.54 459.35
R1 460.23 460.23 459.14 459.75
PP 459.26 459.26 459.26 459.01
S1 457.95 457.95 458.72 457.47
S2 456.98 456.98 458.51
S3 454.70 455.67 458.30
S4 452.42 453.39 457.68
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
5 462.17 456.92 5.25 1.1% 2.39 0.5% 38% False False
10 462.17 452.94 9.23 2.0% 2.75 0.6% 65% False False
20 463.54 452.94 10.60 2.3% 3.11 0.7% 57% False False
40 463.80 446.94 16.86 3.7% 2.80 0.6% 71% False False
60 463.80 442.84 20.96 4.6% 2.79 0.6% 77% False False
80 463.80 441.40 22.40 4.9% 2.81 0.6% 78% False False
100 463.80 436.86 26.94 5.9% 3.01 0.7% 82% False False
120 463.80 432.30 31.50 6.9% 3.06 0.7% 85% False False
Crabel Price Patterns
NR True
NR4 False
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 0.39
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 470.25
2.618 466.53
1.618 464.25
1.000 462.84
0.618 461.97
HIGH 460.56
0.618 459.69
0.500 459.42
0.382 459.15
LOW 458.28
0.618 456.87
1.000 456.00
1.618 454.59
2.618 452.31
4.250 448.59
Fisher Pivots for day following 30-Sep-1993
Pivot 1 day 3 day
R1 459.42 460.23
PP 459.26 459.79
S1 459.09 459.36

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

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