S&P500 Cash Index


Trading Metrics calculated at close of trading on 01-Oct-1993
Day Change Summary
Previous Current
30-Sep-1993 01-Oct-1993 Change Change % Previous Week
Open 460.11 458.93 -1.18 -0.3% 457.63
High 460.56 461.48 0.92 0.2% 462.17
Low 458.28 458.35 0.07 0.0% 457.63
Close 458.93 461.28 2.35 0.5% 461.28
Range 2.28 3.13 0.85 37.3% 4.54
ATR 2.88 2.90 0.02 0.6% 0.00
Volume
Daily Pivots for day following 01-Oct-1993
Classic Woodie Camarilla DeMark
R4 469.76 468.65 463.00
R3 466.63 465.52 462.14
R2 463.50 463.50 461.85
R1 462.39 462.39 461.57 462.95
PP 460.37 460.37 460.37 460.65
S1 459.26 459.26 460.99 459.82
S2 457.24 457.24 460.71
S3 454.11 456.13 460.42
S4 450.98 453.00 459.56
Weekly Pivots for week ending 01-Oct-1993
Classic Woodie Camarilla DeMark
R4 473.98 472.17 463.78
R3 469.44 467.63 462.53
R2 464.90 464.90 462.11
R1 463.09 463.09 461.70 464.00
PP 460.36 460.36 460.36 460.81
S1 458.55 458.55 460.86 459.46
S2 455.82 455.82 460.45
S3 451.28 454.01 460.03
S4 446.74 449.47 458.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 462.17 457.63 4.54 1.0% 2.68 0.6% 80% False False
10 462.17 452.94 9.23 2.0% 2.83 0.6% 90% False False
20 463.38 452.94 10.44 2.3% 3.14 0.7% 80% False False
40 463.80 447.53 16.27 3.5% 2.81 0.6% 85% False False
60 463.80 443.71 20.09 4.4% 2.75 0.6% 87% False False
80 463.80 441.40 22.40 4.9% 2.82 0.6% 89% False False
100 463.80 436.86 26.94 5.8% 3.01 0.7% 91% False False
120 463.80 432.30 31.50 6.8% 3.06 0.7% 92% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 474.78
2.618 469.67
1.618 466.54
1.000 464.61
0.618 463.41
HIGH 461.48
0.618 460.28
0.500 459.92
0.382 459.55
LOW 458.35
0.618 456.42
1.000 455.22
1.618 453.29
2.618 450.16
4.250 445.05
Fisher Pivots for day following 01-Oct-1993
Pivot 1 day 3 day
R1 460.83 460.93
PP 460.37 460.58
S1 459.92 460.23

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

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