S&P500 Cash Index


Trading Metrics calculated at close of trading on 08-Oct-1993
Day Change Summary
Previous Current
07-Oct-1993 08-Oct-1993 Change Change % Previous Week
Open 460.71 459.18 -1.53 -0.3% 461.28
High 461.13 460.99 -0.14 0.0% 463.15
Low 459.08 456.40 -2.68 -0.6% 456.40
Close 459.18 460.31 1.13 0.2% 460.31
Range 2.05 4.59 2.54 123.9% 6.75
ATR 2.78 2.91 0.13 4.6% 0.00
Volume
Daily Pivots for day following 08-Oct-1993
Classic Woodie Camarilla DeMark
R4 473.00 471.25 462.83
R3 468.41 466.66 461.57
R2 463.82 463.82 461.15
R1 462.07 462.07 460.73 462.95
PP 459.23 459.23 459.23 459.67
S1 457.48 457.48 459.89 458.36
S2 454.64 454.64 459.47
S3 450.05 452.89 459.05
S4 445.46 448.30 457.79
Weekly Pivots for week ending 08-Oct-1993
Classic Woodie Camarilla DeMark
R4 480.20 477.01 464.02
R3 473.45 470.26 462.17
R2 466.70 466.70 461.55
R1 463.51 463.51 460.93 461.73
PP 459.95 459.95 459.95 459.07
S1 456.76 456.76 459.69 454.98
S2 453.20 453.20 459.07
S3 446.45 450.01 458.45
S4 439.70 443.26 456.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 463.15 456.40 6.75 1.5% 2.89 0.6% 58% False True
10 463.15 456.40 6.75 1.5% 2.79 0.6% 58% False True
20 463.38 452.94 10.44 2.3% 2.95 0.6% 71% False False
40 463.80 448.97 14.83 3.2% 2.88 0.6% 76% False False
60 463.80 443.71 20.09 4.4% 2.79 0.6% 83% False False
80 463.80 441.40 22.40 4.9% 2.84 0.6% 84% False False
100 463.80 436.86 26.94 5.9% 3.00 0.7% 87% False False
120 463.80 432.30 31.50 6.8% 3.05 0.7% 89% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.74
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 480.50
2.618 473.01
1.618 468.42
1.000 465.58
0.618 463.83
HIGH 460.99
0.618 459.24
0.500 458.70
0.382 458.15
LOW 456.40
0.618 453.56
1.000 451.81
1.618 448.97
2.618 444.38
4.250 436.89
Fisher Pivots for day following 08-Oct-1993
Pivot 1 day 3 day
R1 459.77 460.04
PP 459.23 459.77
S1 458.70 459.50

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

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