S&P500 Cash Index


Trading Metrics calculated at close of trading on 14-Oct-1993
Day Change Summary
Previous Current
13-Oct-1993 14-Oct-1993 Change Change % Previous Week
Open 461.12 461.55 0.43 0.1% 461.28
High 461.98 466.83 4.85 1.0% 463.15
Low 460.76 461.55 0.79 0.2% 456.40
Close 461.49 466.83 5.34 1.2% 460.31
Range 1.22 5.28 4.06 332.8% 6.75
ATR 2.63 2.82 0.19 7.4% 0.00
Volume
Daily Pivots for day following 14-Oct-1993
Classic Woodie Camarilla DeMark
R4 480.91 479.15 469.73
R3 475.63 473.87 468.28
R2 470.35 470.35 467.80
R1 468.59 468.59 467.31 469.47
PP 465.07 465.07 465.07 465.51
S1 463.31 463.31 466.35 464.19
S2 459.79 459.79 465.86
S3 454.51 458.03 465.38
S4 449.23 452.75 463.93
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
5 466.83 456.40 10.43 2.2% 2.83 0.6% 100% True False
10 466.83 456.40 10.43 2.2% 2.72 0.6% 100% True False
20 466.83 452.94 13.89 3.0% 2.73 0.6% 100% True False
40 466.83 452.94 13.89 3.0% 2.87 0.6% 100% True False
60 466.83 443.72 23.11 5.0% 2.77 0.6% 100% True False
80 466.83 441.40 25.43 5.4% 2.83 0.6% 100% True False
100 466.83 441.40 25.43 5.4% 2.86 0.6% 100% True False
120 466.83 433.14 33.69 7.2% 2.99 0.6% 100% True 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 21 trading days
Fibonacci Retracements and Extensions
4.250 489.27
2.618 480.65
1.618 475.37
1.000 472.11
0.618 470.09
HIGH 466.83
0.618 464.81
0.500 464.19
0.382 463.57
LOW 461.55
0.618 458.29
1.000 456.27
1.618 453.01
2.618 447.73
4.250 439.11
Fisher Pivots for day following 14-Oct-1993
Pivot 1 day 3 day
R1 465.95 465.81
PP 465.07 464.80
S1 464.19 463.78

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

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