S&P500 Cash Index


Trading Metrics calculated at close of trading on 15-Oct-1993
Day Change Summary
Previous Current
14-Oct-1993 15-Oct-1993 Change Change % Previous Week
Open 461.55 466.83 5.28 1.1% 461.08
High 466.83 471.10 4.27 0.9% 471.10
Low 461.55 466.83 5.28 1.1% 460.52
Close 466.83 469.50 2.67 0.6% 469.50
Range 5.28 4.27 -1.01 -19.1% 10.58
ATR 2.82 2.93 0.10 3.7% 0.00
Volume
Daily Pivots for day following 15-Oct-1993
Classic Woodie Camarilla DeMark
R4 481.95 480.00 471.85
R3 477.68 475.73 470.67
R2 473.41 473.41 470.28
R1 471.46 471.46 469.89 472.44
PP 469.14 469.14 469.14 469.63
S1 467.19 467.19 469.11 468.17
S2 464.87 464.87 468.72
S3 460.60 462.92 468.33
S4 456.33 458.65 467.15
Weekly Pivots for week ending 15-Oct-1993
Classic Woodie Camarilla DeMark
R4 498.78 494.72 475.32
R3 488.20 484.14 472.41
R2 477.62 477.62 471.44
R1 473.56 473.56 470.47 475.59
PP 467.04 467.04 467.04 468.06
S1 462.98 462.98 468.53 465.01
S2 456.46 456.46 467.56
S3 445.88 452.40 466.59
S4 435.30 441.82 463.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 471.10 460.52 10.58 2.3% 2.77 0.6% 85% True False
10 471.10 456.40 14.70 3.1% 2.83 0.6% 89% True False
20 471.10 452.94 18.16 3.9% 2.83 0.6% 91% True False
40 471.10 452.94 18.16 3.9% 2.94 0.6% 91% True False
60 471.10 444.54 26.56 5.7% 2.78 0.6% 94% True False
80 471.10 441.40 29.70 6.3% 2.85 0.6% 95% True False
100 471.10 441.40 29.70 6.3% 2.89 0.6% 95% True False
120 471.10 435.59 35.51 7.6% 2.98 0.6% 95% True 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 0.68
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 489.25
2.618 482.28
1.618 478.01
1.000 475.37
0.618 473.74
HIGH 471.10
0.618 469.47
0.500 468.97
0.382 468.46
LOW 466.83
0.618 464.19
1.000 462.56
1.618 459.92
2.618 455.65
4.250 448.68
Fisher Pivots for day following 15-Oct-1993
Pivot 1 day 3 day
R1 469.32 468.31
PP 469.14 467.12
S1 468.97 465.93

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

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