S&P500 Cash Index


Trading Metrics calculated at close of trading on 18-Oct-1993
Day Change Summary
Previous Current
15-Oct-1993 18-Oct-1993 Change Change % Previous Week
Open 466.83 469.50 2.67 0.6% 461.08
High 471.10 470.04 -1.06 -0.2% 471.10
Low 466.83 468.02 1.19 0.3% 460.52
Close 469.50 468.42 -1.08 -0.2% 469.50
Range 4.27 2.02 -2.25 -52.7% 10.58
ATR 2.93 2.86 -0.06 -2.2% 0.00
Volume
Daily Pivots for day following 18-Oct-1993
Classic Woodie Camarilla DeMark
R4 474.89 473.67 469.53
R3 472.87 471.65 468.98
R2 470.85 470.85 468.79
R1 469.63 469.63 468.61 469.23
PP 468.83 468.83 468.83 468.63
S1 467.61 467.61 468.23 467.21
S2 466.81 466.81 468.05
S3 464.79 465.59 467.86
S4 462.77 463.57 467.31
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
5 471.10 460.73 10.37 2.2% 2.91 0.6% 74% False False
10 471.10 456.40 14.70 3.1% 2.85 0.6% 82% False False
20 471.10 452.94 18.16 3.9% 2.68 0.6% 85% False False
40 471.10 452.94 18.16 3.9% 2.94 0.6% 85% False False
60 471.10 446.59 24.51 5.2% 2.77 0.6% 89% False False
80 471.10 441.40 29.70 6.3% 2.81 0.6% 91% False False
100 471.10 441.40 29.70 6.3% 2.87 0.6% 91% False False
120 471.10 435.59 35.51 7.6% 2.98 0.6% 92% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.68
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 478.63
2.618 475.33
1.618 473.31
1.000 472.06
0.618 471.29
HIGH 470.04
0.618 469.27
0.500 469.03
0.382 468.79
LOW 468.02
0.618 466.77
1.000 466.00
1.618 464.75
2.618 462.73
4.250 459.44
Fisher Pivots for day following 18-Oct-1993
Pivot 1 day 3 day
R1 469.03 467.72
PP 468.83 467.02
S1 468.62 466.33

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

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