S&P500 Cash Index


Trading Metrics calculated at close of trading on 25-Oct-1993
Day Change Summary
Previous Current
22-Oct-1993 25-Oct-1993 Change Change % Previous Week
Open 465.36 463.27 -2.09 -0.4% 469.50
High 467.82 464.49 -3.33 -0.7% 470.04
Low 463.27 462.05 -1.22 -0.3% 463.27
Close 463.27 464.20 0.93 0.2% 463.27
Range 4.55 2.44 -2.11 -46.4% 6.77
ATR 2.97 2.93 -0.04 -1.3% 0.00
Volume
Daily Pivots for day following 25-Oct-1993
Classic Woodie Camarilla DeMark
R4 470.90 469.99 465.54
R3 468.46 467.55 464.87
R2 466.02 466.02 464.65
R1 465.11 465.11 464.42 465.57
PP 463.58 463.58 463.58 463.81
S1 462.67 462.67 463.98 463.13
S2 461.14 461.14 463.75
S3 458.70 460.23 463.53
S4 456.26 457.79 462.86
Weekly Pivots for week ending 22-Oct-1993
Classic Woodie Camarilla DeMark
R4 485.84 481.32 466.99
R3 479.07 474.55 465.13
R2 472.30 472.30 464.51
R1 467.78 467.78 463.89 466.66
PP 465.53 465.53 465.53 464.96
S1 461.01 461.01 462.65 459.89
S2 458.76 458.76 462.03
S3 451.99 454.24 461.41
S4 445.22 447.47 459.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 468.64 462.05 6.59 1.4% 3.08 0.7% 33% False True
10 471.10 460.73 10.37 2.2% 3.00 0.6% 33% False False
20 471.10 456.40 14.70 3.2% 2.75 0.6% 53% False False
40 471.10 452.94 18.16 3.9% 2.94 0.6% 62% False False
60 471.10 446.94 24.16 5.2% 2.79 0.6% 71% False False
80 471.10 441.40 29.70 6.4% 2.85 0.6% 77% False False
100 471.10 441.40 29.70 6.4% 2.84 0.6% 77% False False
120 471.10 436.86 34.24 7.4% 2.98 0.6% 80% False 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 0.60
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 474.86
2.618 470.88
1.618 468.44
1.000 466.93
0.618 466.00
HIGH 464.49
0.618 463.56
0.500 463.27
0.382 462.98
LOW 462.05
0.618 460.54
1.000 459.61
1.618 458.10
2.618 455.66
4.250 451.68
Fisher Pivots for day following 25-Oct-1993
Pivot 1 day 3 day
R1 463.89 464.94
PP 463.58 464.69
S1 463.27 464.45

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

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