S&P500 Cash Index


Trading Metrics calculated at close of trading on 28-Oct-1993
Day Change Summary
Previous Current
27-Oct-1993 28-Oct-1993 Change Change % Previous Week
Open 464.30 464.52 0.22 0.0% 469.50
High 464.61 468.76 4.15 0.9% 470.04
Low 463.36 464.52 1.16 0.3% 463.27
Close 464.61 467.73 3.12 0.7% 463.27
Range 1.25 4.24 2.99 239.2% 6.77
ATR 2.72 2.83 0.11 4.0% 0.00
Volume
Daily Pivots for day following 28-Oct-1993
Classic Woodie Camarilla DeMark
R4 479.72 477.97 470.06
R3 475.48 473.73 468.90
R2 471.24 471.24 468.51
R1 469.49 469.49 468.12 470.37
PP 467.00 467.00 467.00 467.44
S1 465.25 465.25 467.34 466.13
S2 462.76 462.76 466.95
S3 458.52 461.01 466.56
S4 454.28 456.77 465.40
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
5 468.76 462.05 6.71 1.4% 2.83 0.6% 85% True False
10 471.10 462.05 9.05 1.9% 2.89 0.6% 63% False False
20 471.10 456.40 14.70 3.1% 2.80 0.6% 77% False False
40 471.10 452.94 18.16 3.9% 2.96 0.6% 81% False False
60 471.10 446.94 24.16 5.2% 2.80 0.6% 86% False False
80 471.10 442.84 28.26 6.0% 2.80 0.6% 88% False False
100 471.10 441.40 29.70 6.3% 2.81 0.6% 89% False False
120 471.10 436.86 34.24 7.3% 2.97 0.6% 90% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.58
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 486.78
2.618 479.86
1.618 475.62
1.000 473.00
0.618 471.38
HIGH 468.76
0.618 467.14
0.500 466.64
0.382 466.14
LOW 464.52
0.618 461.90
1.000 460.28
1.618 457.66
2.618 453.42
4.250 446.50
Fisher Pivots for day following 28-Oct-1993
Pivot 1 day 3 day
R1 467.37 467.06
PP 467.00 466.38
S1 466.64 465.71

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

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