S&P500 Cash Index


Trading Metrics calculated at close of trading on 03-Nov-1993
Day Change Summary
Previous Current
02-Nov-1993 03-Nov-1993 Change Change % Previous Week
Open 469.10 468.44 -0.66 -0.1% 463.27
High 469.10 468.61 -0.49 -0.1% 468.76
Low 466.20 460.95 -5.25 -1.1% 462.05
Close 468.44 463.02 -5.42 -1.2% 467.83
Range 2.90 7.66 4.76 164.1% 6.71
ATR 2.64 3.00 0.36 13.5% 0.00
Volume
Daily Pivots for day following 03-Nov-1993
Classic Woodie Camarilla DeMark
R4 487.17 482.76 467.23
R3 479.51 475.10 465.13
R2 471.85 471.85 464.42
R1 467.44 467.44 463.72 465.82
PP 464.19 464.19 464.19 463.38
S1 459.78 459.78 462.32 458.16
S2 456.53 456.53 461.62
S3 448.87 452.12 460.91
S4 441.21 444.46 458.81
Weekly Pivots for week ending 29-Oct-1993
Classic Woodie Camarilla DeMark
R4 486.34 483.80 471.52
R3 479.63 477.09 469.68
R2 472.92 472.92 469.06
R1 470.38 470.38 468.45 471.65
PP 466.21 466.21 466.21 466.85
S1 463.67 463.67 467.21 464.94
S2 459.50 459.50 466.60
S3 452.79 456.96 465.98
S4 446.08 450.25 464.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 469.11 460.95 8.16 1.8% 3.48 0.8% 25% False True
10 469.11 460.95 8.16 1.8% 2.96 0.6% 25% False True
20 471.10 456.40 14.70 3.2% 2.91 0.6% 45% False False
40 471.10 452.94 18.16 3.9% 2.95 0.6% 56% False False
60 471.10 447.53 23.57 5.1% 2.87 0.6% 66% False False
80 471.10 443.71 27.39 5.9% 2.81 0.6% 71% False False
100 471.10 441.40 29.70 6.4% 2.85 0.6% 73% False False
120 471.10 436.86 34.24 7.4% 2.98 0.6% 76% False 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 0.53
Widest range in 117 trading days
Fibonacci Retracements and Extensions
4.250 501.17
2.618 488.66
1.618 481.00
1.000 476.27
0.618 473.34
HIGH 468.61
0.618 465.68
0.500 464.78
0.382 463.88
LOW 460.95
0.618 456.22
1.000 453.29
1.618 448.56
2.618 440.90
4.250 428.40
Fisher Pivots for day following 03-Nov-1993
Pivot 1 day 3 day
R1 464.78 465.03
PP 464.19 464.36
S1 463.61 463.69

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

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