S&P500 Cash Index


Trading Metrics calculated at close of trading on 04-Nov-1993
Day Change Summary
Previous Current
03-Nov-1993 04-Nov-1993 Change Change % Previous Week
Open 468.44 463.03 -5.41 -1.2% 463.27
High 468.61 463.16 -5.45 -1.2% 468.76
Low 460.95 457.26 -3.69 -0.8% 462.05
Close 463.02 457.49 -5.53 -1.2% 467.83
Range 7.66 5.90 -1.76 -23.0% 6.71
ATR 3.00 3.21 0.21 6.9% 0.00
Volume
Daily Pivots for day following 04-Nov-1993
Classic Woodie Camarilla DeMark
R4 477.00 473.15 460.74
R3 471.10 467.25 459.11
R2 465.20 465.20 458.57
R1 461.35 461.35 458.03 460.33
PP 459.30 459.30 459.30 458.79
S1 455.45 455.45 456.95 454.43
S2 453.40 453.40 456.41
S3 447.50 449.55 455.87
S4 441.60 443.65 454.25
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
5 469.11 457.26 11.85 2.6% 3.81 0.8% 2% False True
10 469.11 457.26 11.85 2.6% 3.32 0.7% 2% False True
20 471.10 456.40 14.70 3.2% 3.11 0.7% 7% False False
40 471.10 452.94 18.16 4.0% 3.02 0.7% 25% False False
60 471.10 447.53 23.57 5.2% 2.95 0.6% 42% False False
80 471.10 443.71 27.39 6.0% 2.85 0.6% 50% False False
100 471.10 441.40 29.70 6.5% 2.89 0.6% 54% False False
120 471.10 436.86 34.24 7.5% 3.01 0.7% 60% 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 0.49
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 488.24
2.618 478.61
1.618 472.71
1.000 469.06
0.618 466.81
HIGH 463.16
0.618 460.91
0.500 460.21
0.382 459.51
LOW 457.26
0.618 453.61
1.000 451.36
1.618 447.71
2.618 441.81
4.250 432.19
Fisher Pivots for day following 04-Nov-1993
Pivot 1 day 3 day
R1 460.21 463.18
PP 459.30 461.28
S1 458.40 459.39

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

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