S&P500 Cash Index


Trading Metrics calculated at close of trading on 05-Nov-1993
Day Change Summary
Previous Current
04-Nov-1993 05-Nov-1993 Change Change % Previous Week
Open 463.03 457.49 -5.54 -1.2% 467.83
High 463.16 459.63 -3.53 -0.8% 469.11
Low 457.26 454.36 -2.90 -0.6% 454.36
Close 457.49 459.57 2.08 0.5% 459.57
Range 5.90 5.27 -0.63 -10.7% 14.75
ATR 3.21 3.36 0.15 4.6% 0.00
Volume
Daily Pivots for day following 05-Nov-1993
Classic Woodie Camarilla DeMark
R4 473.66 471.89 462.47
R3 468.39 466.62 461.02
R2 463.12 463.12 460.54
R1 461.35 461.35 460.05 462.24
PP 457.85 457.85 457.85 458.30
S1 456.08 456.08 459.09 456.97
S2 452.58 452.58 458.60
S3 447.31 450.81 458.12
S4 442.04 445.54 456.67
Weekly Pivots for week ending 05-Nov-1993
Classic Woodie Camarilla DeMark
R4 505.26 497.17 467.68
R3 490.51 482.42 463.63
R2 475.76 475.76 462.27
R1 467.67 467.67 460.92 464.34
PP 461.01 461.01 461.01 459.35
S1 452.92 452.92 458.22 449.59
S2 446.26 446.26 456.87
S3 431.51 438.17 455.51
S4 416.76 423.42 451.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 469.11 454.36 14.75 3.2% 4.70 1.0% 35% False True
10 469.11 454.36 14.75 3.2% 3.39 0.7% 35% False True
20 471.10 454.36 16.74 3.6% 3.14 0.7% 31% False True
40 471.10 452.94 18.16 4.0% 3.04 0.7% 37% False False
60 471.10 448.97 22.13 4.8% 2.97 0.6% 48% False False
80 471.10 443.71 27.39 6.0% 2.88 0.6% 58% False False
100 471.10 441.40 29.70 6.5% 2.90 0.6% 61% False False
120 471.10 436.86 34.24 7.5% 3.02 0.7% 66% 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 3 trading days
Fibonacci Retracements and Extensions
4.250 482.03
2.618 473.43
1.618 468.16
1.000 464.90
0.618 462.89
HIGH 459.63
0.618 457.62
0.500 457.00
0.382 456.37
LOW 454.36
0.618 451.10
1.000 449.09
1.618 445.83
2.618 440.56
4.250 431.96
Fisher Pivots for day following 05-Nov-1993
Pivot 1 day 3 day
R1 458.71 461.49
PP 457.85 460.85
S1 457.00 460.21

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

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