S&P500 Cash Index


Trading Metrics calculated at close of trading on 10-Nov-1993
Day Change Summary
Previous Current
09-Nov-1993 10-Nov-1993 Change Change % Previous Week
Open 460.21 460.40 0.19 0.0% 467.83
High 463.42 463.69 0.27 0.1% 469.11
Low 460.21 459.57 -0.64 -0.1% 454.36
Close 460.33 463.69 3.36 0.7% 459.57
Range 3.21 4.12 0.91 28.3% 14.75
ATR 3.31 3.36 0.06 1.8% 0.00
Volume
Daily Pivots for day following 10-Nov-1993
Classic Woodie Camarilla DeMark
R4 474.68 473.30 465.96
R3 470.56 469.18 464.82
R2 466.44 466.44 464.45
R1 465.06 465.06 464.07 465.75
PP 462.32 462.32 462.32 462.66
S1 460.94 460.94 463.31 461.63
S2 458.20 458.20 462.93
S3 454.08 456.82 462.56
S4 449.96 452.70 461.42
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
5 463.69 454.36 9.33 2.0% 4.25 0.9% 100% True False
10 469.11 454.36 14.75 3.2% 3.87 0.8% 63% False False
20 471.10 454.36 16.74 3.6% 3.43 0.7% 56% False False
40 471.10 452.94 18.16 3.9% 3.01 0.6% 59% False False
60 471.10 452.94 18.16 3.9% 3.03 0.7% 59% False False
80 471.10 443.72 27.38 5.9% 2.89 0.6% 73% False False
100 471.10 441.40 29.70 6.4% 2.91 0.6% 75% False False
120 471.10 441.40 29.70 6.4% 2.94 0.6% 75% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.49
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 481.20
2.618 474.48
1.618 470.36
1.000 467.81
0.618 466.24
HIGH 463.69
0.618 462.12
0.500 461.63
0.382 461.14
LOW 459.57
0.618 457.02
1.000 455.45
1.618 452.90
2.618 448.78
4.250 442.06
Fisher Pivots for day following 10-Nov-1993
Pivot 1 day 3 day
R1 463.00 462.87
PP 462.32 462.05
S1 461.63 461.24

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

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