S&P500 Cash Index


Trading Metrics calculated at close of trading on 16-Nov-1993
Day Change Summary
Previous Current
15-Nov-1993 16-Nov-1993 Change Change % Previous Week
Open 465.39 463.75 -1.64 -0.4% 459.57
High 466.13 466.74 0.61 0.1% 465.84
Low 463.01 462.98 -0.03 0.0% 458.78
Close 463.75 466.74 2.99 0.6% 465.39
Range 3.12 3.76 0.64 20.5% 7.06
ATR 3.28 3.32 0.03 1.0% 0.00
Volume
Daily Pivots for day following 16-Nov-1993
Classic Woodie Camarilla DeMark
R4 476.77 475.51 468.81
R3 473.01 471.75 467.77
R2 469.25 469.25 467.43
R1 467.99 467.99 467.08 468.62
PP 465.49 465.49 465.49 465.80
S1 464.23 464.23 466.40 464.86
S2 461.73 461.73 466.05
S3 457.97 460.47 465.71
S4 454.21 456.71 464.67
Weekly Pivots for week ending 12-Nov-1993
Classic Woodie Camarilla DeMark
R4 484.52 482.01 469.27
R3 477.46 474.95 467.33
R2 470.40 470.40 466.68
R1 467.89 467.89 466.04 469.15
PP 463.34 463.34 463.34 463.96
S1 460.83 460.83 464.74 462.09
S2 456.28 456.28 464.10
S3 449.22 453.77 463.45
S4 442.16 446.71 461.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 466.74 459.57 7.17 1.5% 3.33 0.7% 100% True False
10 468.61 454.36 14.25 3.1% 4.15 0.9% 87% False False
20 469.11 454.36 14.75 3.2% 3.29 0.7% 84% False False
40 471.10 452.94 18.16 3.9% 3.03 0.7% 76% False False
60 471.10 452.94 18.16 3.9% 3.09 0.7% 76% False False
80 471.10 446.59 24.51 5.3% 2.92 0.6% 82% False False
100 471.10 441.40 29.70 6.4% 2.92 0.6% 85% False False
120 471.10 441.40 29.70 6.4% 2.94 0.6% 85% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.68
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 482.72
2.618 476.58
1.618 472.82
1.000 470.50
0.618 469.06
HIGH 466.74
0.618 465.30
0.500 464.86
0.382 464.42
LOW 462.98
0.618 460.66
1.000 459.22
1.618 456.90
2.618 453.14
4.250 447.00
Fisher Pivots for day following 16-Nov-1993
Pivot 1 day 3 day
R1 466.11 466.06
PP 465.49 465.37
S1 464.86 464.69

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

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