S&P500 Cash Index


Trading Metrics calculated at close of trading on 22-Nov-1993
Day Change Summary
Previous Current
19-Nov-1993 22-Nov-1993 Change Change % Previous Week
Open 463.59 462.60 -0.99 -0.2% 465.39
High 463.60 462.60 -1.00 -0.2% 467.24
Low 460.03 457.08 -2.95 -0.6% 460.03
Close 462.60 459.13 -3.47 -0.8% 462.60
Range 3.57 5.52 1.95 54.6% 7.21
ATR 3.40 3.55 0.15 4.5% 0.00
Volume
Daily Pivots for day following 22-Nov-1993
Classic Woodie Camarilla DeMark
R4 476.16 473.17 462.17
R3 470.64 467.65 460.65
R2 465.12 465.12 460.14
R1 462.13 462.13 459.64 460.87
PP 459.60 459.60 459.60 458.97
S1 456.61 456.61 458.62 455.35
S2 454.08 454.08 458.12
S3 448.56 451.09 457.61
S4 443.04 445.57 456.09
Weekly Pivots for week ending 19-Nov-1993
Classic Woodie Camarilla DeMark
R4 484.92 480.97 466.57
R3 477.71 473.76 464.58
R2 470.50 470.50 463.92
R1 466.55 466.55 463.26 464.92
PP 463.29 463.29 463.29 462.48
S1 459.34 459.34 461.94 457.71
S2 456.08 456.08 461.28
S3 448.87 452.13 460.62
S4 441.66 444.92 458.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 467.24 457.08 10.16 2.2% 4.10 0.9% 20% False True
10 467.24 457.08 10.16 2.2% 3.66 0.8% 20% False True
20 469.11 454.36 14.75 3.2% 3.54 0.8% 32% False False
40 471.10 454.36 16.74 3.6% 3.15 0.7% 28% False False
60 471.10 452.94 18.16 4.0% 3.14 0.7% 34% False False
80 471.10 446.94 24.16 5.3% 2.98 0.6% 50% False False
100 471.10 441.40 29.70 6.5% 2.99 0.7% 60% False False
120 471.10 441.40 29.70 6.5% 2.96 0.6% 60% 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 0.41
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 486.06
2.618 477.05
1.618 471.53
1.000 468.12
0.618 466.01
HIGH 462.60
0.618 460.49
0.500 459.84
0.382 459.19
LOW 457.08
0.618 453.67
1.000 451.56
1.618 448.15
2.618 442.63
4.250 433.62
Fisher Pivots for day following 22-Nov-1993
Pivot 1 day 3 day
R1 459.84 460.98
PP 459.60 460.36
S1 459.37 459.75

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

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