S&P500 Cash Index


Trading Metrics calculated at close of trading on 23-Nov-1993
Day Change Summary
Previous Current
22-Nov-1993 23-Nov-1993 Change Change % Previous Week
Open 462.60 459.13 -3.47 -0.8% 465.39
High 462.60 461.77 -0.83 -0.2% 467.24
Low 457.08 458.47 1.39 0.3% 460.03
Close 459.13 461.03 1.90 0.4% 462.60
Range 5.52 3.30 -2.22 -40.2% 7.21
ATR 3.55 3.53 -0.02 -0.5% 0.00
Volume
Daily Pivots for day following 23-Nov-1993
Classic Woodie Camarilla DeMark
R4 470.32 468.98 462.85
R3 467.02 465.68 461.94
R2 463.72 463.72 461.64
R1 462.38 462.38 461.33 463.05
PP 460.42 460.42 460.42 460.76
S1 459.08 459.08 460.73 459.75
S2 457.12 457.12 460.43
S3 453.82 455.78 460.12
S4 450.52 452.48 459.22
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% 4.01 0.9% 39% False False
10 467.24 457.08 10.16 2.2% 3.67 0.8% 39% False False
20 469.11 454.36 14.75 3.2% 3.63 0.8% 45% False False
40 471.10 454.36 16.74 3.6% 3.20 0.7% 40% False False
60 471.10 452.94 18.16 3.9% 3.16 0.7% 45% False False
80 471.10 446.94 24.16 5.2% 3.00 0.6% 58% False False
100 471.10 441.40 29.70 6.4% 2.98 0.6% 66% False False
120 471.10 441.40 29.70 6.4% 2.96 0.6% 66% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.48
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 475.80
2.618 470.41
1.618 467.11
1.000 465.07
0.618 463.81
HIGH 461.77
0.618 460.51
0.500 460.12
0.382 459.73
LOW 458.47
0.618 456.43
1.000 455.17
1.618 453.13
2.618 449.83
4.250 444.45
Fisher Pivots for day following 23-Nov-1993
Pivot 1 day 3 day
R1 460.73 460.80
PP 460.42 460.57
S1 460.12 460.34

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

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