S&P500 Cash Index


Trading Metrics calculated at close of trading on 30-Nov-1993
Day Change Summary
Previous Current
29-Nov-1993 30-Nov-1993 Change Change % Previous Week
Open 463.06 461.90 -1.16 -0.3% 462.60
High 464.83 463.62 -1.21 -0.3% 463.63
Low 461.83 460.45 -1.38 -0.3% 457.08
Close 461.90 461.79 -0.11 0.0% 463.06
Range 3.00 3.17 0.17 5.7% 6.55
ATR 3.24 3.24 -0.01 -0.2% 0.00
Volume
Daily Pivots for day following 30-Nov-1993
Classic Woodie Camarilla DeMark
R4 471.46 469.80 463.53
R3 468.29 466.63 462.66
R2 465.12 465.12 462.37
R1 463.46 463.46 462.08 462.71
PP 461.95 461.95 461.95 461.58
S1 460.29 460.29 461.50 459.54
S2 458.78 458.78 461.21
S3 455.61 457.12 460.92
S4 452.44 453.95 460.05
Weekly Pivots for week ending 26-Nov-1993
Classic Woodie Camarilla DeMark
R4 480.91 478.53 466.66
R3 474.36 471.98 464.86
R2 467.81 467.81 464.26
R1 465.43 465.43 463.66 466.62
PP 461.26 461.26 461.26 461.85
S1 458.88 458.88 462.46 460.07
S2 454.71 454.71 461.86
S3 448.16 452.33 461.26
S4 441.61 445.78 459.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 464.83 458.47 6.36 1.4% 2.52 0.5% 52% False False
10 467.24 457.08 10.16 2.2% 3.31 0.7% 46% False False
20 469.10 454.36 14.74 3.2% 3.69 0.8% 50% False False
40 471.10 454.36 16.74 3.6% 3.19 0.7% 44% False False
60 471.10 452.94 18.16 3.9% 3.17 0.7% 49% False False
80 471.10 447.53 23.57 5.1% 3.00 0.7% 61% False False
100 471.10 443.71 27.39 5.9% 2.92 0.6% 66% False False
120 471.10 441.40 29.70 6.4% 2.94 0.6% 69% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.47
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 477.09
2.618 471.92
1.618 468.75
1.000 466.79
0.618 465.58
HIGH 463.62
0.618 462.41
0.500 462.04
0.382 461.66
LOW 460.45
0.618 458.49
1.000 457.28
1.618 455.32
2.618 452.15
4.250 446.98
Fisher Pivots for day following 30-Nov-1993
Pivot 1 day 3 day
R1 462.04 462.64
PP 461.95 462.36
S1 461.87 462.07

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

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