S&P500 Cash Index


Trading Metrics calculated at close of trading on 03-Dec-1993
Day Change Summary
Previous Current
02-Dec-1993 03-Dec-1993 Change Change % Previous Week
Open 461.89 463.13 1.24 0.3% 463.06
High 463.22 464.89 1.67 0.4% 464.89
Low 461.45 462.67 1.22 0.3% 460.45
Close 463.11 464.89 1.78 0.4% 464.89
Range 1.77 2.22 0.45 25.4% 4.44
ATR 3.11 3.04 -0.06 -2.0% 0.00
Volume
Daily Pivots for day following 03-Dec-1993
Classic Woodie Camarilla DeMark
R4 470.81 470.07 466.11
R3 468.59 467.85 465.50
R2 466.37 466.37 465.30
R1 465.63 465.63 465.09 466.00
PP 464.15 464.15 464.15 464.34
S1 463.41 463.41 464.69 463.78
S2 461.93 461.93 464.48
S3 459.71 461.19 464.28
S4 457.49 458.97 463.67
Weekly Pivots for week ending 03-Dec-1993
Classic Woodie Camarilla DeMark
R4 476.73 475.25 467.33
R3 472.29 470.81 466.11
R2 467.85 467.85 465.70
R1 466.37 466.37 465.30 467.11
PP 463.41 463.41 463.41 463.78
S1 461.93 461.93 464.48 462.67
S2 458.97 458.97 464.08
S3 454.53 457.49 463.67
S4 450.09 453.05 462.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 464.89 460.45 4.44 1.0% 2.60 0.6% 100% True False
10 464.89 457.08 7.81 1.7% 2.85 0.6% 100% True False
20 467.24 454.36 12.88 2.8% 3.21 0.7% 82% False False
40 471.10 454.36 16.74 3.6% 3.16 0.7% 63% False False
60 471.10 452.94 18.16 3.9% 3.08 0.7% 66% False False
80 471.10 447.53 23.57 5.1% 3.01 0.6% 74% False False
100 471.10 443.71 27.39 5.9% 2.92 0.6% 77% False False
120 471.10 441.40 29.70 6.4% 2.94 0.6% 79% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.46
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 474.33
2.618 470.70
1.618 468.48
1.000 467.11
0.618 466.26
HIGH 464.89
0.618 464.04
0.500 463.78
0.382 463.52
LOW 462.67
0.618 461.30
1.000 460.45
1.618 459.08
2.618 456.86
4.250 453.24
Fisher Pivots for day following 03-Dec-1993
Pivot 1 day 3 day
R1 464.52 464.32
PP 464.15 463.74
S1 463.78 463.17

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

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