S&P500 Cash Index


Trading Metrics calculated at close of trading on 09-Dec-1993
Day Change Summary
Previous Current
08-Dec-1993 09-Dec-1993 Change Change % Previous Week
Open 466.76 466.29 -0.47 -0.1% 463.06
High 466.76 466.54 -0.22 0.0% 464.89
Low 465.42 463.87 -1.55 -0.3% 460.45
Close 466.29 464.18 -2.11 -0.5% 464.89
Range 1.34 2.67 1.33 99.3% 4.44
ATR 2.77 2.77 -0.01 -0.3% 0.00
Volume
Daily Pivots for day following 09-Dec-1993
Classic Woodie Camarilla DeMark
R4 472.87 471.20 465.65
R3 470.20 468.53 464.91
R2 467.53 467.53 464.67
R1 465.86 465.86 464.42 465.36
PP 464.86 464.86 464.86 464.62
S1 463.19 463.19 463.94 462.69
S2 462.19 462.19 463.69
S3 459.52 460.52 463.45
S4 456.85 457.85 462.71
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
5 466.89 462.67 4.22 0.9% 2.01 0.4% 36% False False
10 466.89 460.45 6.44 1.4% 2.21 0.5% 58% False False
20 467.24 457.08 10.16 2.2% 2.83 0.6% 70% False False
40 471.10 454.36 16.74 3.6% 3.13 0.7% 59% False False
60 471.10 452.94 18.16 3.9% 2.95 0.6% 62% False False
80 471.10 452.94 18.16 3.9% 2.98 0.6% 62% False False
100 471.10 443.72 27.38 5.9% 2.88 0.6% 75% False False
120 471.10 441.40 29.70 6.4% 2.89 0.6% 77% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.50
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 477.89
2.618 473.53
1.618 470.86
1.000 469.21
0.618 468.19
HIGH 466.54
0.618 465.52
0.500 465.21
0.382 464.89
LOW 463.87
0.618 462.22
1.000 461.20
1.618 459.55
2.618 456.88
4.250 452.52
Fisher Pivots for day following 09-Dec-1993
Pivot 1 day 3 day
R1 465.21 465.32
PP 464.86 464.94
S1 464.52 464.56

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

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