S&P500 Cash Index


Trading Metrics calculated at close of trading on 13-Dec-1993
Day Change Summary
Previous Current
10-Dec-1993 13-Dec-1993 Change Change % Previous Week
Open 464.18 463.93 -0.25 -0.1% 464.89
High 464.87 465.71 0.84 0.2% 466.89
Low 462.66 462.71 0.05 0.0% 462.66
Close 463.93 465.70 1.77 0.4% 463.93
Range 2.21 3.00 0.79 35.7% 4.23
ATR 2.73 2.75 0.02 0.7% 0.00
Volume
Daily Pivots for day following 13-Dec-1993
Classic Woodie Camarilla DeMark
R4 473.71 472.70 467.35
R3 470.71 469.70 466.53
R2 467.71 467.71 466.25
R1 466.70 466.70 465.98 467.21
PP 464.71 464.71 464.71 464.96
S1 463.70 463.70 465.43 464.21
S2 461.71 461.71 465.15
S3 458.71 460.70 464.88
S4 455.71 457.70 464.05
Weekly Pivots for week ending 10-Dec-1993
Classic Woodie Camarilla DeMark
R4 477.18 474.79 466.26
R3 472.95 470.56 465.09
R2 468.72 468.72 464.71
R1 466.33 466.33 464.32 465.41
PP 464.49 464.49 464.49 464.04
S1 462.10 462.10 463.54 461.18
S2 460.26 460.26 463.15
S3 456.03 457.87 462.77
S4 451.80 453.64 461.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 466.77 462.66 4.11 0.9% 2.11 0.5% 74% False False
10 466.89 460.45 6.44 1.4% 2.30 0.5% 82% False False
20 467.24 457.08 10.16 2.2% 2.81 0.6% 85% False False
40 470.04 454.36 15.68 3.4% 3.02 0.6% 72% False False
60 471.10 452.94 18.16 3.9% 2.96 0.6% 70% False False
80 471.10 452.94 18.16 3.9% 2.98 0.6% 70% False False
100 471.10 444.54 26.56 5.7% 2.88 0.6% 80% False False
120 471.10 441.40 29.70 6.4% 2.90 0.6% 82% 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 True
Bear Hook False
Bull Hook False
Stretch 0.56
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 478.46
2.618 473.56
1.618 470.56
1.000 468.71
0.618 467.56
HIGH 465.71
0.618 464.56
0.500 464.21
0.382 463.86
LOW 462.71
0.618 460.86
1.000 459.71
1.618 457.86
2.618 454.86
4.250 449.96
Fisher Pivots for day following 13-Dec-1993
Pivot 1 day 3 day
R1 465.20 465.33
PP 464.71 464.97
S1 464.21 464.60

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

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