S&P500 Cash Index


Trading Metrics calculated at close of trading on 16-Dec-1993
Day Change Summary
Previous Current
15-Dec-1993 16-Dec-1993 Change Change % Previous Week
Open 463.07 461.86 -1.21 -0.3% 464.89
High 463.69 463.98 0.29 0.1% 466.89
Low 461.84 461.86 0.02 0.0% 462.66
Close 461.84 463.34 1.50 0.3% 463.93
Range 1.85 2.12 0.27 14.6% 4.23
ATR 2.72 2.68 -0.04 -1.5% 0.00
Volume
Daily Pivots for day following 16-Dec-1993
Classic Woodie Camarilla DeMark
R4 469.42 468.50 464.51
R3 467.30 466.38 463.92
R2 465.18 465.18 463.73
R1 464.26 464.26 463.53 464.72
PP 463.06 463.06 463.06 463.29
S1 462.14 462.14 463.15 462.60
S2 460.94 460.94 462.95
S3 458.82 460.02 462.76
S4 456.70 457.90 462.17
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
5 465.73 461.84 3.89 0.8% 2.49 0.5% 39% False False
10 466.89 461.84 5.05 1.1% 2.25 0.5% 30% False False
20 466.89 457.08 9.81 2.1% 2.60 0.6% 64% False False
40 469.11 454.36 14.75 3.2% 3.00 0.6% 61% False False
60 471.10 454.36 16.74 3.6% 2.90 0.6% 54% False False
80 471.10 452.94 18.16 3.9% 2.96 0.6% 57% False False
100 471.10 446.59 24.51 5.3% 2.87 0.6% 68% False False
120 471.10 441.40 29.70 6.4% 2.87 0.6% 74% 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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 472.99
2.618 469.53
1.618 467.41
1.000 466.10
0.618 465.29
HIGH 463.98
0.618 463.17
0.500 462.92
0.382 462.67
LOW 461.86
0.618 460.55
1.000 459.74
1.618 458.43
2.618 456.31
4.250 452.85
Fisher Pivots for day following 16-Dec-1993
Pivot 1 day 3 day
R1 463.20 463.79
PP 463.06 463.64
S1 462.92 463.49

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

View Archives - Comment on this page... - Back to Index of Symbols