S&P500 Cash Index


Trading Metrics calculated at close of trading on 20-Dec-1993
Day Change Summary
Previous Current
17-Dec-1993 20-Dec-1993 Change Change % Previous Week
Open 463.34 466.38 3.04 0.7% 463.93
High 466.38 466.90 0.52 0.1% 466.38
Low 463.34 465.53 2.19 0.5% 461.84
Close 466.38 465.85 -0.53 -0.1% 466.38
Range 3.04 1.37 -1.67 -54.9% 4.54
ATR 2.70 2.61 -0.10 -3.5% 0.00
Volume
Daily Pivots for day following 20-Dec-1993
Classic Woodie Camarilla DeMark
R4 470.20 469.40 466.60
R3 468.83 468.03 466.23
R2 467.46 467.46 466.10
R1 466.66 466.66 465.98 466.38
PP 466.09 466.09 466.09 465.95
S1 465.29 465.29 465.72 465.01
S2 464.72 464.72 465.60
S3 463.35 463.92 465.47
S4 461.98 462.55 465.10
Weekly Pivots for week ending 17-Dec-1993
Classic Woodie Camarilla DeMark
R4 478.49 476.97 468.88
R3 473.95 472.43 467.63
R2 469.41 469.41 467.21
R1 467.89 467.89 466.80 468.65
PP 464.87 464.87 464.87 465.25
S1 463.35 463.35 465.96 464.11
S2 460.33 460.33 465.55
S3 455.79 458.81 465.13
S4 451.25 454.27 463.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 466.90 461.84 5.06 1.1% 2.33 0.5% 79% True False
10 466.90 461.84 5.06 1.1% 2.22 0.5% 79% True False
20 466.90 457.08 9.82 2.1% 2.48 0.5% 89% True False
40 469.11 454.36 14.75 3.2% 2.94 0.6% 78% False False
60 471.10 454.36 16.74 3.6% 2.90 0.6% 69% False False
80 471.10 452.94 18.16 3.9% 2.93 0.6% 71% False False
100 471.10 446.94 24.16 5.2% 2.86 0.6% 78% False False
120 471.10 441.40 29.70 6.4% 2.88 0.6% 82% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.36
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 472.72
2.618 470.49
1.618 469.12
1.000 468.27
0.618 467.75
HIGH 466.90
0.618 466.38
0.500 466.22
0.382 466.05
LOW 465.53
0.618 464.68
1.000 464.16
1.618 463.31
2.618 461.94
4.250 459.71
Fisher Pivots for day following 20-Dec-1993
Pivot 1 day 3 day
R1 466.22 465.36
PP 466.09 464.87
S1 465.97 464.38

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

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