S&P500 Cash Index


Trading Metrics calculated at close of trading on 23-Dec-1993
Day Change Summary
Previous Current
22-Dec-1993 23-Dec-1993 Change Change % Previous Week
Open 465.08 467.30 2.22 0.5% 463.93
High 467.38 468.97 1.59 0.3% 466.38
Low 465.08 467.30 2.22 0.5% 461.84
Close 467.32 467.38 0.06 0.0% 466.38
Range 2.30 1.67 -0.63 -27.4% 4.54
ATR 2.54 2.47 -0.06 -2.4% 0.00
Volume
Daily Pivots for day following 23-Dec-1993
Classic Woodie Camarilla DeMark
R4 472.89 471.81 468.30
R3 471.22 470.14 467.84
R2 469.55 469.55 467.69
R1 468.47 468.47 467.53 469.01
PP 467.88 467.88 467.88 468.16
S1 466.80 466.80 467.23 467.34
S2 466.21 466.21 467.07
S3 464.54 465.13 466.92
S4 462.87 463.46 466.46
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
5 468.97 463.34 5.63 1.2% 2.05 0.4% 72% True False
10 468.97 461.84 7.13 1.5% 2.27 0.5% 78% True False
20 468.97 460.45 8.52 1.8% 2.24 0.5% 81% True False
40 469.11 454.36 14.75 3.2% 2.95 0.6% 88% False False
60 471.10 454.36 16.74 3.6% 2.87 0.6% 78% False False
80 471.10 452.94 18.16 3.9% 2.93 0.6% 80% False False
100 471.10 446.94 24.16 5.2% 2.84 0.6% 85% False False
120 471.10 441.40 29.70 6.4% 2.83 0.6% 87% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.31
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 476.07
2.618 473.34
1.618 471.67
1.000 470.64
0.618 470.00
HIGH 468.97
0.618 468.33
0.500 468.14
0.382 467.94
LOW 467.30
0.618 466.27
1.000 465.63
1.618 464.60
2.618 462.93
4.250 460.20
Fisher Pivots for day following 23-Dec-1993
Pivot 1 day 3 day
R1 468.14 467.09
PP 467.88 466.79
S1 467.63 466.50

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

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