S&P500 Cash Index


Trading Metrics calculated at close of trading on 03-May-1993
Day Change Summary
Previous Current
30-Apr-1993 03-May-1993 Change Change % Previous Week
Open 438.89 440.19 1.30 0.3% 437.03
High 442.29 442.59 0.30 0.1% 442.29
Low 438.89 438.25 -0.64 -0.1% 432.30
Close 440.19 442.46 2.27 0.5% 440.19
Range 3.40 4.34 0.94 27.6% 9.99
ATR 3.77 3.81 0.04 1.1% 0.00
Volume
Daily Pivots for day following 03-May-1993
Classic Woodie Camarilla DeMark
R4 454.12 452.63 444.85
R3 449.78 448.29 443.65
R2 445.44 445.44 443.26
R1 443.95 443.95 442.86 444.70
PP 441.10 441.10 441.10 441.47
S1 439.61 439.61 442.06 440.36
S2 436.76 436.76 441.66
S3 432.42 435.27 441.27
S4 428.08 430.93 440.07
Weekly Pivots for week ending 30-Apr-1993
Classic Woodie Camarilla DeMark
R4 468.23 464.20 445.68
R3 458.24 454.21 442.94
R2 448.25 448.25 442.02
R1 444.22 444.22 441.11 446.24
PP 438.26 438.26 438.26 439.27
S1 434.23 434.23 439.27 436.25
S2 428.27 428.27 438.36
S3 418.28 424.24 437.44
S4 408.29 414.25 434.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 442.59 433.14 9.45 2.1% 3.62 0.8% 99% True False
10 447.46 432.30 15.16 3.4% 4.14 0.9% 67% False False
20 450.40 432.30 18.10 4.1% 3.61 0.8% 56% False False
40 456.76 432.30 24.46 5.5% 3.81 0.9% 42% False False
60 456.76 428.25 28.51 6.4% 3.89 0.9% 50% False False
80 456.76 426.88 29.88 6.8% 3.66 0.8% 52% False False
100 456.76 426.88 29.88 6.8% 3.52 0.8% 52% False False
120 456.76 417.98 38.78 8.8% 3.36 0.8% 63% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.82
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 461.04
2.618 453.95
1.618 449.61
1.000 446.93
0.618 445.27
HIGH 442.59
0.618 440.93
0.500 440.42
0.382 439.91
LOW 438.25
0.618 435.57
1.000 433.91
1.618 431.23
2.618 426.89
4.250 419.81
Fisher Pivots for day following 03-May-1993
Pivot 1 day 3 day
R1 441.78 441.34
PP 441.10 440.21
S1 440.42 439.09

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

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