S&P500 Cash Index


Trading Metrics calculated at close of trading on 21-May-1993
Day Change Summary
Previous Current
20-May-1993 21-May-1993 Change Change % Previous Week
Open 447.60 450.59 2.99 0.7% 439.56
High 450.59 450.59 0.00 0.0% 450.59
Low 447.36 444.89 -2.47 -0.6% 436.86
Close 450.59 445.84 -4.75 -1.1% 445.84
Range 3.23 5.70 2.47 76.5% 13.73
ATR 3.79 3.93 0.14 3.6% 0.00
Volume
Daily Pivots for day following 21-May-1993
Classic Woodie Camarilla DeMark
R4 464.21 460.72 448.98
R3 458.51 455.02 447.41
R2 452.81 452.81 446.89
R1 449.32 449.32 446.36 448.22
PP 447.11 447.11 447.11 446.55
S1 443.62 443.62 445.32 442.52
S2 441.41 441.41 444.80
S3 435.71 437.92 444.27
S4 430.01 432.22 442.71
Weekly Pivots for week ending 21-May-1993
Classic Woodie Camarilla DeMark
R4 485.62 479.46 453.39
R3 471.89 465.73 449.62
R2 458.16 458.16 448.36
R1 452.00 452.00 447.10 455.08
PP 444.43 444.43 444.43 445.97
S1 438.27 438.27 444.58 441.35
S2 430.70 430.70 443.32
S3 416.97 424.54 442.06
S4 403.24 410.81 438.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 450.59 436.86 13.73 3.1% 5.16 1.2% 65% True False
10 450.59 436.86 13.73 3.1% 4.17 0.9% 65% True False
20 450.59 432.30 18.29 4.1% 3.74 0.8% 74% True False
40 454.88 432.30 22.58 5.1% 3.77 0.8% 60% False False
60 456.76 432.30 24.46 5.5% 3.74 0.8% 55% False False
80 456.76 428.25 28.51 6.4% 3.76 0.8% 62% False False
100 456.76 426.88 29.88 6.7% 3.63 0.8% 63% False False
120 456.76 426.88 29.88 6.7% 3.49 0.8% 63% 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 0.84
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 474.82
2.618 465.51
1.618 459.81
1.000 456.29
0.618 454.11
HIGH 450.59
0.618 448.41
0.500 447.74
0.382 447.07
LOW 444.89
0.618 441.37
1.000 439.19
1.618 435.67
2.618 429.97
4.250 420.67
Fisher Pivots for day following 21-May-1993
Pivot 1 day 3 day
R1 447.74 445.14
PP 447.11 444.43
S1 446.47 443.73

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

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