S&P500 Cash Index


Trading Metrics calculated at close of trading on 29-Jun-1993
Day Change Summary
Previous Current
28-Jun-1993 29-Jun-1993 Change Change % Previous Week
Open 447.60 451.89 4.29 1.0% 443.68
High 451.90 451.90 0.00 0.0% 448.64
Low 447.60 449.67 2.07 0.5% 442.50
Close 451.85 450.68 -1.17 -0.3% 447.60
Range 4.30 2.23 -2.07 -48.1% 6.14
ATR 3.20 3.13 -0.07 -2.2% 0.00
Volume
Daily Pivots for day following 29-Jun-1993
Classic Woodie Camarilla DeMark
R4 457.44 456.29 451.91
R3 455.21 454.06 451.29
R2 452.98 452.98 451.09
R1 451.83 451.83 450.88 451.29
PP 450.75 450.75 450.75 450.48
S1 449.60 449.60 450.48 449.06
S2 448.52 448.52 450.27
S3 446.29 447.37 450.07
S4 444.06 445.14 449.45
Weekly Pivots for week ending 25-Jun-1993
Classic Woodie Camarilla DeMark
R4 464.67 462.27 450.98
R3 458.53 456.13 449.29
R2 452.39 452.39 448.73
R1 449.99 449.99 448.16 451.19
PP 446.25 446.25 446.25 446.85
S1 443.85 443.85 447.04 445.05
S2 440.11 440.11 446.47
S3 433.97 437.71 445.91
S4 427.83 431.57 444.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 451.90 442.50 9.40 2.1% 3.21 0.7% 87% True False
10 451.90 442.50 9.40 2.1% 3.07 0.7% 87% True False
20 454.53 442.50 12.03 2.7% 2.84 0.6% 68% False False
40 455.63 436.86 18.77 4.2% 3.26 0.7% 74% False False
60 455.63 432.30 23.33 5.2% 3.37 0.7% 79% False False
80 456.76 432.30 24.46 5.4% 3.53 0.8% 75% False False
100 456.76 428.25 28.51 6.3% 3.63 0.8% 79% False False
120 456.76 426.88 29.88 6.6% 3.53 0.8% 80% 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 0.23
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 461.38
2.618 457.74
1.618 455.51
1.000 454.13
0.618 453.28
HIGH 451.90
0.618 451.05
0.500 450.79
0.382 450.52
LOW 449.67
0.618 448.29
1.000 447.44
1.618 446.06
2.618 443.83
4.250 440.19
Fisher Pivots for day following 29-Jun-1993
Pivot 1 day 3 day
R1 450.79 450.21
PP 450.75 449.73
S1 450.72 449.26

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

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