S&P500 Cash Index


Trading Metrics calculated at close of trading on 21-Jul-1993
Day Change Summary
Previous Current
20-Jul-1993 21-Jul-1993 Change Change % Previous Week
Open 446.03 447.28 1.25 0.3% 448.18
High 447.63 447.50 -0.13 0.0% 451.12
Low 443.71 445.84 2.13 0.5% 445.66
Close 447.31 447.18 -0.13 0.0% 445.75
Range 3.92 1.66 -2.26 -57.7% 5.46
ATR 3.07 2.97 -0.10 -3.3% 0.00
Volume
Daily Pivots for day following 21-Jul-1993
Classic Woodie Camarilla DeMark
R4 451.82 451.16 448.09
R3 450.16 449.50 447.64
R2 448.50 448.50 447.48
R1 447.84 447.84 447.33 447.34
PP 446.84 446.84 446.84 446.59
S1 446.18 446.18 447.03 445.68
S2 445.18 445.18 446.88
S3 443.52 444.52 446.72
S4 441.86 442.86 446.27
Weekly Pivots for week ending 16-Jul-1993
Classic Woodie Camarilla DeMark
R4 463.89 460.28 448.75
R3 458.43 454.82 447.25
R2 452.97 452.97 446.75
R1 449.36 449.36 446.25 448.44
PP 447.51 447.51 447.51 447.05
S1 443.90 443.90 445.25 442.98
S2 442.05 442.05 444.75
S3 436.59 438.44 444.25
S4 431.13 432.98 442.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 450.12 443.71 6.41 1.4% 2.76 0.6% 54% False False
10 451.12 442.84 8.28 1.9% 2.89 0.6% 52% False False
20 451.90 441.40 10.50 2.3% 3.01 0.7% 55% False False
40 455.63 441.40 14.23 3.2% 3.01 0.7% 41% False False
60 455.63 433.14 22.49 5.0% 3.21 0.7% 62% False False
80 455.63 432.30 23.33 5.2% 3.37 0.8% 64% False False
100 456.76 432.30 24.46 5.5% 3.45 0.8% 61% False False
120 456.76 428.25 28.51 6.4% 3.52 0.8% 66% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 454.56
2.618 451.85
1.618 450.19
1.000 449.16
0.618 448.53
HIGH 447.50
0.618 446.87
0.500 446.67
0.382 446.47
LOW 445.84
0.618 444.81
1.000 444.18
1.618 443.15
2.618 441.49
4.250 438.79
Fisher Pivots for day following 21-Jul-1993
Pivot 1 day 3 day
R1 447.01 446.68
PP 446.84 446.17
S1 446.67 445.67

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

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