S&P500 Cash Index


Trading Metrics calculated at close of trading on 26-Jul-1993
Day Change Summary
Previous Current
23-Jul-1993 26-Jul-1993 Change Change % Previous Week
Open 444.54 447.06 2.52 0.6% 445.75
High 447.10 449.50 2.40 0.5% 447.63
Low 444.54 447.04 2.50 0.6% 443.71
Close 447.10 449.09 1.99 0.4% 447.10
Range 2.56 2.46 -0.10 -3.9% 3.92
ATR 2.98 2.94 -0.04 -1.2% 0.00
Volume
Daily Pivots for day following 26-Jul-1993
Classic Woodie Camarilla DeMark
R4 455.92 454.97 450.44
R3 453.46 452.51 449.77
R2 451.00 451.00 449.54
R1 450.05 450.05 449.32 450.53
PP 448.54 448.54 448.54 448.78
S1 447.59 447.59 448.86 448.07
S2 446.08 446.08 448.64
S3 443.62 445.13 448.41
S4 441.16 442.67 447.74
Weekly Pivots for week ending 23-Jul-1993
Classic Woodie Camarilla DeMark
R4 457.91 456.42 449.26
R3 453.99 452.50 448.18
R2 450.07 450.07 447.82
R1 448.58 448.58 447.46 449.33
PP 446.15 446.15 446.15 446.52
S1 444.66 444.66 446.74 445.41
S2 442.23 442.23 446.38
S3 438.31 440.74 446.02
S4 434.39 436.82 444.94
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 449.50 443.71 5.79 1.3% 2.82 0.6% 93% True False
10 451.12 443.71 7.41 1.7% 2.80 0.6% 73% False False
20 451.90 441.40 10.50 2.3% 2.96 0.7% 73% False False
40 455.63 441.40 14.23 3.2% 2.99 0.7% 54% False False
60 455.63 436.86 18.77 4.2% 3.18 0.7% 65% False False
80 455.63 432.30 23.33 5.2% 3.35 0.7% 72% False False
100 456.76 432.30 24.46 5.4% 3.42 0.8% 69% False False
120 456.76 428.25 28.51 6.3% 3.53 0.8% 73% 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 0.38
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 459.96
2.618 455.94
1.618 453.48
1.000 451.96
0.618 451.02
HIGH 449.50
0.618 448.56
0.500 448.27
0.382 447.98
LOW 447.04
0.618 445.52
1.000 444.58
1.618 443.06
2.618 440.60
4.250 436.59
Fisher Pivots for day following 26-Jul-1993
Pivot 1 day 3 day
R1 448.82 448.26
PP 448.54 447.44
S1 448.27 446.61

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

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