S&P500 Cash Index


Trading Metrics calculated at close of trading on 04-Aug-1993
Day Change Summary
Previous Current
03-Aug-1993 04-Aug-1993 Change Change % Previous Week
Open 450.15 449.27 -0.88 -0.2% 447.06
High 450.43 449.72 -0.71 -0.2% 450.77
Low 447.59 447.93 0.34 0.1% 446.59
Close 449.27 448.54 -0.73 -0.2% 448.13
Range 2.84 1.79 -1.05 -37.0% 4.18
ATR 2.88 2.80 -0.08 -2.7% 0.00
Volume
Daily Pivots for day following 04-Aug-1993
Classic Woodie Camarilla DeMark
R4 454.10 453.11 449.52
R3 452.31 451.32 449.03
R2 450.52 450.52 448.87
R1 449.53 449.53 448.70 449.13
PP 448.73 448.73 448.73 448.53
S1 447.74 447.74 448.38 447.34
S2 446.94 446.94 448.21
S3 445.15 445.95 448.05
S4 443.36 444.16 447.56
Weekly Pivots for week ending 30-Jul-1993
Classic Woodie Camarilla DeMark
R4 461.04 458.76 450.43
R3 456.86 454.58 449.28
R2 452.68 452.68 448.90
R1 450.40 450.40 448.51 451.54
PP 448.50 448.50 448.50 449.07
S1 446.22 446.22 447.75 447.36
S2 444.32 444.32 447.36
S3 440.14 442.04 446.98
S4 435.96 437.86 445.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 450.77 446.98 3.79 0.8% 2.71 0.6% 41% False False
10 450.77 443.72 7.05 1.6% 2.68 0.6% 68% False False
20 451.12 442.84 8.28 1.8% 2.78 0.6% 69% False False
40 451.90 441.40 10.50 2.3% 2.82 0.6% 68% False False
60 455.63 436.86 18.77 4.2% 3.15 0.7% 62% False False
80 455.63 432.30 23.33 5.2% 3.19 0.7% 70% False False
100 455.63 432.30 23.33 5.2% 3.29 0.7% 70% False False
120 456.76 428.25 28.51 6.4% 3.51 0.8% 71% 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 True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.17
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 457.33
2.618 454.41
1.618 452.62
1.000 451.51
0.618 450.83
HIGH 449.72
0.618 449.04
0.500 448.83
0.382 448.61
LOW 447.93
0.618 446.82
1.000 446.14
1.618 445.03
2.618 443.24
4.250 440.32
Fisher Pivots for day following 04-Aug-1993
Pivot 1 day 3 day
R1 448.83 449.01
PP 448.73 448.85
S1 448.64 448.70

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

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