S&P500 Cash Index


Trading Metrics calculated at close of trading on 27-Aug-1993
Day Change Summary
Previous Current
26-Aug-1993 27-Aug-1993 Change Change % Previous Week
Open 460.04 461.05 1.01 0.2% 456.12
High 462.87 461.05 -1.82 -0.4% 462.87
Low 458.82 459.19 0.37 0.1% 454.29
Close 461.04 460.54 -0.50 -0.1% 460.54
Range 4.05 1.86 -2.19 -54.1% 8.58
ATR 2.76 2.70 -0.06 -2.3% 0.00
Volume
Daily Pivots for day following 27-Aug-1993
Classic Woodie Camarilla DeMark
R4 465.84 465.05 461.56
R3 463.98 463.19 461.05
R2 462.12 462.12 460.88
R1 461.33 461.33 460.71 460.80
PP 460.26 460.26 460.26 459.99
S1 459.47 459.47 460.37 458.94
S2 458.40 458.40 460.20
S3 456.54 457.61 460.03
S4 454.68 455.75 459.52
Weekly Pivots for week ending 27-Aug-1993
Classic Woodie Camarilla DeMark
R4 484.97 481.34 465.26
R3 476.39 472.76 462.90
R2 467.81 467.81 462.11
R1 464.18 464.18 461.33 466.00
PP 459.23 459.23 459.23 460.14
S1 455.60 455.60 459.75 457.42
S2 450.65 450.65 458.97
S3 442.07 447.02 458.18
S4 433.49 438.44 455.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 462.87 454.29 8.58 1.9% 3.04 0.7% 73% False False
10 462.87 450.25 12.62 2.7% 2.75 0.6% 82% False False
20 462.87 446.94 15.93 3.5% 2.50 0.5% 85% False False
40 462.87 441.40 21.47 4.7% 2.76 0.6% 89% False False
60 462.87 441.40 21.47 4.7% 2.77 0.6% 89% False False
80 462.87 436.86 26.01 5.6% 2.99 0.6% 91% False False
100 462.87 432.30 30.57 6.6% 3.11 0.7% 92% False False
120 462.87 432.30 30.57 6.6% 3.22 0.7% 92% False False
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.32
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 468.96
2.618 465.92
1.618 464.06
1.000 462.91
0.618 462.20
HIGH 461.05
0.618 460.34
0.500 460.12
0.382 459.90
LOW 459.19
0.618 458.04
1.000 457.33
1.618 456.18
2.618 454.32
4.250 451.29
Fisher Pivots for day following 27-Aug-1993
Pivot 1 day 3 day
R1 460.40 460.85
PP 460.26 460.74
S1 460.12 460.64

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

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