S&P500 Cash Index


Trading Metrics calculated at close of trading on 21-Sep-1993
Day Change Summary
Previous Current
20-Sep-1993 21-Sep-1993 Change Change % Previous Week
Open 458.84 455.05 -3.79 -0.8% 461.70
High 459.91 455.80 -4.11 -0.9% 463.38
Low 455.00 453.93 -1.07 -0.2% 456.31
Close 455.05 453.93 -1.12 -0.2% 458.83
Range 4.91 1.87 -3.04 -61.9% 7.07
ATR 3.18 3.08 -0.09 -2.9% 0.00
Volume
Daily Pivots for day following 21-Sep-1993
Classic Woodie Camarilla DeMark
R4 460.16 458.92 454.96
R3 458.29 457.05 454.44
R2 456.42 456.42 454.27
R1 455.18 455.18 454.10 454.87
PP 454.55 454.55 454.55 454.40
S1 453.31 453.31 453.76 453.00
S2 452.68 452.68 453.59
S3 450.81 451.44 453.42
S4 448.94 449.57 452.90
Weekly Pivots for week ending 17-Sep-1993
Classic Woodie Camarilla DeMark
R4 480.72 476.84 462.72
R3 473.65 469.77 460.77
R2 466.58 466.58 460.13
R1 462.70 462.70 459.48 461.11
PP 459.51 459.51 459.51 458.71
S1 455.63 455.63 458.18 454.04
S2 452.44 452.44 457.53
S3 445.37 448.56 456.89
S4 438.30 441.49 454.94
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 461.96 453.93 8.03 1.8% 3.46 0.8% 0% False True
10 463.38 453.75 9.63 2.1% 3.52 0.8% 2% False False
20 463.80 453.75 10.05 2.2% 3.19 0.7% 2% False False
40 463.80 446.59 17.21 3.8% 2.80 0.6% 43% False False
60 463.80 441.40 22.40 4.9% 2.85 0.6% 56% False False
80 463.80 441.40 22.40 4.9% 2.89 0.6% 56% False False
100 463.80 436.86 26.94 5.9% 3.03 0.7% 63% False False
120 463.80 432.30 31.50 6.9% 3.16 0.7% 69% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.56
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 463.75
2.618 460.70
1.618 458.83
1.000 457.67
0.618 456.96
HIGH 455.80
0.618 455.09
0.500 454.87
0.382 454.64
LOW 453.93
0.618 452.77
1.000 452.06
1.618 450.90
2.618 449.03
4.250 445.98
Fisher Pivots for day following 21-Sep-1993
Pivot 1 day 3 day
R1 454.87 456.92
PP 454.55 455.92
S1 454.24 454.93

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

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