S&P500 Cash Index


Trading Metrics calculated at close of trading on 22-Sep-1993
Day Change Summary
Previous Current
21-Sep-1993 22-Sep-1993 Change Change % Previous Week
Open 455.05 452.94 -2.11 -0.5% 461.70
High 455.80 456.92 1.12 0.2% 463.38
Low 453.93 452.94 -0.99 -0.2% 456.31
Close 453.93 456.20 2.27 0.5% 458.83
Range 1.87 3.98 2.11 112.8% 7.07
ATR 3.08 3.15 0.06 2.1% 0.00
Volume
Daily Pivots for day following 22-Sep-1993
Classic Woodie Camarilla DeMark
R4 467.29 465.73 458.39
R3 463.31 461.75 457.29
R2 459.33 459.33 456.93
R1 457.77 457.77 456.56 458.55
PP 455.35 455.35 455.35 455.75
S1 453.79 453.79 455.84 454.57
S2 451.37 451.37 455.47
S3 447.39 449.81 455.11
S4 443.41 445.83 454.01
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
5 461.54 452.94 8.60 1.9% 3.13 0.7% 38% False True
10 463.38 452.94 10.44 2.3% 3.44 0.8% 31% False True
20 463.80 452.94 10.86 2.4% 3.16 0.7% 30% False True
40 463.80 446.59 17.21 3.8% 2.83 0.6% 56% False False
60 463.80 441.40 22.40 4.9% 2.85 0.6% 66% False False
80 463.80 441.40 22.40 4.9% 2.88 0.6% 66% False False
100 463.80 436.86 26.94 5.9% 3.03 0.7% 72% False False
120 463.80 432.30 31.50 6.9% 3.17 0.7% 76% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.56
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 473.84
2.618 467.34
1.618 463.36
1.000 460.90
0.618 459.38
HIGH 456.92
0.618 455.40
0.500 454.93
0.382 454.46
LOW 452.94
0.618 450.48
1.000 448.96
1.618 446.50
2.618 442.52
4.250 436.03
Fisher Pivots for day following 22-Sep-1993
Pivot 1 day 3 day
R1 455.78 456.43
PP 455.35 456.35
S1 454.93 456.28

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

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