S&P500 Cash Index


Trading Metrics calculated at close of trading on 23-Sep-1993
Day Change Summary
Previous Current
22-Sep-1993 23-Sep-1993 Change Change % Previous Week
Open 452.94 456.25 3.31 0.7% 461.70
High 456.92 458.69 1.77 0.4% 463.38
Low 452.94 456.25 3.31 0.7% 456.31
Close 456.20 457.74 1.54 0.3% 458.83
Range 3.98 2.44 -1.54 -38.7% 7.07
ATR 3.15 3.10 -0.05 -1.5% 0.00
Volume
Daily Pivots for day following 23-Sep-1993
Classic Woodie Camarilla DeMark
R4 464.88 463.75 459.08
R3 462.44 461.31 458.41
R2 460.00 460.00 458.19
R1 458.87 458.87 457.96 459.44
PP 457.56 457.56 457.56 457.84
S1 456.43 456.43 457.52 457.00
S2 455.12 455.12 457.29
S3 452.68 453.99 457.07
S4 450.24 451.55 456.40
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
5 459.91 452.94 6.97 1.5% 3.11 0.7% 69% False False
10 463.38 452.94 10.44 2.3% 3.39 0.7% 46% False False
20 463.80 452.94 10.86 2.4% 3.14 0.7% 44% False False
40 463.80 446.94 16.86 3.7% 2.84 0.6% 64% False False
60 463.80 441.40 22.40 4.9% 2.85 0.6% 73% False False
80 463.80 441.40 22.40 4.9% 2.85 0.6% 73% False False
100 463.80 436.86 26.94 5.9% 3.01 0.7% 78% False False
120 463.80 432.30 31.50 6.9% 3.11 0.7% 81% 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 0.42
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 469.06
2.618 465.08
1.618 462.64
1.000 461.13
0.618 460.20
HIGH 458.69
0.618 457.76
0.500 457.47
0.382 457.18
LOW 456.25
0.618 454.74
1.000 453.81
1.618 452.30
2.618 449.86
4.250 445.88
Fisher Pivots for day following 23-Sep-1993
Pivot 1 day 3 day
R1 457.65 457.10
PP 457.56 456.46
S1 457.47 455.82

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

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