S&P500 Cash Index


Trading Metrics calculated at close of trading on 22-Oct-1993
Day Change Summary
Previous Current
21-Oct-1993 22-Oct-1993 Change Change % Previous Week
Open 466.06 465.36 -0.70 -0.2% 469.50
High 466.64 467.82 1.18 0.3% 470.04
Low 464.38 463.27 -1.11 -0.2% 463.27
Close 465.36 463.27 -2.09 -0.4% 463.27
Range 2.26 4.55 2.29 101.3% 6.77
ATR 2.84 2.97 0.12 4.3% 0.00
Volume
Daily Pivots for day following 22-Oct-1993
Classic Woodie Camarilla DeMark
R4 478.44 475.40 465.77
R3 473.89 470.85 464.52
R2 469.34 469.34 464.10
R1 466.30 466.30 463.69 465.55
PP 464.79 464.79 464.79 464.41
S1 461.75 461.75 462.85 461.00
S2 460.24 460.24 462.44
S3 455.69 457.20 462.02
S4 451.14 452.65 460.77
Weekly Pivots for week ending 22-Oct-1993
Classic Woodie Camarilla DeMark
R4 485.84 481.32 466.99
R3 479.07 474.55 465.13
R2 472.30 472.30 464.51
R1 467.78 467.78 463.89 466.66
PP 465.53 465.53 465.53 464.96
S1 461.01 461.01 462.65 459.89
S2 458.76 458.76 462.03
S3 451.99 454.24 461.41
S4 445.22 447.47 459.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 470.04 463.27 6.77 1.5% 3.00 0.6% 0% False True
10 471.10 460.52 10.58 2.3% 2.88 0.6% 26% False False
20 471.10 456.40 14.70 3.2% 2.84 0.6% 47% False False
40 471.10 452.94 18.16 3.9% 2.93 0.6% 57% False False
60 471.10 446.94 24.16 5.2% 2.81 0.6% 68% False False
80 471.10 441.40 29.70 6.4% 2.85 0.6% 74% False False
100 471.10 441.40 29.70 6.4% 2.84 0.6% 74% False False
120 471.10 436.86 34.24 7.4% 2.97 0.6% 77% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.53
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 487.16
2.618 479.73
1.618 475.18
1.000 472.37
0.618 470.63
HIGH 467.82
0.618 466.08
0.500 465.55
0.382 465.01
LOW 463.27
0.618 460.46
1.000 458.72
1.618 455.91
2.618 451.36
4.250 443.93
Fisher Pivots for day following 22-Oct-1993
Pivot 1 day 3 day
R1 465.55 465.55
PP 464.79 464.79
S1 464.03 464.03

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

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