S&P500 Cash Index


Trading Metrics calculated at close of trading on 01-Nov-1993
Day Change Summary
Previous Current
29-Oct-1993 01-Nov-1993 Change Change % Previous Week
Open 467.72 467.83 0.11 0.0% 463.27
High 468.20 469.11 0.91 0.2% 468.76
Low 467.37 467.33 -0.04 0.0% 462.05
Close 467.83 469.10 1.27 0.3% 467.83
Range 0.83 1.78 0.95 114.5% 6.71
ATR 2.69 2.63 -0.07 -2.4% 0.00
Volume
Daily Pivots for day following 01-Nov-1993
Classic Woodie Camarilla DeMark
R4 473.85 473.26 470.08
R3 472.07 471.48 469.59
R2 470.29 470.29 469.43
R1 469.70 469.70 469.26 470.00
PP 468.51 468.51 468.51 468.66
S1 467.92 467.92 468.94 468.22
S2 466.73 466.73 468.77
S3 464.95 466.14 468.61
S4 463.17 464.36 468.12
Weekly Pivots for week ending 29-Oct-1993
Classic Woodie Camarilla DeMark
R4 486.34 483.80 471.52
R3 479.63 477.09 469.68
R2 472.92 472.92 469.06
R1 470.38 470.38 468.45 471.65
PP 466.21 466.21 466.21 466.85
S1 463.67 463.67 467.21 464.94
S2 459.50 459.50 466.60
S3 452.79 456.96 465.98
S4 446.08 450.25 464.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 469.11 462.65 6.46 1.4% 1.95 0.4% 100% True False
10 469.11 462.05 7.06 1.5% 2.52 0.5% 100% True False
20 471.10 456.40 14.70 3.1% 2.69 0.6% 86% False False
40 471.10 452.94 18.16 3.9% 2.91 0.6% 89% False False
60 471.10 447.53 23.57 5.0% 2.78 0.6% 92% False False
80 471.10 443.71 27.39 5.8% 2.73 0.6% 93% False False
100 471.10 441.40 29.70 6.3% 2.79 0.6% 93% False False
120 471.10 436.86 34.24 7.3% 2.95 0.6% 94% 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 0.61
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 476.68
2.618 473.77
1.618 471.99
1.000 470.89
0.618 470.21
HIGH 469.11
0.618 468.43
0.500 468.22
0.382 468.01
LOW 467.33
0.618 466.23
1.000 465.55
1.618 464.45
2.618 462.67
4.250 459.77
Fisher Pivots for day following 01-Nov-1993
Pivot 1 day 3 day
R1 468.81 468.34
PP 468.51 467.58
S1 468.22 466.82

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

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