S&P500 Cash Index


Trading Metrics calculated at close of trading on 12-Nov-1993
Day Change Summary
Previous Current
11-Nov-1993 12-Nov-1993 Change Change % Previous Week
Open 463.72 462.64 -1.08 -0.2% 459.57
High 464.96 465.84 0.88 0.2% 465.84
Low 462.49 462.64 0.15 0.0% 458.78
Close 462.64 465.39 2.75 0.6% 465.39
Range 2.47 3.20 0.73 29.6% 7.06
ATR 3.30 3.29 -0.01 -0.2% 0.00
Volume
Daily Pivots for day following 12-Nov-1993
Classic Woodie Camarilla DeMark
R4 474.22 473.01 467.15
R3 471.02 469.81 466.27
R2 467.82 467.82 465.98
R1 466.61 466.61 465.68 467.22
PP 464.62 464.62 464.62 464.93
S1 463.41 463.41 465.10 464.02
S2 461.42 461.42 464.80
S3 458.22 460.21 464.51
S4 455.02 457.01 463.63
Weekly Pivots for week ending 12-Nov-1993
Classic Woodie Camarilla DeMark
R4 484.52 482.01 469.27
R3 477.46 474.95 467.33
R2 470.40 470.40 466.68
R1 467.89 467.89 466.04 469.15
PP 463.34 463.34 463.34 463.96
S1 460.83 460.83 464.74 462.09
S2 456.28 456.28 464.10
S3 449.22 453.77 463.45
S4 442.16 446.71 461.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 465.84 458.78 7.06 1.5% 3.15 0.7% 94% True False
10 469.11 454.36 14.75 3.2% 3.93 0.8% 75% False False
20 470.04 454.36 15.68 3.4% 3.24 0.7% 70% False False
40 471.10 452.94 18.16 3.9% 3.03 0.7% 69% False False
60 471.10 452.94 18.16 3.9% 3.04 0.7% 69% False False
80 471.10 444.54 26.56 5.7% 2.89 0.6% 79% False False
100 471.10 441.40 29.70 6.4% 2.92 0.6% 81% False False
120 471.10 441.40 29.70 6.4% 2.95 0.6% 81% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.58
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 479.44
2.618 474.22
1.618 471.02
1.000 469.04
0.618 467.82
HIGH 465.84
0.618 464.62
0.500 464.24
0.382 463.86
LOW 462.64
0.618 460.66
1.000 459.44
1.618 457.46
2.618 454.26
4.250 449.04
Fisher Pivots for day following 12-Nov-1993
Pivot 1 day 3 day
R1 465.01 464.50
PP 464.62 463.60
S1 464.24 462.71

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

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