S&P500 Cash Index


Trading Metrics calculated at close of trading on 15-Nov-1993
Day Change Summary
Previous Current
12-Nov-1993 15-Nov-1993 Change Change % Previous Week
Open 462.64 465.39 2.75 0.6% 459.57
High 465.84 466.13 0.29 0.1% 465.84
Low 462.64 463.01 0.37 0.1% 458.78
Close 465.39 463.75 -1.64 -0.4% 465.39
Range 3.20 3.12 -0.08 -2.5% 7.06
ATR 3.29 3.28 -0.01 -0.4% 0.00
Volume
Daily Pivots for day following 15-Nov-1993
Classic Woodie Camarilla DeMark
R4 473.66 471.82 465.47
R3 470.54 468.70 464.61
R2 467.42 467.42 464.32
R1 465.58 465.58 464.04 464.94
PP 464.30 464.30 464.30 463.98
S1 462.46 462.46 463.46 461.82
S2 461.18 461.18 463.18
S3 458.06 459.34 462.89
S4 454.94 456.22 462.03
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
5 466.13 459.57 6.56 1.4% 3.22 0.7% 64% True False
10 469.10 454.36 14.74 3.2% 4.06 0.9% 64% False False
20 469.11 454.36 14.75 3.2% 3.29 0.7% 64% False False
40 471.10 452.94 18.16 3.9% 2.99 0.6% 60% False False
60 471.10 452.94 18.16 3.9% 3.05 0.7% 60% False False
80 471.10 446.59 24.51 5.3% 2.90 0.6% 70% False False
100 471.10 441.40 29.70 6.4% 2.91 0.6% 75% False False
120 471.10 441.40 29.70 6.4% 2.94 0.6% 75% 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 0.60
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 479.39
2.618 474.30
1.618 471.18
1.000 469.25
0.618 468.06
HIGH 466.13
0.618 464.94
0.500 464.57
0.382 464.20
LOW 463.01
0.618 461.08
1.000 459.89
1.618 457.96
2.618 454.84
4.250 449.75
Fisher Pivots for day following 15-Nov-1993
Pivot 1 day 3 day
R1 464.57 464.31
PP 464.30 464.12
S1 464.02 463.94

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

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