S&P500 Cash Index


Trading Metrics calculated at close of trading on 26-Nov-1993
Day Change Summary
Previous Current
24-Nov-1993 26-Nov-1993 Change Change % Previous Week
Open 461.03 462.36 1.33 0.3% 462.60
High 462.90 463.63 0.73 0.2% 463.63
Low 461.03 462.36 1.33 0.3% 457.08
Close 462.36 463.06 0.70 0.2% 463.06
Range 1.87 1.27 -0.60 -32.1% 6.55
ATR 3.41 3.26 -0.15 -4.5% 0.00
Volume
Daily Pivots for day following 26-Nov-1993
Classic Woodie Camarilla DeMark
R4 466.83 466.21 463.76
R3 465.56 464.94 463.41
R2 464.29 464.29 463.29
R1 463.67 463.67 463.18 463.98
PP 463.02 463.02 463.02 463.17
S1 462.40 462.40 462.94 462.71
S2 461.75 461.75 462.83
S3 460.48 461.13 462.71
S4 459.21 459.86 462.36
Weekly Pivots for week ending 26-Nov-1993
Classic Woodie Camarilla DeMark
R4 480.91 478.53 466.66
R3 474.36 471.98 464.86
R2 467.81 467.81 464.26
R1 465.43 465.43 463.66 466.62
PP 461.26 461.26 461.26 461.85
S1 458.88 458.88 462.46 460.07
S2 454.71 454.71 461.86
S3 448.16 452.33 461.26
S4 441.61 445.78 459.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 463.63 457.08 6.55 1.4% 3.11 0.7% 91% True False
10 467.24 457.08 10.16 2.2% 3.33 0.7% 59% False False
20 469.11 454.36 14.75 3.2% 3.51 0.8% 59% False False
40 471.10 454.36 16.74 3.6% 3.16 0.7% 52% False False
60 471.10 452.94 18.16 3.9% 3.14 0.7% 56% False False
80 471.10 446.94 24.16 5.2% 2.98 0.6% 67% False False
100 471.10 442.84 28.26 6.1% 2.94 0.6% 72% False False
120 471.10 441.40 29.70 6.4% 2.93 0.6% 73% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.27
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 469.03
2.618 466.95
1.618 465.68
1.000 464.90
0.618 464.41
HIGH 463.63
0.618 463.14
0.500 463.00
0.382 462.85
LOW 462.36
0.618 461.58
1.000 461.09
1.618 460.31
2.618 459.04
4.250 456.96
Fisher Pivots for day following 26-Nov-1993
Pivot 1 day 3 day
R1 463.04 462.39
PP 463.02 461.72
S1 463.00 461.05

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

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