S&P500 Cash Index


Trading Metrics calculated at close of trading on 29-Nov-1993
Day Change Summary
Previous Current
26-Nov-1993 29-Nov-1993 Change Change % Previous Week
Open 462.36 463.06 0.70 0.2% 462.60
High 463.63 464.83 1.20 0.3% 463.63
Low 462.36 461.83 -0.53 -0.1% 457.08
Close 463.06 461.90 -1.16 -0.3% 463.06
Range 1.27 3.00 1.73 136.2% 6.55
ATR 3.26 3.24 -0.02 -0.6% 0.00
Volume
Daily Pivots for day following 29-Nov-1993
Classic Woodie Camarilla DeMark
R4 471.85 469.88 463.55
R3 468.85 466.88 462.73
R2 465.85 465.85 462.45
R1 463.88 463.88 462.18 463.37
PP 462.85 462.85 462.85 462.60
S1 460.88 460.88 461.63 460.37
S2 459.85 459.85 461.35
S3 456.85 457.88 461.08
S4 453.85 454.88 460.25
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
5 464.83 457.08 7.75 1.7% 2.99 0.6% 62% True False
10 467.24 457.08 10.16 2.2% 3.31 0.7% 47% False False
20 469.11 454.36 14.75 3.2% 3.62 0.8% 51% False False
40 471.10 454.36 16.74 3.6% 3.15 0.7% 45% False False
60 471.10 452.94 18.16 3.9% 3.15 0.7% 49% False False
80 471.10 447.53 23.57 5.1% 2.98 0.6% 61% False False
100 471.10 443.71 27.39 5.9% 2.91 0.6% 66% False False
120 471.10 441.40 29.70 6.4% 2.93 0.6% 69% 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 0.40
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 477.58
2.618 472.68
1.618 469.68
1.000 467.83
0.618 466.68
HIGH 464.83
0.618 463.68
0.500 463.33
0.382 462.98
LOW 461.83
0.618 459.98
1.000 458.83
1.618 456.98
2.618 453.98
4.250 449.08
Fisher Pivots for day following 29-Nov-1993
Pivot 1 day 3 day
R1 463.33 462.93
PP 462.85 462.59
S1 462.38 462.24

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

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