S&P500 Cash Index


Trading Metrics calculated at close of trading on 01-Mar-1993
Day Change Summary
Previous Current
26-Feb-1993 01-Mar-1993 Change Change % Previous Week
Open 442.34 443.38 1.04 0.2% 434.21
High 443.77 444.18 0.41 0.1% 443.77
Low 440.98 441.34 0.36 0.1% 432.41
Close 443.38 442.01 -1.37 -0.3% 443.38
Range 2.79 2.84 0.05 1.8% 11.36
ATR 3.81 3.74 -0.07 -1.8% 0.00
Volume
Daily Pivots for day following 01-Mar-1993
Classic Woodie Camarilla DeMark
R4 451.03 449.36 443.57
R3 448.19 446.52 442.79
R2 445.35 445.35 442.53
R1 443.68 443.68 442.27 443.10
PP 442.51 442.51 442.51 442.22
S1 440.84 440.84 441.75 440.26
S2 439.67 439.67 441.49
S3 436.83 438.00 441.23
S4 433.99 435.16 440.45
Weekly Pivots for week ending 26-Feb-1993
Classic Woodie Camarilla DeMark
R4 473.93 470.02 449.63
R3 462.57 458.66 446.50
R2 451.21 451.21 445.46
R1 447.30 447.30 444.42 449.26
PP 439.85 439.85 439.85 440.83
S1 435.94 435.94 442.34 437.90
S2 428.49 428.49 441.30
S3 417.13 424.58 440.26
S4 405.77 413.22 437.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 444.18 432.41 11.77 2.7% 3.78 0.9% 82% True False
10 444.53 428.25 16.28 3.7% 4.81 1.1% 85% False False
20 450.04 428.25 21.79 4.9% 3.91 0.9% 63% False False
40 450.04 426.88 23.16 5.2% 3.44 0.8% 65% False False
60 450.04 426.88 23.16 5.2% 3.25 0.7% 65% False False
80 450.04 415.58 34.46 7.8% 3.08 0.7% 77% False False
100 450.04 402.42 47.62 10.8% 3.18 0.7% 83% False False
120 450.04 396.80 53.24 12.0% 3.30 0.7% 85% 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 1.02
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 456.25
2.618 451.62
1.618 448.78
1.000 447.02
0.618 445.94
HIGH 444.18
0.618 443.10
0.500 442.76
0.382 442.42
LOW 441.34
0.618 439.58
1.000 438.50
1.618 436.74
2.618 433.90
4.250 429.27
Fisher Pivots for day following 01-Mar-1993
Pivot 1 day 3 day
R1 442.76 441.98
PP 442.51 441.95
S1 442.26 441.93

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

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