S&P500 Cash Index


Trading Metrics calculated at close of trading on 03-Mar-1993
Day Change Summary
Previous Current
02-Mar-1993 03-Mar-1993 Change Change % Previous Week
Open 442.00 447.90 5.90 1.3% 434.21
High 447.91 450.00 2.09 0.5% 443.77
Low 441.07 447.73 6.66 1.5% 432.41
Close 447.90 449.26 1.36 0.3% 443.38
Range 6.84 2.27 -4.57 -66.8% 11.36
ATR 3.96 3.84 -0.12 -3.1% 0.00
Volume
Daily Pivots for day following 03-Mar-1993
Classic Woodie Camarilla DeMark
R4 455.81 454.80 450.51
R3 453.54 452.53 449.88
R2 451.27 451.27 449.68
R1 450.26 450.26 449.47 450.77
PP 449.00 449.00 449.00 449.25
S1 447.99 447.99 449.05 448.50
S2 446.73 446.73 448.84
S3 444.46 445.72 448.64
S4 442.19 443.45 448.01
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
5 450.00 439.67 10.33 2.3% 3.48 0.8% 93% True False
10 450.00 428.25 21.75 4.8% 4.31 1.0% 97% True False
20 450.04 428.25 21.79 4.9% 4.08 0.9% 96% False False
40 450.04 426.88 23.16 5.2% 3.55 0.8% 97% False False
60 450.04 426.88 23.16 5.2% 3.31 0.7% 97% False False
80 450.04 416.79 33.25 7.4% 3.11 0.7% 98% False False
100 450.04 402.42 47.62 10.6% 3.19 0.7% 98% False False
120 450.04 396.80 53.24 11.9% 3.33 0.7% 99% 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 1.13
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 459.65
2.618 455.94
1.618 453.67
1.000 452.27
0.618 451.40
HIGH 450.00
0.618 449.13
0.500 448.87
0.382 448.60
LOW 447.73
0.618 446.33
1.000 445.46
1.618 444.06
2.618 441.79
4.250 438.08
Fisher Pivots for day following 03-Mar-1993
Pivot 1 day 3 day
R1 449.13 448.02
PP 449.00 446.78
S1 448.87 445.54

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

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