S&P500 Cash Index


Trading Metrics calculated at close of trading on 05-Mar-1993
Day Change Summary
Previous Current
04-Mar-1993 05-Mar-1993 Change Change % Previous Week
Open 449.26 447.34 -1.92 -0.4% 443.38
High 449.52 449.59 0.07 0.0% 450.00
Low 446.72 445.56 -1.16 -0.3% 441.07
Close 447.34 446.11 -1.23 -0.3% 446.11
Range 2.80 4.03 1.23 43.9% 8.93
ATR 3.77 3.79 0.02 0.5% 0.00
Volume
Daily Pivots for day following 05-Mar-1993
Classic Woodie Camarilla DeMark
R4 459.18 456.67 448.33
R3 455.15 452.64 447.22
R2 451.12 451.12 446.85
R1 448.61 448.61 446.48 447.85
PP 447.09 447.09 447.09 446.71
S1 444.58 444.58 445.74 443.82
S2 443.06 443.06 445.37
S3 439.03 440.55 445.00
S4 435.00 436.52 443.89
Weekly Pivots for week ending 05-Mar-1993
Classic Woodie Camarilla DeMark
R4 472.52 468.24 451.02
R3 463.59 459.31 448.57
R2 454.66 454.66 447.75
R1 450.38 450.38 446.93 452.52
PP 445.73 445.73 445.73 446.80
S1 441.45 441.45 445.29 443.59
S2 436.80 436.80 444.47
S3 427.87 432.52 443.65
S4 418.94 423.59 441.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 450.00 441.07 8.93 2.0% 3.76 0.8% 56% False False
10 450.00 432.41 17.59 3.9% 3.78 0.8% 78% False False
20 450.04 428.25 21.79 4.9% 4.05 0.9% 82% False False
40 450.04 426.88 23.16 5.2% 3.52 0.8% 83% False False
60 450.04 426.88 23.16 5.2% 3.33 0.7% 83% False False
80 450.04 417.98 32.06 7.2% 3.13 0.7% 88% False False
100 450.04 406.83 43.21 9.7% 3.15 0.7% 91% False False
120 450.04 396.80 53.24 11.9% 3.33 0.7% 93% 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 0.86
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 466.72
2.618 460.14
1.618 456.11
1.000 453.62
0.618 452.08
HIGH 449.59
0.618 448.05
0.500 447.58
0.382 447.10
LOW 445.56
0.618 443.07
1.000 441.53
1.618 439.04
2.618 435.01
4.250 428.43
Fisher Pivots for day following 05-Mar-1993
Pivot 1 day 3 day
R1 447.58 447.78
PP 447.09 447.22
S1 446.60 446.67

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

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