S&P500 Cash Index


Trading Metrics calculated at close of trading on 08-Mar-1993
Day Change Summary
Previous Current
05-Mar-1993 08-Mar-1993 Change Change % Previous Week
Open 447.34 446.12 -1.22 -0.3% 443.38
High 449.59 454.71 5.12 1.1% 450.00
Low 445.56 446.12 0.56 0.1% 441.07
Close 446.11 454.71 8.60 1.9% 446.11
Range 4.03 8.59 4.56 113.2% 8.93
ATR 3.79 4.13 0.34 9.1% 0.00
Volume
Daily Pivots for day following 08-Mar-1993
Classic Woodie Camarilla DeMark
R4 477.62 474.75 459.43
R3 469.03 466.16 457.07
R2 460.44 460.44 456.28
R1 457.57 457.57 455.50 459.01
PP 451.85 451.85 451.85 452.56
S1 448.98 448.98 453.92 450.42
S2 443.26 443.26 453.14
S3 434.67 440.39 452.35
S4 426.08 431.80 449.99
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
5 454.71 441.07 13.64 3.0% 4.91 1.1% 100% True False
10 454.71 432.41 22.30 4.9% 4.35 1.0% 100% True False
20 454.71 428.25 26.46 5.8% 4.35 1.0% 100% True False
40 454.71 428.19 26.52 5.8% 3.64 0.8% 100% True False
60 454.71 426.88 27.83 6.1% 3.42 0.8% 100% True False
80 454.71 418.31 36.40 8.0% 3.22 0.7% 100% True False
100 454.71 407.43 47.28 10.4% 3.20 0.7% 100% True False
120 454.71 396.80 57.91 12.7% 3.35 0.7% 100% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.79
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 491.22
2.618 477.20
1.618 468.61
1.000 463.30
0.618 460.02
HIGH 454.71
0.618 451.43
0.500 450.42
0.382 449.40
LOW 446.12
0.618 440.81
1.000 437.53
1.618 432.22
2.618 423.63
4.250 409.61
Fisher Pivots for day following 08-Mar-1993
Pivot 1 day 3 day
R1 453.28 453.19
PP 451.85 451.66
S1 450.42 450.14

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

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