S&P500 Cash Index


Trading Metrics calculated at close of trading on 12-Mar-1993
Day Change Summary
Previous Current
11-Mar-1993 12-Mar-1993 Change Change % Previous Week
Open 456.35 453.70 -2.65 -0.6% 446.12
High 456.76 453.70 -3.06 -0.7% 456.76
Low 453.48 447.04 -6.44 -1.4% 446.12
Close 453.72 449.83 -3.89 -0.9% 449.83
Range 3.28 6.66 3.38 103.0% 10.64
ATR 3.90 4.10 0.20 5.1% 0.00
Volume
Daily Pivots for day following 12-Mar-1993
Classic Woodie Camarilla DeMark
R4 470.17 466.66 453.49
R3 463.51 460.00 451.66
R2 456.85 456.85 451.05
R1 453.34 453.34 450.44 451.77
PP 450.19 450.19 450.19 449.40
S1 446.68 446.68 449.22 445.11
S2 443.53 443.53 448.61
S3 436.87 440.02 448.00
S4 430.21 433.36 446.17
Weekly Pivots for week ending 12-Mar-1993
Classic Woodie Camarilla DeMark
R4 482.82 476.97 455.68
R3 472.18 466.33 452.76
R2 461.54 461.54 451.78
R1 455.69 455.69 450.81 458.62
PP 450.90 450.90 450.90 452.37
S1 445.05 445.05 448.85 447.98
S2 440.26 440.26 447.88
S3 429.62 434.41 446.90
S4 418.98 423.77 443.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 456.76 446.12 10.64 2.4% 4.80 1.1% 35% False False
10 456.76 441.07 15.69 3.5% 4.28 1.0% 56% False False
20 456.76 428.25 28.51 6.3% 4.56 1.0% 76% False False
40 456.76 428.25 28.51 6.3% 3.73 0.8% 76% False False
60 456.76 426.88 29.88 6.6% 3.54 0.8% 77% False False
80 456.76 418.31 38.45 8.5% 3.30 0.7% 82% False False
100 456.76 413.10 43.66 9.7% 3.20 0.7% 84% False False
120 456.76 396.80 59.96 13.3% 3.39 0.8% 88% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.69
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 482.01
2.618 471.14
1.618 464.48
1.000 460.36
0.618 457.82
HIGH 453.70
0.618 451.16
0.500 450.37
0.382 449.58
LOW 447.04
0.618 442.92
1.000 440.38
1.618 436.26
2.618 429.60
4.250 418.74
Fisher Pivots for day following 12-Mar-1993
Pivot 1 day 3 day
R1 450.37 451.90
PP 450.19 451.21
S1 450.01 450.52

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

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