S&P500 Cash Index


Trading Metrics calculated at close of trading on 15-Mar-1993
Day Change Summary
Previous Current
12-Mar-1993 15-Mar-1993 Change Change % Previous Week
Open 453.70 449.83 -3.87 -0.9% 446.12
High 453.70 451.43 -2.27 -0.5% 456.76
Low 447.04 449.40 2.36 0.5% 446.12
Close 449.83 451.43 1.60 0.4% 449.83
Range 6.66 2.03 -4.63 -69.5% 10.64
ATR 4.10 3.95 -0.15 -3.6% 0.00
Volume
Daily Pivots for day following 15-Mar-1993
Classic Woodie Camarilla DeMark
R4 456.84 456.17 452.55
R3 454.81 454.14 451.99
R2 452.78 452.78 451.80
R1 452.11 452.11 451.62 452.45
PP 450.75 450.75 450.75 450.92
S1 450.08 450.08 451.24 450.42
S2 448.72 448.72 451.06
S3 446.69 448.05 450.87
S4 444.66 446.02 450.31
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
5 456.76 447.04 9.72 2.2% 3.49 0.8% 45% False False
10 456.76 441.07 15.69 3.5% 4.20 0.9% 66% False False
20 456.76 428.25 28.51 6.3% 4.50 1.0% 81% False False
40 456.76 428.25 28.51 6.3% 3.69 0.8% 81% False False
60 456.76 426.88 29.88 6.6% 3.52 0.8% 82% False False
80 456.76 419.24 37.52 8.3% 3.29 0.7% 86% False False
100 456.76 413.10 43.66 9.7% 3.19 0.7% 88% False False
120 456.76 396.80 59.96 13.3% 3.36 0.7% 91% False False
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.65
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 460.06
2.618 456.74
1.618 454.71
1.000 453.46
0.618 452.68
HIGH 451.43
0.618 450.65
0.500 450.42
0.382 450.18
LOW 449.40
0.618 448.15
1.000 447.37
1.618 446.12
2.618 444.09
4.250 440.77
Fisher Pivots for day following 15-Mar-1993
Pivot 1 day 3 day
R1 451.09 451.90
PP 450.75 451.74
S1 450.42 451.59

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

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