S&P500 Cash Index


Trading Metrics calculated at close of trading on 17-Mar-1993
Day Change Summary
Previous Current
16-Mar-1993 17-Mar-1993 Change Change % Previous Week
Open 451.43 451.36 -0.07 0.0% 446.12
High 452.36 451.36 -1.00 -0.2% 456.76
Low 451.01 447.99 -3.02 -0.7% 446.12
Close 451.37 448.31 -3.06 -0.7% 449.83
Range 1.35 3.37 2.02 149.6% 10.64
ATR 3.76 3.73 -0.03 -0.7% 0.00
Volume
Daily Pivots for day following 17-Mar-1993
Classic Woodie Camarilla DeMark
R4 459.33 457.19 450.16
R3 455.96 453.82 449.24
R2 452.59 452.59 448.93
R1 450.45 450.45 448.62 449.84
PP 449.22 449.22 449.22 448.91
S1 447.08 447.08 448.00 446.47
S2 445.85 445.85 447.69
S3 442.48 443.71 447.38
S4 439.11 440.34 446.46
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% 3.34 0.7% 13% False False
10 456.76 445.56 11.20 2.5% 3.76 0.8% 25% False False
20 456.76 428.25 28.51 6.4% 4.04 0.9% 70% False False
40 456.76 428.25 28.51 6.4% 3.70 0.8% 70% False False
60 456.76 426.88 29.88 6.7% 3.43 0.8% 72% False False
80 456.76 423.61 33.15 7.4% 3.28 0.7% 75% False False
100 456.76 413.68 43.08 9.6% 3.18 0.7% 80% False False
120 456.76 396.80 59.96 13.4% 3.37 0.8% 86% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.59
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 465.68
2.618 460.18
1.618 456.81
1.000 454.73
0.618 453.44
HIGH 451.36
0.618 450.07
0.500 449.68
0.382 449.28
LOW 447.99
0.618 445.91
1.000 444.62
1.618 442.54
2.618 439.17
4.250 433.67
Fisher Pivots for day following 17-Mar-1993
Pivot 1 day 3 day
R1 449.68 450.18
PP 449.22 449.55
S1 448.77 448.93

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

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