S&P500 Cash Index


Trading Metrics calculated at close of trading on 18-Mar-1993
Day Change Summary
Previous Current
17-Mar-1993 18-Mar-1993 Change Change % Previous Week
Open 451.36 448.36 -3.00 -0.7% 446.12
High 451.36 452.39 1.03 0.2% 456.76
Low 447.99 448.36 0.37 0.1% 446.12
Close 448.31 451.88 3.57 0.8% 449.83
Range 3.37 4.03 0.66 19.6% 10.64
ATR 3.73 3.76 0.02 0.7% 0.00
Volume
Daily Pivots for day following 18-Mar-1993
Classic Woodie Camarilla DeMark
R4 462.97 461.45 454.10
R3 458.94 457.42 452.99
R2 454.91 454.91 452.62
R1 453.39 453.39 452.25 454.15
PP 450.88 450.88 450.88 451.26
S1 449.36 449.36 451.51 450.12
S2 446.85 446.85 451.14
S3 442.82 445.33 450.77
S4 438.79 441.30 449.66
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
5 453.70 447.04 6.66 1.5% 3.49 0.8% 73% False False
10 456.76 445.56 11.20 2.5% 3.88 0.9% 56% False False
20 456.76 431.68 25.08 5.6% 3.76 0.8% 81% False False
40 456.76 428.25 28.51 6.3% 3.73 0.8% 83% False False
60 456.76 426.88 29.88 6.6% 3.47 0.8% 84% False False
80 456.76 424.83 31.93 7.1% 3.29 0.7% 85% False False
100 456.76 413.71 43.05 9.5% 3.19 0.7% 89% False False
120 456.76 396.80 59.96 13.3% 3.36 0.7% 92% 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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.56
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 469.52
2.618 462.94
1.618 458.91
1.000 456.42
0.618 454.88
HIGH 452.39
0.618 450.85
0.500 450.38
0.382 449.90
LOW 448.36
0.618 445.87
1.000 444.33
1.618 441.84
2.618 437.81
4.250 431.23
Fisher Pivots for day following 18-Mar-1993
Pivot 1 day 3 day
R1 451.38 451.32
PP 450.88 450.75
S1 450.38 450.19

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

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