S&P500 Cash Index


Trading Metrics calculated at close of trading on 22-Mar-1993
Day Change Summary
Previous Current
19-Mar-1993 22-Mar-1993 Change Change % Previous Week
Open 451.90 450.17 -1.73 -0.4% 449.83
High 453.32 450.17 -3.15 -0.7% 453.32
Low 449.91 446.08 -3.83 -0.9% 447.99
Close 450.18 448.88 -1.30 -0.3% 450.18
Range 3.41 4.09 0.68 19.9% 5.33
ATR 3.73 3.76 0.03 0.7% 0.00
Volume
Daily Pivots for day following 22-Mar-1993
Classic Woodie Camarilla DeMark
R4 460.65 458.85 451.13
R3 456.56 454.76 450.00
R2 452.47 452.47 449.63
R1 450.67 450.67 449.25 449.53
PP 448.38 448.38 448.38 447.80
S1 446.58 446.58 448.51 445.44
S2 444.29 444.29 448.13
S3 440.20 442.49 447.76
S4 436.11 438.40 446.63
Weekly Pivots for week ending 19-Mar-1993
Classic Woodie Camarilla DeMark
R4 466.49 463.66 453.11
R3 461.16 458.33 451.65
R2 455.83 455.83 451.16
R1 453.00 453.00 450.67 454.42
PP 450.50 450.50 450.50 451.20
S1 447.67 447.67 449.69 449.09
S2 445.17 445.17 449.20
S3 439.84 442.34 448.71
S4 434.51 437.01 447.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 453.32 446.08 7.24 1.6% 3.25 0.7% 39% False True
10 456.76 446.08 10.68 2.4% 3.37 0.8% 26% False True
20 456.76 432.41 24.35 5.4% 3.86 0.9% 68% False False
40 456.76 428.25 28.51 6.4% 3.78 0.8% 72% False False
60 456.76 426.88 29.88 6.7% 3.51 0.8% 74% False False
80 456.76 426.88 29.88 6.7% 3.30 0.7% 74% False False
100 456.76 415.58 41.18 9.2% 3.20 0.7% 81% False False
120 456.76 396.80 59.96 13.4% 3.37 0.8% 87% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.52
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 467.55
2.618 460.88
1.618 456.79
1.000 454.26
0.618 452.70
HIGH 450.17
0.618 448.61
0.500 448.13
0.382 447.64
LOW 446.08
0.618 443.55
1.000 441.99
1.618 439.46
2.618 435.37
4.250 428.70
Fisher Pivots for day following 22-Mar-1993
Pivot 1 day 3 day
R1 448.63 449.70
PP 448.38 449.43
S1 448.13 449.15

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

View Archives - Comment on this page... - Back to Index of Symbols