S&P500 Cash Index


Trading Metrics calculated at close of trading on 24-Mar-1993
Day Change Summary
Previous Current
23-Mar-1993 24-Mar-1993 Change Change % Previous Week
Open 448.88 448.71 -0.17 0.0% 449.83
High 449.80 450.90 1.10 0.2% 453.32
Low 448.30 446.10 -2.20 -0.5% 447.99
Close 448.76 448.07 -0.69 -0.2% 450.18
Range 1.50 4.80 3.30 220.0% 5.33
ATR 3.60 3.68 0.09 2.4% 0.00
Volume
Daily Pivots for day following 24-Mar-1993
Classic Woodie Camarilla DeMark
R4 462.76 460.21 450.71
R3 457.96 455.41 449.39
R2 453.16 453.16 448.95
R1 450.61 450.61 448.51 449.49
PP 448.36 448.36 448.36 447.79
S1 445.81 445.81 447.63 444.69
S2 443.56 443.56 447.19
S3 438.76 441.01 446.75
S4 433.96 436.21 445.43
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% 3.57 0.8% 27% False False
10 456.76 446.08 10.68 2.4% 3.45 0.8% 19% False False
20 456.76 439.67 17.09 3.8% 3.64 0.8% 49% False False
40 456.76 428.25 28.51 6.4% 3.75 0.8% 70% False False
60 456.76 426.88 29.88 6.7% 3.56 0.8% 71% False False
80 456.76 426.88 29.88 6.7% 3.33 0.7% 71% False False
100 456.76 415.58 41.18 9.2% 3.23 0.7% 79% False False
120 456.76 396.80 59.96 13.4% 3.38 0.8% 86% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.55
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 471.30
2.618 463.47
1.618 458.67
1.000 455.70
0.618 453.87
HIGH 450.90
0.618 449.07
0.500 448.50
0.382 447.93
LOW 446.10
0.618 443.13
1.000 441.30
1.618 438.33
2.618 433.53
4.250 425.70
Fisher Pivots for day following 24-Mar-1993
Pivot 1 day 3 day
R1 448.50 448.49
PP 448.36 448.35
S1 448.21 448.21

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

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