S&P500 Cash Index


Trading Metrics calculated at close of trading on 26-Mar-1993
Day Change Summary
Previous Current
25-Mar-1993 26-Mar-1993 Change Change % Previous Week
Open 448.09 450.91 2.82 0.6% 450.17
High 451.75 452.09 0.34 0.1% 452.09
Low 447.93 447.69 -0.24 -0.1% 446.08
Close 450.88 447.78 -3.10 -0.7% 447.78
Range 3.82 4.40 0.58 15.2% 6.01
ATR 3.69 3.74 0.05 1.4% 0.00
Volume
Daily Pivots for day following 26-Mar-1993
Classic Woodie Camarilla DeMark
R4 462.39 459.48 450.20
R3 457.99 455.08 448.99
R2 453.59 453.59 448.59
R1 450.68 450.68 448.18 449.94
PP 449.19 449.19 449.19 448.81
S1 446.28 446.28 447.38 445.54
S2 444.79 444.79 446.97
S3 440.39 441.88 446.57
S4 435.99 437.48 445.36
Weekly Pivots for week ending 26-Mar-1993
Classic Woodie Camarilla DeMark
R4 466.68 463.24 451.09
R3 460.67 457.23 449.43
R2 454.66 454.66 448.88
R1 451.22 451.22 448.33 449.94
PP 448.65 448.65 448.65 448.01
S1 445.21 445.21 447.23 443.93
S2 442.64 442.64 446.68
S3 436.63 439.20 446.13
S4 430.62 433.19 444.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 452.09 446.08 6.01 1.3% 3.72 0.8% 28% True False
10 453.32 446.08 7.24 1.6% 3.28 0.7% 23% False False
20 456.76 441.07 15.69 3.5% 3.78 0.8% 43% False False
40 456.76 428.25 28.51 6.4% 3.83 0.9% 69% False False
60 456.76 426.88 29.88 6.7% 3.57 0.8% 70% False False
80 456.76 426.88 29.88 6.7% 3.37 0.8% 70% False False
100 456.76 415.58 41.18 9.2% 3.24 0.7% 78% False False
120 456.76 402.42 54.34 12.1% 3.29 0.7% 83% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.64
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 470.79
2.618 463.61
1.618 459.21
1.000 456.49
0.618 454.81
HIGH 452.09
0.618 450.41
0.500 449.89
0.382 449.37
LOW 447.69
0.618 444.97
1.000 443.29
1.618 440.57
2.618 436.17
4.250 428.99
Fisher Pivots for day following 26-Mar-1993
Pivot 1 day 3 day
R1 449.89 449.10
PP 449.19 448.66
S1 448.48 448.22

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

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