S&P500 Cash Index


Trading Metrics calculated at close of trading on 29-Mar-1993
Day Change Summary
Previous Current
26-Mar-1993 29-Mar-1993 Change Change % Previous Week
Open 450.91 447.76 -3.15 -0.7% 450.17
High 452.09 452.81 0.72 0.2% 452.09
Low 447.69 447.75 0.06 0.0% 446.08
Close 447.78 450.77 2.99 0.7% 447.78
Range 4.40 5.06 0.66 15.0% 6.01
ATR 3.74 3.84 0.09 2.5% 0.00
Volume
Daily Pivots for day following 29-Mar-1993
Classic Woodie Camarilla DeMark
R4 465.62 463.26 453.55
R3 460.56 458.20 452.16
R2 455.50 455.50 451.70
R1 453.14 453.14 451.23 454.32
PP 450.44 450.44 450.44 451.04
S1 448.08 448.08 450.31 449.26
S2 445.38 445.38 449.84
S3 440.32 443.02 449.38
S4 435.26 437.96 447.99
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
5 452.81 446.10 6.71 1.5% 3.92 0.9% 70% True False
10 453.32 446.08 7.24 1.6% 3.58 0.8% 65% False False
20 456.76 441.07 15.69 3.5% 3.89 0.9% 62% False False
40 456.76 428.25 28.51 6.3% 3.90 0.9% 79% False False
60 456.76 426.88 29.88 6.6% 3.59 0.8% 80% False False
80 456.76 426.88 29.88 6.6% 3.41 0.8% 80% False False
100 456.76 415.58 41.18 9.1% 3.25 0.7% 85% False False
120 456.76 402.42 54.34 12.1% 3.30 0.7% 89% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.60
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 474.32
2.618 466.06
1.618 461.00
1.000 457.87
0.618 455.94
HIGH 452.81
0.618 450.88
0.500 450.28
0.382 449.68
LOW 447.75
0.618 444.62
1.000 442.69
1.618 439.56
2.618 434.50
4.250 426.25
Fisher Pivots for day following 29-Mar-1993
Pivot 1 day 3 day
R1 450.61 450.60
PP 450.44 450.42
S1 450.28 450.25

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

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