S&P500 Cash Index


Trading Metrics calculated at close of trading on 31-Mar-1993
Day Change Summary
Previous Current
30-Mar-1993 31-Mar-1993 Change Change % Previous Week
Open 450.79 451.97 1.18 0.3% 450.17
High 452.06 454.88 2.82 0.6% 452.09
Low 449.63 451.67 2.04 0.5% 446.08
Close 451.97 451.67 -0.30 -0.1% 447.78
Range 2.43 3.21 0.78 32.1% 6.01
ATR 3.74 3.70 -0.04 -1.0% 0.00
Volume
Daily Pivots for day following 31-Mar-1993
Classic Woodie Camarilla DeMark
R4 462.37 460.23 453.44
R3 459.16 457.02 452.55
R2 455.95 455.95 452.26
R1 453.81 453.81 451.96 453.28
PP 452.74 452.74 452.74 452.47
S1 450.60 450.60 451.38 450.07
S2 449.53 449.53 451.08
S3 446.32 447.39 450.79
S4 443.11 444.18 449.90
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
5 454.88 447.69 7.19 1.6% 3.78 0.8% 55% True False
10 454.88 446.08 8.80 1.9% 3.68 0.8% 64% True False
20 456.76 445.56 11.20 2.5% 3.72 0.8% 55% False False
40 456.76 428.25 28.51 6.3% 3.90 0.9% 82% False False
60 456.76 426.88 29.88 6.6% 3.61 0.8% 83% False False
80 456.76 426.88 29.88 6.6% 3.41 0.8% 83% False False
100 456.76 416.79 39.97 8.8% 3.23 0.7% 87% False False
120 456.76 402.42 54.34 12.0% 3.27 0.7% 91% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.70
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 468.52
2.618 463.28
1.618 460.07
1.000 458.09
0.618 456.86
HIGH 454.88
0.618 453.65
0.500 453.28
0.382 452.90
LOW 451.67
0.618 449.69
1.000 448.46
1.618 446.48
2.618 443.27
4.250 438.03
Fisher Pivots for day following 31-Mar-1993
Pivot 1 day 3 day
R1 453.28 451.55
PP 452.74 451.43
S1 452.21 451.32

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

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