S&P500 Cash Index


Trading Metrics calculated at close of trading on 01-Apr-1993
Day Change Summary
Previous Current
31-Mar-1993 01-Apr-1993 Change Change % Previous Week
Open 451.97 451.67 -0.30 -0.1% 450.17
High 454.88 452.63 -2.25 -0.5% 452.09
Low 451.67 449.60 -2.07 -0.5% 446.08
Close 451.67 450.30 -1.37 -0.3% 447.78
Range 3.21 3.03 -0.18 -5.6% 6.01
ATR 3.70 3.65 -0.05 -1.3% 0.00
Volume
Daily Pivots for day following 01-Apr-1993
Classic Woodie Camarilla DeMark
R4 459.93 458.15 451.97
R3 456.90 455.12 451.13
R2 453.87 453.87 450.86
R1 452.09 452.09 450.58 451.47
PP 450.84 450.84 450.84 450.53
S1 449.06 449.06 450.02 448.44
S2 447.81 447.81 449.74
S3 444.78 446.03 449.47
S4 441.75 443.00 448.63
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% 3.63 0.8% 36% False False
10 454.88 446.08 8.80 2.0% 3.58 0.8% 48% False False
20 456.76 445.56 11.20 2.5% 3.73 0.8% 42% False False
40 456.76 428.25 28.51 6.3% 3.85 0.9% 77% False False
60 456.76 426.88 29.88 6.6% 3.62 0.8% 78% False False
80 456.76 426.88 29.88 6.6% 3.41 0.8% 78% False False
100 456.76 416.79 39.97 8.9% 3.25 0.7% 84% False False
120 456.76 402.66 54.10 12.0% 3.25 0.7% 88% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.80
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 465.51
2.618 460.56
1.618 457.53
1.000 455.66
0.618 454.50
HIGH 452.63
0.618 451.47
0.500 451.12
0.382 450.76
LOW 449.60
0.618 447.73
1.000 446.57
1.618 444.70
2.618 441.67
4.250 436.72
Fisher Pivots for day following 01-Apr-1993
Pivot 1 day 3 day
R1 451.12 452.24
PP 450.84 451.59
S1 450.57 450.95

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

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