S&P500 Cash Index


Trading Metrics calculated at close of trading on 17-Mar-1994
Day Change Summary
Previous Current
16-Mar-1994 17-Mar-1994 Change Change % Previous Week
Open 467.04 469.42 2.38 0.5% 464.74
High 469.85 471.05 1.20 0.3% 468.07
Low 465.48 468.62 3.14 0.7% 462.46
Close 469.42 470.90 1.48 0.3% 466.44
Range 4.37 2.43 -1.94 -44.4% 5.61
ATR 3.73 3.64 -0.09 -2.5% 0.00
Volume
Daily Pivots for day following 17-Mar-1994
Classic Woodie Camarilla DeMark
R4 477.48 476.62 472.24
R3 475.05 474.19 471.57
R2 472.62 472.62 471.35
R1 471.76 471.76 471.12 472.19
PP 470.19 470.19 470.19 470.41
S1 469.33 469.33 470.68 469.76
S2 467.76 467.76 470.45
S3 465.33 466.90 470.23
S4 462.90 464.47 469.56
Weekly Pivots for week ending 11-Mar-1994
Classic Woodie Camarilla DeMark
R4 482.49 480.07 469.53
R3 476.88 474.46 467.98
R2 471.27 471.27 467.47
R1 468.85 468.85 466.95 470.06
PP 465.66 465.66 465.66 466.26
S1 463.24 463.24 465.93 464.45
S2 460.05 460.05 465.41
S3 454.44 457.63 464.90
S4 448.83 452.02 463.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 471.05 462.54 8.51 1.8% 3.07 0.7% 98% True False
10 471.05 462.41 8.64 1.8% 3.40 0.7% 98% True False
20 475.12 457.49 17.63 3.7% 3.98 0.8% 76% False False
40 482.85 457.49 25.36 5.4% 3.74 0.8% 53% False False
60 482.85 457.49 25.36 5.4% 3.28 0.7% 53% False False
80 482.85 457.49 25.36 5.4% 3.03 0.6% 53% False False
100 482.85 454.36 28.49 6.1% 3.13 0.7% 58% False False
120 482.85 454.36 28.49 6.1% 3.07 0.7% 58% 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 0.86
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 481.38
2.618 477.41
1.618 474.98
1.000 473.48
0.618 472.55
HIGH 471.05
0.618 470.12
0.500 469.84
0.382 469.55
LOW 468.62
0.618 467.12
1.000 466.19
1.618 464.69
2.618 462.26
4.250 458.29
Fisher Pivots for day following 17-Mar-1994
Pivot 1 day 3 day
R1 470.55 470.02
PP 470.19 469.14
S1 469.84 468.27

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

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