S&P500 Cash Index


Trading Metrics calculated at close of trading on 18-Mar-1994
Day Change Summary
Previous Current
17-Mar-1994 18-Mar-1994 Change Change % Previous Week
Open 469.42 470.89 1.47 0.3% 466.44
High 471.05 471.09 0.04 0.0% 471.09
Low 468.62 467.83 -0.79 -0.2% 465.48
Close 470.90 471.06 0.16 0.0% 471.06
Range 2.43 3.26 0.83 34.2% 5.61
ATR 3.64 3.61 -0.03 -0.7% 0.00
Volume
Daily Pivots for day following 18-Mar-1994
Classic Woodie Camarilla DeMark
R4 479.77 478.68 472.85
R3 476.51 475.42 471.96
R2 473.25 473.25 471.66
R1 472.16 472.16 471.36 472.71
PP 469.99 469.99 469.99 470.27
S1 468.90 468.90 470.76 469.45
S2 466.73 466.73 470.46
S3 463.47 465.64 470.16
S4 460.21 462.38 469.27
Weekly Pivots for week ending 18-Mar-1994
Classic Woodie Camarilla DeMark
R4 486.04 484.16 474.15
R3 480.43 478.55 472.60
R2 474.82 474.82 472.09
R1 472.94 472.94 471.57 473.88
PP 469.21 469.21 469.21 469.68
S1 467.33 467.33 470.55 468.27
S2 463.60 463.60 470.03
S3 457.99 461.72 469.52
S4 452.38 456.11 467.97
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 471.09 465.48 5.61 1.2% 2.91 0.6% 99% True False
10 471.09 462.46 8.63 1.8% 3.36 0.7% 100% True False
20 472.41 457.49 14.92 3.2% 3.80 0.8% 91% False False
40 482.85 457.49 25.36 5.4% 3.78 0.8% 54% False False
60 482.85 457.49 25.36 5.4% 3.29 0.7% 54% False False
80 482.85 457.49 25.36 5.4% 3.03 0.6% 54% False False
100 482.85 454.36 28.49 6.0% 3.15 0.7% 59% False False
120 482.85 454.36 28.49 6.0% 3.09 0.7% 59% 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 False
Bear Hook False
Bull Hook False
Stretch 0.82
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 484.95
2.618 479.62
1.618 476.36
1.000 474.35
0.618 473.10
HIGH 471.09
0.618 469.84
0.500 469.46
0.382 469.08
LOW 467.83
0.618 465.82
1.000 464.57
1.618 462.56
2.618 459.30
4.250 453.98
Fisher Pivots for day following 18-Mar-1994
Pivot 1 day 3 day
R1 470.53 470.14
PP 469.99 469.21
S1 469.46 468.29

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

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