S&P500 Cash Index


Trading Metrics calculated at close of trading on 28-Mar-1994
Day Change Summary
Previous Current
25-Mar-1994 28-Mar-1994 Change Change % Previous Week
Open 464.35 460.58 -3.77 -0.8% 471.06
High 465.29 461.12 -4.17 -0.9% 471.06
Low 460.58 456.10 -4.48 -1.0% 460.58
Close 460.58 460.00 -0.58 -0.1% 460.58
Range 4.71 5.02 0.31 6.6% 10.48
ATR 3.70 3.80 0.09 2.5% 0.00
Volume
Daily Pivots for day following 28-Mar-1994
Classic Woodie Camarilla DeMark
R4 474.13 472.09 462.76
R3 469.11 467.07 461.38
R2 464.09 464.09 460.92
R1 462.05 462.05 460.46 460.56
PP 459.07 459.07 459.07 458.33
S1 457.03 457.03 459.54 455.54
S2 454.05 454.05 459.08
S3 449.03 452.01 458.62
S4 444.01 446.99 457.24
Weekly Pivots for week ending 25-Mar-1994
Classic Woodie Camarilla DeMark
R4 495.51 488.53 466.34
R3 485.03 478.05 463.46
R2 474.55 474.55 462.50
R1 467.57 467.57 461.54 465.82
PP 464.07 464.07 464.07 463.20
S1 457.09 457.09 459.62 455.34
S2 453.59 453.59 458.66
S3 443.11 446.61 457.70
S4 432.63 436.13 454.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 470.47 456.10 14.37 3.1% 4.07 0.9% 27% False True
10 471.09 456.10 14.99 3.3% 3.72 0.8% 26% False True
20 471.09 456.10 14.99 3.3% 3.83 0.8% 26% False True
40 482.85 456.10 26.75 5.8% 3.94 0.9% 15% False True
60 482.85 456.10 26.75 5.8% 3.52 0.8% 15% False True
80 482.85 456.10 26.75 5.8% 3.16 0.7% 15% False True
100 482.85 454.36 28.49 6.2% 3.21 0.7% 20% False False
120 482.85 454.36 28.49 6.2% 3.16 0.7% 20% 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 0.63
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 482.46
2.618 474.26
1.618 469.24
1.000 466.14
0.618 464.22
HIGH 461.12
0.618 459.20
0.500 458.61
0.382 458.02
LOW 456.10
0.618 453.00
1.000 451.08
1.618 447.98
2.618 442.96
4.250 434.77
Fisher Pivots for day following 28-Mar-1994
Pivot 1 day 3 day
R1 459.54 462.34
PP 459.07 461.56
S1 458.61 460.78

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

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