S&P500 Cash Index


Trading Metrics calculated at close of trading on 31-Mar-1994
Day Change Summary
Previous Current
30-Mar-1994 31-Mar-1994 Change Change % Previous Week
Open 452.48 445.55 -6.93 -1.5% 471.06
High 452.49 447.16 -5.33 -1.2% 471.06
Low 445.55 436.16 -9.39 -2.1% 460.58
Close 445.55 445.76 0.21 0.0% 460.58
Range 6.94 11.00 4.06 58.5% 10.48
ATR 4.29 4.77 0.48 11.2% 0.00
Volume
Daily Pivots for day following 31-Mar-1994
Classic Woodie Camarilla DeMark
R4 476.03 471.89 451.81
R3 465.03 460.89 448.79
R2 454.03 454.03 447.78
R1 449.89 449.89 446.77 451.96
PP 443.03 443.03 443.03 444.06
S1 438.89 438.89 444.75 440.96
S2 432.03 432.03 443.74
S3 421.03 427.89 442.74
S4 410.03 416.89 439.71
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
5 465.29 436.16 29.13 6.5% 7.11 1.6% 33% False True
10 471.09 436.16 34.93 7.8% 5.33 1.2% 27% False True
20 471.09 436.16 34.93 7.8% 4.37 1.0% 27% False True
40 481.96 436.16 45.80 10.3% 4.36 1.0% 21% False True
60 482.85 436.16 46.69 10.5% 3.84 0.9% 21% False True
80 482.85 436.16 46.69 10.5% 3.41 0.8% 21% False True
100 482.85 436.16 46.69 10.5% 3.32 0.7% 21% False True
120 482.85 436.16 46.69 10.5% 3.31 0.7% 21% False True
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Widest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 493.91
2.618 475.96
1.618 464.96
1.000 458.16
0.618 453.96
HIGH 447.16
0.618 442.96
0.500 441.66
0.382 440.36
LOW 436.16
0.618 429.36
1.000 425.16
1.618 418.36
2.618 407.36
4.250 389.41
Fisher Pivots for day following 31-Mar-1994
Pivot 1 day 3 day
R1 444.39 448.24
PP 443.03 447.41
S1 441.66 446.59

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

View Archives - Comment on this page... - Back to Index of Symbols