S&P500 Cash Index


Trading Metrics calculated at close of trading on 10-Mar-1995
Day Change Summary
Previous Current
09-Mar-1995 10-Mar-1995 Change Change % Previous Week
Open 483.14 483.16 0.02 0.0% 485.42
High 483.69 490.37 6.68 1.4% 490.37
Low 482.13 483.16 1.03 0.2% 479.91
Close 483.16 489.57 6.41 1.3% 489.57
Range 1.56 7.21 5.65 362.2% 10.46
ATR 3.10 3.39 0.29 9.5% 0.00
Volume
Daily Pivots for day following 10-Mar-1995
Classic Woodie Camarilla DeMark
R4 509.33 506.66 493.54
R3 502.12 499.45 491.55
R2 494.91 494.91 490.89
R1 492.24 492.24 490.23 493.58
PP 487.70 487.70 487.70 488.37
S1 485.03 485.03 488.91 486.37
S2 480.49 480.49 488.25
S3 473.28 477.82 487.59
S4 466.07 470.61 485.60
Weekly Pivots for week ending 10-Mar-1995
Classic Woodie Camarilla DeMark
R4 518.00 514.24 495.32
R3 507.54 503.78 492.45
R2 497.08 497.08 491.49
R1 493.32 493.32 490.53 495.20
PP 486.62 486.62 486.62 487.56
S1 482.86 482.86 488.61 484.74
S2 476.16 476.16 487.65
S3 465.70 472.40 486.69
S4 455.24 461.94 483.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 490.37 479.91 10.46 2.1% 4.23 0.9% 92% True False
10 490.37 479.91 10.46 2.1% 3.75 0.8% 92% True False
20 490.37 479.53 10.84 2.2% 3.21 0.7% 93% True False
40 490.37 461.24 29.13 6.0% 3.19 0.7% 97% True False
60 490.37 450.05 40.32 8.2% 3.07 0.6% 98% True False
80 490.37 442.90 47.47 9.7% 3.35 0.7% 98% True False
100 490.37 442.90 47.47 9.7% 3.49 0.7% 98% True False
120 490.37 442.90 47.47 9.7% 3.57 0.7% 98% True False
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 0.22
Widest range in 63 trading days
Fibonacci Retracements and Extensions
4.250 521.01
2.618 509.25
1.618 502.04
1.000 497.58
0.618 494.83
HIGH 490.37
0.618 487.62
0.500 486.77
0.382 485.91
LOW 483.16
0.618 478.70
1.000 475.95
1.618 471.49
2.618 464.28
4.250 452.52
Fisher Pivots for day following 10-Mar-1995
Pivot 1 day 3 day
R1 488.64 488.37
PP 487.70 487.17
S1 486.77 485.97

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

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