S&P500 Cash Index


Trading Metrics calculated at close of trading on 13-Mar-1995
Day Change Summary
Previous Current
10-Mar-1995 13-Mar-1995 Change Change % Previous Week
Open 483.16 489.57 6.41 1.3% 485.42
High 490.37 491.26 0.89 0.2% 490.37
Low 483.16 489.35 6.19 1.3% 479.91
Close 489.57 490.05 0.48 0.1% 489.57
Range 7.21 1.91 -5.30 -73.5% 10.46
ATR 3.39 3.29 -0.11 -3.1% 0.00
Volume
Daily Pivots for day following 13-Mar-1995
Classic Woodie Camarilla DeMark
R4 495.95 494.91 491.10
R3 494.04 493.00 490.58
R2 492.13 492.13 490.40
R1 491.09 491.09 490.23 491.61
PP 490.22 490.22 490.22 490.48
S1 489.18 489.18 489.87 489.70
S2 488.31 488.31 489.70
S3 486.40 487.27 489.52
S4 484.49 485.36 489.00
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
5 491.26 479.91 11.35 2.3% 3.78 0.8% 89% True False
10 491.26 479.91 11.35 2.3% 3.45 0.7% 89% True False
20 491.26 479.91 11.35 2.3% 3.20 0.7% 89% True False
40 491.26 461.24 30.02 6.1% 3.12 0.6% 96% True False
60 491.26 454.50 36.76 7.5% 3.00 0.6% 97% True False
80 491.26 442.90 48.36 9.9% 3.31 0.7% 97% True False
100 491.26 442.90 48.36 9.9% 3.48 0.7% 97% True False
120 491.26 442.90 48.36 9.9% 3.53 0.7% 97% True 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 0.24
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 499.38
2.618 496.26
1.618 494.35
1.000 493.17
0.618 492.44
HIGH 491.26
0.618 490.53
0.500 490.31
0.382 490.08
LOW 489.35
0.618 488.17
1.000 487.44
1.618 486.26
2.618 484.35
4.250 481.23
Fisher Pivots for day following 13-Mar-1995
Pivot 1 day 3 day
R1 490.31 488.93
PP 490.22 487.81
S1 490.14 486.70

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

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