S&P500 Cash Index


Trading Metrics calculated at close of trading on 15-Mar-1995
Day Change Summary
Previous Current
14-Mar-1995 15-Mar-1995 Change Change % Previous Week
Open 490.05 492.89 2.84 0.6% 485.42
High 493.68 492.89 -0.79 -0.2% 490.37
Low 490.05 490.83 0.78 0.2% 479.91
Close 492.89 491.88 -1.01 -0.2% 489.57
Range 3.63 2.06 -1.57 -43.3% 10.46
ATR 3.31 3.22 -0.09 -2.7% 0.00
Volume
Daily Pivots for day following 15-Mar-1995
Classic Woodie Camarilla DeMark
R4 498.05 497.02 493.01
R3 495.99 494.96 492.45
R2 493.93 493.93 492.26
R1 492.90 492.90 492.07 492.39
PP 491.87 491.87 491.87 491.61
S1 490.84 490.84 491.69 490.33
S2 489.81 489.81 491.50
S3 487.75 488.78 491.31
S4 485.69 486.72 490.75
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
5 493.68 482.13 11.55 2.3% 3.27 0.7% 84% False False
10 493.68 479.91 13.77 2.8% 3.36 0.7% 87% False False
20 493.68 479.91 13.77 2.8% 3.29 0.7% 87% False False
40 493.68 461.24 32.44 6.6% 3.10 0.6% 94% False False
60 493.68 456.41 37.27 7.6% 2.99 0.6% 95% False False
80 493.68 442.90 50.78 10.3% 3.33 0.7% 96% False False
100 493.68 442.90 50.78 10.3% 3.44 0.7% 96% False False
120 493.68 442.90 50.78 10.3% 3.51 0.7% 96% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 501.65
2.618 498.28
1.618 496.22
1.000 494.95
0.618 494.16
HIGH 492.89
0.618 492.10
0.500 491.86
0.382 491.62
LOW 490.83
0.618 489.56
1.000 488.77
1.618 487.50
2.618 485.44
4.250 482.08
Fisher Pivots for day following 15-Mar-1995
Pivot 1 day 3 day
R1 491.87 491.76
PP 491.87 491.64
S1 491.86 491.52

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

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