S&P500 Cash Index


Trading Metrics calculated at close of trading on 16-Mar-1995
Day Change Summary
Previous Current
15-Mar-1995 16-Mar-1995 Change Change % Previous Week
Open 492.89 491.87 -1.02 -0.2% 485.42
High 492.89 495.74 2.85 0.6% 490.37
Low 490.83 491.78 0.95 0.2% 479.91
Close 491.88 495.41 3.53 0.7% 489.57
Range 2.06 3.96 1.90 92.2% 10.46
ATR 3.22 3.27 0.05 1.6% 0.00
Volume
Daily Pivots for day following 16-Mar-1995
Classic Woodie Camarilla DeMark
R4 506.19 504.76 497.59
R3 502.23 500.80 496.50
R2 498.27 498.27 496.14
R1 496.84 496.84 495.77 497.56
PP 494.31 494.31 494.31 494.67
S1 492.88 492.88 495.05 493.60
S2 490.35 490.35 494.68
S3 486.39 488.92 494.32
S4 482.43 484.96 493.23
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
5 495.74 483.16 12.58 2.5% 3.75 0.8% 97% True False
10 495.74 479.91 15.83 3.2% 3.51 0.7% 98% True False
20 495.74 479.91 15.83 3.2% 3.30 0.7% 98% True False
40 495.74 461.24 34.50 7.0% 3.14 0.6% 99% True False
60 495.74 456.41 39.33 7.9% 3.03 0.6% 99% True False
80 495.74 442.90 52.84 10.7% 3.33 0.7% 99% True False
100 495.74 442.90 52.84 10.7% 3.45 0.7% 99% True False
120 495.74 442.90 52.84 10.7% 3.52 0.7% 99% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.20
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 512.57
2.618 506.11
1.618 502.15
1.000 499.70
0.618 498.19
HIGH 495.74
0.618 494.23
0.500 493.76
0.382 493.29
LOW 491.78
0.618 489.33
1.000 487.82
1.618 485.37
2.618 481.41
4.250 474.95
Fisher Pivots for day following 16-Mar-1995
Pivot 1 day 3 day
R1 494.86 494.57
PP 494.31 493.73
S1 493.76 492.90

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

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