S&P500 Cash Index


Trading Metrics calculated at close of trading on 17-Mar-1995
Day Change Summary
Previous Current
16-Mar-1995 17-Mar-1995 Change Change % Previous Week
Open 491.87 495.43 3.56 0.7% 489.57
High 495.74 496.67 0.93 0.2% 496.67
Low 491.78 494.95 3.17 0.6% 489.35
Close 495.41 495.52 0.11 0.0% 495.52
Range 3.96 1.72 -2.24 -56.6% 7.32
ATR 3.27 3.16 -0.11 -3.4% 0.00
Volume
Daily Pivots for day following 17-Mar-1995
Classic Woodie Camarilla DeMark
R4 500.87 499.92 496.47
R3 499.15 498.20 495.99
R2 497.43 497.43 495.84
R1 496.48 496.48 495.68 496.96
PP 495.71 495.71 495.71 495.95
S1 494.76 494.76 495.36 495.24
S2 493.99 493.99 495.20
S3 492.27 493.04 495.05
S4 490.55 491.32 494.57
Weekly Pivots for week ending 17-Mar-1995
Classic Woodie Camarilla DeMark
R4 515.81 512.98 499.55
R3 508.49 505.66 497.53
R2 501.17 501.17 496.86
R1 498.34 498.34 496.19 499.76
PP 493.85 493.85 493.85 494.55
S1 491.02 491.02 494.85 492.44
S2 486.53 486.53 494.18
S3 479.21 483.70 493.51
S4 471.89 476.38 491.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 496.67 489.35 7.32 1.5% 2.66 0.5% 84% True False
10 496.67 479.91 16.76 3.4% 3.45 0.7% 93% True False
20 496.67 479.91 16.76 3.4% 3.28 0.7% 93% True False
40 496.67 461.24 35.43 7.2% 3.13 0.6% 97% True False
60 496.67 457.17 39.50 8.0% 3.02 0.6% 97% True False
80 496.67 442.90 53.77 10.9% 3.28 0.7% 98% True False
100 496.67 442.90 53.77 10.9% 3.41 0.7% 98% True False
120 496.67 442.90 53.77 10.9% 3.52 0.7% 98% True False
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.22
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 503.98
2.618 501.17
1.618 499.45
1.000 498.39
0.618 497.73
HIGH 496.67
0.618 496.01
0.500 495.81
0.382 495.61
LOW 494.95
0.618 493.89
1.000 493.23
1.618 492.17
2.618 490.45
4.250 487.64
Fisher Pivots for day following 17-Mar-1995
Pivot 1 day 3 day
R1 495.81 494.93
PP 495.71 494.34
S1 495.62 493.75

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

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