S&P500 Cash Index


Trading Metrics calculated at close of trading on 20-Mar-1995
Day Change Summary
Previous Current
17-Mar-1995 20-Mar-1995 Change Change % Previous Week
Open 495.43 495.52 0.09 0.0% 489.57
High 496.67 496.53 -0.14 0.0% 496.67
Low 494.95 495.27 0.32 0.1% 489.35
Close 495.52 496.14 0.62 0.1% 495.52
Range 1.72 1.26 -0.46 -26.7% 7.32
ATR 3.16 3.03 -0.14 -4.3% 0.00
Volume
Daily Pivots for day following 20-Mar-1995
Classic Woodie Camarilla DeMark
R4 499.76 499.21 496.83
R3 498.50 497.95 496.49
R2 497.24 497.24 496.37
R1 496.69 496.69 496.26 496.97
PP 495.98 495.98 495.98 496.12
S1 495.43 495.43 496.02 495.71
S2 494.72 494.72 495.91
S3 493.46 494.17 495.79
S4 492.20 492.91 495.45
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
5 496.67 490.05 6.62 1.3% 2.53 0.5% 92% False False
10 496.67 479.91 16.76 3.4% 3.15 0.6% 97% False False
20 496.67 479.91 16.76 3.4% 3.18 0.6% 97% False False
40 496.67 461.24 35.43 7.1% 3.09 0.6% 99% False False
60 496.67 457.20 39.47 8.0% 2.97 0.6% 99% False False
80 496.67 442.90 53.77 10.8% 3.20 0.6% 99% False False
100 496.67 442.90 53.77 10.8% 3.39 0.7% 99% False False
120 496.67 442.90 53.77 10.8% 3.50 0.7% 99% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Narrowest range in 84 trading days
Fibonacci Retracements and Extensions
4.250 501.89
2.618 499.83
1.618 498.57
1.000 497.79
0.618 497.31
HIGH 496.53
0.618 496.05
0.500 495.90
0.382 495.75
LOW 495.27
0.618 494.49
1.000 494.01
1.618 493.23
2.618 491.97
4.250 489.92
Fisher Pivots for day following 20-Mar-1995
Pivot 1 day 3 day
R1 496.06 495.50
PP 495.98 494.86
S1 495.90 494.23

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

View Archives - Comment on this page... - Back to Index of Symbols