S&P500 Cash Index


Trading Metrics calculated at close of trading on 22-Mar-1995
Day Change Summary
Previous Current
21-Mar-1995 22-Mar-1995 Change Change % Previous Week
Open 496.15 495.07 -1.08 -0.2% 489.57
High 499.17 495.67 -3.50 -0.7% 496.67
Low 494.07 493.71 -0.36 -0.1% 489.35
Close 495.07 495.67 0.60 0.1% 495.52
Range 5.10 1.96 -3.14 -61.6% 7.32
ATR 3.18 3.09 -0.09 -2.7% 0.00
Volume
Daily Pivots for day following 22-Mar-1995
Classic Woodie Camarilla DeMark
R4 500.90 500.24 496.75
R3 498.94 498.28 496.21
R2 496.98 496.98 496.03
R1 496.32 496.32 495.85 496.65
PP 495.02 495.02 495.02 495.18
S1 494.36 494.36 495.49 494.69
S2 493.06 493.06 495.31
S3 491.10 492.40 495.13
S4 489.14 490.44 494.59
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
5 499.17 491.78 7.39 1.5% 2.80 0.6% 53% False False
10 499.17 482.13 17.04 3.4% 3.04 0.6% 79% False False
20 499.17 479.91 19.26 3.9% 3.29 0.7% 82% False False
40 499.17 464.40 34.77 7.0% 3.10 0.6% 90% False False
60 499.17 457.20 41.97 8.5% 3.02 0.6% 92% False False
80 499.17 442.90 56.27 11.4% 3.17 0.6% 94% False False
100 499.17 442.90 56.27 11.4% 3.40 0.7% 94% False False
120 499.17 442.90 56.27 11.4% 3.51 0.7% 94% False 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 0.43
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 504.00
2.618 500.80
1.618 498.84
1.000 497.63
0.618 496.88
HIGH 495.67
0.618 494.92
0.500 494.69
0.382 494.46
LOW 493.71
0.618 492.50
1.000 491.75
1.618 490.54
2.618 488.58
4.250 485.38
Fisher Pivots for day following 22-Mar-1995
Pivot 1 day 3 day
R1 495.34 496.44
PP 495.02 496.18
S1 494.69 495.93

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

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