S&P500 Cash Index


Trading Metrics calculated at close of trading on 23-Mar-1995
Day Change Summary
Previous Current
22-Mar-1995 23-Mar-1995 Change Change % Previous Week
Open 495.07 495.67 0.60 0.1% 489.57
High 495.67 496.77 1.10 0.2% 496.67
Low 493.71 494.19 0.48 0.1% 489.35
Close 495.67 495.95 0.28 0.1% 495.52
Range 1.96 2.58 0.62 31.6% 7.32
ATR 3.09 3.05 -0.04 -1.2% 0.00
Volume
Daily Pivots for day following 23-Mar-1995
Classic Woodie Camarilla DeMark
R4 503.38 502.24 497.37
R3 500.80 499.66 496.66
R2 498.22 498.22 496.42
R1 497.08 497.08 496.19 497.65
PP 495.64 495.64 495.64 495.92
S1 494.50 494.50 495.71 495.07
S2 493.06 493.06 495.48
S3 490.48 491.92 495.24
S4 487.90 489.34 494.53
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
5 499.17 493.71 5.46 1.1% 2.52 0.5% 41% False False
10 499.17 483.16 16.01 3.2% 3.14 0.6% 80% False False
20 499.17 479.91 19.26 3.9% 3.21 0.6% 83% False False
40 499.17 466.90 32.27 6.5% 3.04 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 11.3% 3.16 0.6% 94% False False
100 499.17 442.90 56.27 11.3% 3.35 0.7% 94% False False
120 499.17 442.90 56.27 11.3% 3.50 0.7% 94% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.48
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 507.74
2.618 503.52
1.618 500.94
1.000 499.35
0.618 498.36
HIGH 496.77
0.618 495.78
0.500 495.48
0.382 495.18
LOW 494.19
0.618 492.60
1.000 491.61
1.618 490.02
2.618 487.44
4.250 483.23
Fisher Pivots for day following 23-Mar-1995
Pivot 1 day 3 day
R1 495.79 496.44
PP 495.64 496.28
S1 495.48 496.11

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

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