S&P500 Cash Index


Trading Metrics calculated at close of trading on 24-Mar-1995
Day Change Summary
Previous Current
23-Mar-1995 24-Mar-1995 Change Change % Previous Week
Open 495.67 496.07 0.40 0.1% 495.52
High 496.77 500.97 4.20 0.8% 500.97
Low 494.19 496.07 1.88 0.4% 493.71
Close 495.95 500.97 5.02 1.0% 500.97
Range 2.58 4.90 2.32 89.9% 7.26
ATR 3.05 3.19 0.14 4.6% 0.00
Volume
Daily Pivots for day following 24-Mar-1995
Classic Woodie Camarilla DeMark
R4 514.04 512.40 503.67
R3 509.14 507.50 502.32
R2 504.24 504.24 501.87
R1 502.60 502.60 501.42 503.42
PP 499.34 499.34 499.34 499.75
S1 497.70 497.70 500.52 498.52
S2 494.44 494.44 500.07
S3 489.54 492.80 499.62
S4 484.64 487.90 498.28
Weekly Pivots for week ending 24-Mar-1995
Classic Woodie Camarilla DeMark
R4 520.33 517.91 504.96
R3 513.07 510.65 502.97
R2 505.81 505.81 502.30
R1 503.39 503.39 501.64 504.60
PP 498.55 498.55 498.55 499.16
S1 496.13 496.13 500.30 497.34
S2 491.29 491.29 499.64
S3 484.03 488.87 498.97
S4 476.77 481.61 496.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 500.97 493.71 7.26 1.4% 3.16 0.6% 100% True False
10 500.97 489.35 11.62 2.3% 2.91 0.6% 100% True False
20 500.97 479.91 21.06 4.2% 3.33 0.7% 100% True False
40 500.97 467.49 33.48 6.7% 3.12 0.6% 100% True False
60 500.97 457.20 43.77 8.7% 3.04 0.6% 100% True False
80 500.97 442.90 58.07 11.6% 3.19 0.6% 100% True False
100 500.97 442.90 58.07 11.6% 3.37 0.7% 100% True False
120 500.97 442.90 58.07 11.6% 3.52 0.7% 100% True 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 3 trading days
Fibonacci Retracements and Extensions
4.250 521.80
2.618 513.80
1.618 508.90
1.000 505.87
0.618 504.00
HIGH 500.97
0.618 499.10
0.500 498.52
0.382 497.94
LOW 496.07
0.618 493.04
1.000 491.17
1.618 488.14
2.618 483.24
4.250 475.25
Fisher Pivots for day following 24-Mar-1995
Pivot 1 day 3 day
R1 500.15 499.76
PP 499.34 498.55
S1 498.52 497.34

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

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