S&P500 Cash Index


Trading Metrics calculated at close of trading on 28-Mar-1995
Day Change Summary
Previous Current
27-Mar-1995 28-Mar-1995 Change Change % Previous Week
Open 501.08 503.19 2.11 0.4% 495.52
High 503.20 503.91 0.71 0.1% 500.97
Low 501.08 501.87 0.79 0.2% 493.71
Close 503.20 503.90 0.70 0.1% 500.97
Range 2.12 2.04 -0.08 -3.8% 7.26
ATR 3.12 3.05 -0.08 -2.5% 0.00
Volume
Daily Pivots for day following 28-Mar-1995
Classic Woodie Camarilla DeMark
R4 509.35 508.66 505.02
R3 507.31 506.62 504.46
R2 505.27 505.27 504.27
R1 504.58 504.58 504.09 504.93
PP 503.23 503.23 503.23 503.40
S1 502.54 502.54 503.71 502.89
S2 501.19 501.19 503.53
S3 499.15 500.50 503.34
S4 497.11 498.46 502.78
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
5 503.91 493.71 10.20 2.0% 2.72 0.5% 100% True False
10 503.91 490.83 13.08 2.6% 2.77 0.5% 100% True False
20 503.91 479.91 24.00 4.8% 3.11 0.6% 100% True False
40 503.91 468.18 35.73 7.1% 3.07 0.6% 100% True False
60 503.91 457.20 46.71 9.3% 3.04 0.6% 100% True False
80 503.91 442.90 61.01 12.1% 3.12 0.6% 100% True False
100 503.91 442.90 61.01 12.1% 3.33 0.7% 100% True False
120 503.91 442.90 61.01 12.1% 3.44 0.7% 100% True False
Crabel Price Patterns
NR True
NR4 True
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 0.53
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 512.58
2.618 509.25
1.618 507.21
1.000 505.95
0.618 505.17
HIGH 503.91
0.618 503.13
0.500 502.89
0.382 502.65
LOW 501.87
0.618 500.61
1.000 499.83
1.618 498.57
2.618 496.53
4.250 493.20
Fisher Pivots for day following 28-Mar-1995
Pivot 1 day 3 day
R1 503.56 502.60
PP 503.23 501.29
S1 502.89 499.99

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

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