S&P500 Cash Index


Trading Metrics calculated at close of trading on 31-Mar-1995
Day Change Summary
Previous Current
30-Mar-1995 31-Mar-1995 Change Change % Previous Week
Open 503.17 501.94 -1.23 -0.2% 501.08
High 504.66 501.94 -2.72 -0.5% 508.15
Low 501.00 495.70 -5.30 -1.1% 495.70
Close 502.22 500.71 -1.51 -0.3% 500.71
Range 3.66 6.24 2.58 70.5% 12.45
ATR 3.36 3.59 0.23 6.7% 0.00
Volume
Daily Pivots for day following 31-Mar-1995
Classic Woodie Camarilla DeMark
R4 518.17 515.68 504.14
R3 511.93 509.44 502.43
R2 505.69 505.69 501.85
R1 503.20 503.20 501.28 501.33
PP 499.45 499.45 499.45 498.51
S1 496.96 496.96 500.14 495.09
S2 493.21 493.21 499.57
S3 486.97 490.72 498.99
S4 480.73 484.48 497.28
Weekly Pivots for week ending 31-Mar-1995
Classic Woodie Camarilla DeMark
R4 538.87 532.24 507.56
R3 526.42 519.79 504.13
R2 513.97 513.97 502.99
R1 507.34 507.34 501.85 504.43
PP 501.52 501.52 501.52 500.07
S1 494.89 494.89 499.57 491.98
S2 489.07 489.07 498.43
S3 476.62 482.44 497.29
S4 464.17 469.99 493.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 508.15 495.70 12.45 2.5% 4.24 0.8% 40% False True
10 508.15 493.71 14.44 2.9% 3.70 0.7% 48% False False
20 508.15 479.91 28.24 5.6% 3.57 0.7% 74% False False
40 508.15 472.78 35.37 7.1% 3.27 0.7% 79% False False
60 508.15 458.71 49.44 9.9% 3.21 0.6% 85% False False
80 508.15 442.90 65.25 13.0% 3.19 0.6% 89% False False
100 508.15 442.90 65.25 13.0% 3.38 0.7% 89% False False
120 508.15 442.90 65.25 13.0% 3.50 0.7% 89% 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 0.91
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 528.46
2.618 518.28
1.618 512.04
1.000 508.18
0.618 505.80
HIGH 501.94
0.618 499.56
0.500 498.82
0.382 498.08
LOW 495.70
0.618 491.84
1.000 489.46
1.618 485.60
2.618 479.36
4.250 469.18
Fisher Pivots for day following 31-Mar-1995
Pivot 1 day 3 day
R1 500.08 501.93
PP 499.45 501.52
S1 498.82 501.12

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

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