S&P500 Cash Index


Trading Metrics calculated at close of trading on 03-Apr-1995
Day Change Summary
Previous Current
31-Mar-1995 03-Apr-1995 Change Change % Previous Week
Open 501.94 500.70 -1.24 -0.2% 501.08
High 501.94 501.91 -0.03 0.0% 508.15
Low 495.70 500.20 4.50 0.9% 495.70
Close 500.71 501.85 1.14 0.2% 500.71
Range 6.24 1.71 -4.53 -72.6% 12.45
ATR 3.59 3.45 -0.13 -3.7% 0.00
Volume
Daily Pivots for day following 03-Apr-1995
Classic Woodie Camarilla DeMark
R4 506.45 505.86 502.79
R3 504.74 504.15 502.32
R2 503.03 503.03 502.16
R1 502.44 502.44 502.01 502.74
PP 501.32 501.32 501.32 501.47
S1 500.73 500.73 501.69 501.03
S2 499.61 499.61 501.54
S3 497.90 499.02 501.38
S4 496.19 497.31 500.91
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% 4.16 0.8% 49% False False
10 508.15 493.71 14.44 2.9% 3.74 0.7% 56% False False
20 508.15 479.91 28.24 5.6% 3.45 0.7% 78% False False
40 508.15 478.38 29.77 5.9% 3.14 0.6% 79% False False
60 508.15 458.71 49.44 9.9% 3.19 0.6% 87% False False
80 508.15 442.90 65.25 13.0% 3.17 0.6% 90% False False
100 508.15 442.90 65.25 13.0% 3.35 0.7% 90% False False
120 508.15 442.90 65.25 13.0% 3.45 0.7% 90% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.94
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 509.18
2.618 506.39
1.618 504.68
1.000 503.62
0.618 502.97
HIGH 501.91
0.618 501.26
0.500 501.06
0.382 500.85
LOW 500.20
0.618 499.14
1.000 498.49
1.618 497.43
2.618 495.72
4.250 492.93
Fisher Pivots for day following 03-Apr-1995
Pivot 1 day 3 day
R1 501.59 501.29
PP 501.32 500.74
S1 501.06 500.18

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

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