S&P500 Cash Index


Trading Metrics calculated at close of trading on 11-Mar-1993
Day Change Summary
Previous Current
10-Mar-1993 11-Mar-1993 Change Change % Previous Week
Open 454.40 456.35 1.95 0.4% 443.38
High 456.34 456.76 0.42 0.1% 450.00
Low 452.70 453.48 0.78 0.2% 441.07
Close 456.34 453.72 -2.62 -0.6% 446.11
Range 3.64 3.28 -0.36 -9.9% 8.93
ATR 3.94 3.90 -0.05 -1.2% 0.00
Volume
Daily Pivots for day following 11-Mar-1993
Classic Woodie Camarilla DeMark
R4 464.49 462.39 455.52
R3 461.21 459.11 454.62
R2 457.93 457.93 454.32
R1 455.83 455.83 454.02 455.24
PP 454.65 454.65 454.65 454.36
S1 452.55 452.55 453.42 451.96
S2 451.37 451.37 453.12
S3 448.09 449.27 452.82
S4 444.81 445.99 451.92
Weekly Pivots for week ending 05-Mar-1993
Classic Woodie Camarilla DeMark
R4 472.52 468.24 451.02
R3 463.59 459.31 448.57
R2 454.66 454.66 447.75
R1 450.38 450.38 446.93 452.52
PP 445.73 445.73 445.73 446.80
S1 441.45 441.45 445.29 443.59
S2 436.80 436.80 444.47
S3 427.87 432.52 443.65
S4 418.94 423.59 441.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 456.76 445.56 11.20 2.5% 4.28 0.9% 73% True False
10 456.76 440.98 15.78 3.5% 3.89 0.9% 81% True False
20 456.76 428.25 28.51 6.3% 4.38 1.0% 89% True False
40 456.76 428.25 28.51 6.3% 3.64 0.8% 89% True False
60 456.76 426.88 29.88 6.6% 3.46 0.8% 90% True False
80 456.76 418.31 38.45 8.5% 3.24 0.7% 92% True False
100 456.76 410.66 46.10 10.2% 3.18 0.7% 93% True False
120 456.76 396.80 59.96 13.2% 3.34 0.7% 95% True False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook True
Stretch 0.83
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 470.70
2.618 465.35
1.618 462.07
1.000 460.04
0.618 458.79
HIGH 456.76
0.618 455.51
0.500 455.12
0.382 454.73
LOW 453.48
0.618 451.45
1.000 450.20
1.618 448.17
2.618 444.89
4.250 439.54
Fisher Pivots for day following 11-Mar-1993
Pivot 1 day 3 day
R1 455.12 454.73
PP 454.65 454.39
S1 454.19 454.06

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

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