S&P500 Cash Index


Trading Metrics calculated at close of trading on 03-Mar-1994
Day Change Summary
Previous Current
02-Mar-1994 03-Mar-1994 Change Change % Previous Week
Open 464.40 464.81 0.41 0.1% 467.69
High 464.87 464.83 -0.04 0.0% 472.41
Low 457.49 462.50 5.01 1.1% 464.26
Close 464.81 463.01 -1.80 -0.4% 466.07
Range 7.38 2.33 -5.05 -68.4% 8.15
ATR 4.07 3.94 -0.12 -3.0% 0.00
Volume
Daily Pivots for day following 03-Mar-1994
Classic Woodie Camarilla DeMark
R4 470.44 469.05 464.29
R3 468.11 466.72 463.65
R2 465.78 465.78 463.44
R1 464.39 464.39 463.22 463.92
PP 463.45 463.45 463.45 463.21
S1 462.06 462.06 462.80 461.59
S2 461.12 461.12 462.58
S3 458.79 459.73 462.37
S4 456.46 457.40 461.73
Weekly Pivots for week ending 25-Feb-1994
Classic Woodie Camarilla DeMark
R4 492.03 487.20 470.55
R3 483.88 479.05 468.31
R2 475.73 475.73 467.56
R1 470.90 470.90 466.82 469.24
PP 467.58 467.58 467.58 466.75
S1 462.75 462.75 465.32 461.09
S2 459.43 459.43 464.58
S3 451.28 454.60 463.83
S4 443.13 446.45 461.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 469.16 457.49 11.67 2.5% 4.07 0.9% 47% False False
10 475.12 457.49 17.63 3.8% 4.55 1.0% 31% False False
20 481.96 457.49 24.47 5.3% 4.35 0.9% 23% False False
40 482.85 457.49 25.36 5.5% 3.57 0.8% 22% False False
60 482.85 457.49 25.36 5.5% 3.09 0.7% 22% False False
80 482.85 457.08 25.77 5.6% 3.06 0.7% 23% False False
100 482.85 454.36 28.49 6.2% 3.09 0.7% 30% False False
120 482.85 452.94 29.91 6.5% 3.06 0.7% 34% False False
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.49
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 474.73
2.618 470.93
1.618 468.60
1.000 467.16
0.618 466.27
HIGH 464.83
0.618 463.94
0.500 463.67
0.382 463.39
LOW 462.50
0.618 461.06
1.000 460.17
1.618 458.73
2.618 456.40
4.250 452.60
Fisher Pivots for day following 03-Mar-1994
Pivot 1 day 3 day
R1 463.67 462.83
PP 463.45 462.64
S1 463.23 462.46

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

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