S&P500 Cash Index


Trading Metrics calculated at close of trading on 10-Mar-1994
Day Change Summary
Previous Current
09-Mar-1994 10-Mar-1994 Change Change % Previous Week
Open 465.94 467.08 1.14 0.2% 466.07
High 467.42 467.29 -0.13 0.0% 469.16
Low 463.40 462.46 -0.94 -0.2% 457.49
Close 467.06 463.90 -3.16 -0.7% 464.74
Range 4.02 4.83 0.81 20.1% 11.67
ATR 3.82 3.89 0.07 1.9% 0.00
Volume
Daily Pivots for day following 10-Mar-1994
Classic Woodie Camarilla DeMark
R4 479.04 476.30 466.56
R3 474.21 471.47 465.23
R2 469.38 469.38 464.79
R1 466.64 466.64 464.34 465.60
PP 464.55 464.55 464.55 464.03
S1 461.81 461.81 463.46 460.77
S2 459.72 459.72 463.01
S3 454.89 456.98 462.57
S4 450.06 452.15 461.24
Weekly Pivots for week ending 04-Mar-1994
Classic Woodie Camarilla DeMark
R4 498.81 493.44 471.16
R3 487.14 481.77 467.95
R2 475.47 475.47 466.88
R1 470.10 470.10 465.81 466.95
PP 463.80 463.80 463.80 462.22
S1 458.43 458.43 463.67 455.28
S2 452.13 452.13 462.60
S3 440.46 446.76 461.53
S4 428.79 435.09 458.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 468.07 462.41 5.66 1.2% 3.74 0.8% 26% False False
10 469.16 457.49 11.67 2.5% 3.91 0.8% 55% False False
20 475.12 457.49 17.63 3.8% 4.05 0.9% 36% False False
40 482.85 457.49 25.36 5.5% 3.64 0.8% 25% False False
60 482.85 457.49 25.36 5.5% 3.19 0.7% 25% False False
80 482.85 457.08 25.77 5.6% 3.10 0.7% 26% False False
100 482.85 454.36 28.49 6.1% 3.14 0.7% 33% False False
120 482.85 452.94 29.91 6.4% 3.06 0.7% 37% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 487.82
2.618 479.93
1.618 475.10
1.000 472.12
0.618 470.27
HIGH 467.29
0.618 465.44
0.500 464.88
0.382 464.31
LOW 462.46
0.618 459.48
1.000 457.63
1.618 454.65
2.618 449.82
4.250 441.93
Fisher Pivots for day following 10-Mar-1994
Pivot 1 day 3 day
R1 464.88 465.13
PP 464.55 464.72
S1 464.23 464.31

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

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