S&P500 Cash Index


Trading Metrics calculated at close of trading on 15-Mar-1994
Day Change Summary
Previous Current
14-Mar-1994 15-Mar-1994 Change Change % Previous Week
Open 466.44 467.39 0.95 0.2% 464.74
High 467.60 468.99 1.39 0.3% 468.07
Low 466.08 466.04 -0.04 0.0% 462.46
Close 467.39 467.01 -0.38 -0.1% 466.44
Range 1.52 2.95 1.43 94.1% 5.61
ATR 3.74 3.68 -0.06 -1.5% 0.00
Volume
Daily Pivots for day following 15-Mar-1994
Classic Woodie Camarilla DeMark
R4 476.20 474.55 468.63
R3 473.25 471.60 467.82
R2 470.30 470.30 467.55
R1 468.65 468.65 467.28 468.00
PP 467.35 467.35 467.35 467.02
S1 465.70 465.70 466.74 465.05
S2 464.40 464.40 466.47
S3 461.45 462.75 466.20
S4 458.50 459.80 465.39
Weekly Pivots for week ending 11-Mar-1994
Classic Woodie Camarilla DeMark
R4 482.49 480.07 469.53
R3 476.88 474.46 467.98
R2 471.27 471.27 467.47
R1 468.85 468.85 466.95 470.06
PP 465.66 465.66 465.66 466.26
S1 463.24 463.24 465.93 464.45
S2 460.05 460.05 465.41
S3 454.44 457.63 464.90
S4 448.83 452.02 463.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 468.99 462.46 6.53 1.4% 3.48 0.7% 70% True False
10 468.99 457.49 11.50 2.5% 3.70 0.8% 83% True False
20 475.12 457.49 17.63 3.8% 3.91 0.8% 54% False False
40 482.85 457.49 25.36 5.4% 3.68 0.8% 38% False False
60 482.85 457.49 25.36 5.4% 3.22 0.7% 38% False False
80 482.85 457.08 25.77 5.5% 3.06 0.7% 39% False False
100 482.85 454.36 28.49 6.1% 3.14 0.7% 44% False False
120 482.85 454.36 28.49 6.1% 3.06 0.7% 44% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.67
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 481.53
2.618 476.71
1.618 473.76
1.000 471.94
0.618 470.81
HIGH 468.99
0.618 467.86
0.500 467.52
0.382 467.17
LOW 466.04
0.618 464.22
1.000 463.09
1.618 461.27
2.618 458.32
4.250 453.50
Fisher Pivots for day following 15-Mar-1994
Pivot 1 day 3 day
R1 467.52 466.60
PP 467.35 466.18
S1 467.18 465.77

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

View Archives - Comment on this page... - Back to Index of Symbols