S&P500 Cash Index


Trading Metrics calculated at close of trading on 21-Mar-1995
Day Change Summary
Previous Current
20-Mar-1995 21-Mar-1995 Change Change % Previous Week
Open 495.52 496.15 0.63 0.1% 489.57
High 496.53 499.17 2.64 0.5% 496.67
Low 495.27 494.07 -1.20 -0.2% 489.35
Close 496.14 495.07 -1.07 -0.2% 495.52
Range 1.26 5.10 3.84 304.8% 7.32
ATR 3.03 3.18 0.15 4.9% 0.00
Volume
Daily Pivots for day following 21-Mar-1995
Classic Woodie Camarilla DeMark
R4 511.40 508.34 497.88
R3 506.30 503.24 496.47
R2 501.20 501.20 496.01
R1 498.14 498.14 495.54 497.12
PP 496.10 496.10 496.10 495.60
S1 493.04 493.04 494.60 492.02
S2 491.00 491.00 494.14
S3 485.90 487.94 493.67
S4 480.80 482.84 492.27
Weekly Pivots for week ending 17-Mar-1995
Classic Woodie Camarilla DeMark
R4 515.81 512.98 499.55
R3 508.49 505.66 497.53
R2 501.17 501.17 496.86
R1 498.34 498.34 496.19 499.76
PP 493.85 493.85 493.85 494.55
S1 491.02 491.02 494.85 492.44
S2 486.53 486.53 494.18
S3 479.21 483.70 493.51
S4 471.89 476.38 491.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 499.17 490.83 8.34 1.7% 2.82 0.6% 51% True False
10 499.17 481.57 17.60 3.6% 3.09 0.6% 77% True False
20 499.17 479.91 19.26 3.9% 3.37 0.7% 79% True False
40 499.17 464.40 34.77 7.0% 3.09 0.6% 88% True False
60 499.17 457.20 41.97 8.5% 3.02 0.6% 90% True False
80 499.17 442.90 56.27 11.4% 3.18 0.6% 93% True False
100 499.17 442.90 56.27 11.4% 3.41 0.7% 93% True False
120 499.17 442.90 56.27 11.4% 3.52 0.7% 93% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 520.85
2.618 512.52
1.618 507.42
1.000 504.27
0.618 502.32
HIGH 499.17
0.618 497.22
0.500 496.62
0.382 496.02
LOW 494.07
0.618 490.92
1.000 488.97
1.618 485.82
2.618 480.72
4.250 472.40
Fisher Pivots for day following 21-Mar-1995
Pivot 1 day 3 day
R1 496.62 496.62
PP 496.10 496.10
S1 495.59 495.59

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

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