S&P500 Cash Index


Trading Metrics calculated at close of trading on 28-Mar-1991
Day Change Summary
Previous Current
27-Mar-1991 28-Mar-1991 Change Change % Previous Week
Open 376.28 375.35 -0.93 -0.2% 373.59
High 378.48 376.60 -1.88 -0.5% 374.09
Low 374.73 374.40 -0.33 -0.1% 365.58
Close 375.35 375.22 -0.13 0.0% 367.48
Range 3.75 2.20 -1.55 -41.3% 8.51
ATR 4.60 4.43 -0.17 -3.7% 0.00
Volume
Daily Pivots for day following 28-Mar-1991
Classic Woodie Camarilla DeMark
R4 382.01 380.81 376.43
R3 379.81 378.61 375.83
R2 377.61 377.61 375.62
R1 376.41 376.41 375.42 375.91
PP 375.41 375.41 375.41 375.16
S1 374.21 374.21 375.02 373.71
S2 373.21 373.21 374.82
S3 371.01 372.01 374.62
S4 368.81 369.81 374.01
Weekly Pivots for week ending 22-Mar-1991
Classic Woodie Camarilla DeMark
R4 394.58 389.54 372.16
R3 386.07 381.03 369.82
R2 377.56 377.56 369.04
R1 372.52 372.52 368.26 370.79
PP 369.05 369.05 369.05 368.18
S1 364.01 364.01 366.70 362.28
S2 360.54 360.54 365.92
S3 352.03 355.50 365.14
S4 343.52 346.99 362.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 378.48 365.58 12.90 3.4% 3.87 1.0% 75% False False
10 378.48 365.58 12.90 3.4% 4.15 1.1% 75% False False
20 379.66 363.73 15.93 4.2% 4.45 1.2% 72% False False
40 379.66 340.37 39.29 10.5% 4.90 1.3% 89% False False
60 379.66 309.35 70.31 18.7% 4.72 1.3% 94% False False
80 379.66 309.35 70.31 18.7% 4.34 1.2% 94% False False
100 379.66 305.03 74.63 19.9% 4.27 1.1% 94% False False
120 379.66 294.51 85.15 22.7% 4.50 1.2% 95% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.78
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 385.95
2.618 382.36
1.618 380.16
1.000 378.80
0.618 377.96
HIGH 376.60
0.618 375.76
0.500 375.50
0.382 375.24
LOW 374.40
0.618 373.04
1.000 372.20
1.618 370.84
2.618 368.64
4.250 365.05
Fisher Pivots for day following 28-Mar-1991
Pivot 1 day 3 day
R1 375.50 374.79
PP 375.41 374.36
S1 375.31 373.93

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

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