S&P500 Cash Index


Trading Metrics calculated at close of trading on 11-Mar-1992
Day Change Summary
Previous Current
10-Mar-1992 11-Mar-1992 Change Change % Previous Week
Open 405.21 406.88 1.67 0.4% 412.70
High 409.16 407.02 -2.14 -0.5% 413.78
Low 405.21 402.64 -2.57 -0.6% 403.65
Close 406.89 404.03 -2.86 -0.7% 404.44
Range 3.95 4.38 0.43 10.9% 10.13
ATR 3.66 3.71 0.05 1.4% 0.00
Volume
Daily Pivots for day following 11-Mar-1992
Classic Woodie Camarilla DeMark
R4 417.70 415.25 406.44
R3 413.32 410.87 405.23
R2 408.94 408.94 404.83
R1 406.49 406.49 404.43 405.53
PP 404.56 404.56 404.56 404.08
S1 402.11 402.11 403.63 401.15
S2 400.18 400.18 403.23
S3 395.80 397.73 402.83
S4 391.42 393.35 401.62
Weekly Pivots for week ending 06-Mar-1992
Classic Woodie Camarilla DeMark
R4 437.68 431.19 410.01
R3 427.55 421.06 407.23
R2 417.42 417.42 406.30
R1 410.93 410.93 405.37 409.11
PP 407.29 407.29 407.29 406.38
S1 400.80 400.80 403.51 398.98
S2 397.16 397.16 402.58
S3 387.03 390.67 401.65
S4 376.90 380.54 398.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 409.33 402.64 6.69 1.7% 3.50 0.9% 21% False True
10 416.07 402.64 13.43 3.3% 3.23 0.8% 10% False True
20 418.08 402.64 15.44 3.8% 3.82 0.9% 9% False True
40 421.18 402.64 18.54 4.6% 3.86 1.0% 7% False True
60 421.18 380.64 40.54 10.0% 4.07 1.0% 58% False False
80 421.18 371.36 49.82 12.3% 4.32 1.1% 66% False False
100 421.18 371.36 49.82 12.3% 4.12 1.0% 66% False False
120 421.18 371.36 49.82 12.3% 3.98 1.0% 66% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.61
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 425.64
2.618 418.49
1.618 414.11
1.000 411.40
0.618 409.73
HIGH 407.02
0.618 405.35
0.500 404.83
0.382 404.31
LOW 402.64
0.618 399.93
1.000 398.26
1.618 395.55
2.618 391.17
4.250 384.03
Fisher Pivots for day following 11-Mar-1992
Pivot 1 day 3 day
R1 404.83 405.90
PP 404.56 405.28
S1 404.30 404.65

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

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