S&P500 Cash Index


Trading Metrics calculated at close of trading on 11-Mar-1980
Day Change Summary
Previous Current
10-Mar-1980 11-Mar-1980 Change Change % Previous Week
Open 106.43 106.53 0.10 0.1% 112.95
High 107.86 107.78 -0.08 -0.1% 114.34
Low 104.92 106.18 1.26 1.2% 105.99
Close 106.51 107.78 1.27 1.2% 106.90
Range 2.94 1.60 -1.34 -45.6% 8.35
ATR 2.77 2.69 -0.08 -3.0% 0.00
Volume
Daily Pivots for day following 11-Mar-1980
Classic Woodie Camarilla DeMark
R4 112.05 111.51 108.66
R3 110.45 109.91 108.22
R2 108.85 108.85 108.07
R1 108.31 108.31 107.93 108.58
PP 107.25 107.25 107.25 107.38
S1 106.71 106.71 107.63 106.98
S2 105.65 105.65 107.49
S3 104.05 105.11 107.34
S4 102.45 103.51 106.90
Weekly Pivots for week ending 07-Mar-1980
Classic Woodie Camarilla DeMark
R4 134.13 128.86 111.49
R3 125.78 120.51 109.20
R2 117.43 117.43 108.43
R1 112.16 112.16 107.67 110.62
PP 109.08 109.08 109.08 108.31
S1 103.81 103.81 106.13 102.27
S2 100.73 100.73 105.37
S3 92.38 95.46 104.60
S4 84.03 87.11 102.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113.94 104.92 9.02 8.4% 2.86 2.7% 32% False False
10 115.12 104.92 10.20 9.5% 2.72 2.5% 28% False False
20 120.22 104.92 15.30 14.2% 2.75 2.6% 19% False False
40 120.22 104.92 15.30 14.2% 2.63 2.4% 19% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.11
Narrowest range in 49 trading days
Fibonacci Retracements and Extensions
4.250 114.58
2.618 111.97
1.618 110.37
1.000 109.38
0.618 108.77
HIGH 107.78
0.618 107.17
0.500 106.98
0.382 106.79
LOW 106.18
0.618 105.19
1.000 104.58
1.618 103.59
2.618 101.99
4.250 99.38
Fisher Pivots for day following 11-Mar-1980
Pivot 1 day 3 day
R1 107.51 107.50
PP 107.25 107.22
S1 106.98 106.94

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

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