S&P500 Cash Index

Trading Metrics calculated at close of trading on 20-Mar-1980

Day Change Summary
	Previous	Current
	19-Mar-1980	20-Mar-1980	Change	Change %	Previous Week
Open	104.10	103.60	-0.50	-0.5%	106.43
High	105.72	105.17	-0.55	-0.5%	108.40
Low	103.35	102.52	-0.83	-0.8%	104.01
Close	104.31	103.12	-1.19	-1.1%	105.43
Range	2.37	2.65	0.28	11.8%	4.39
ATR	2.77	2.76	-0.01	-0.3%	0.00
Volume

Daily Pivots for day following 20-Mar-1980
	Classic	Woodie	Camarilla	DeMark
R4	111.55	109.99	104.58
R3	108.90	107.34	103.85
R2	106.25	106.25	103.61
R1	104.69	104.69	103.36	104.15
PP	103.60	103.60	103.60	103.33
S1	102.04	102.04	102.88	101.50
S2	100.95	100.95	102.63
S3	98.30	99.39	102.39
S4	95.65	96.74	101.66

Weekly Pivots for week ending 14-Mar-1980
	Classic	Woodie	Camarilla	DeMark
R4	119.12	116.66	107.84
R3	114.73	112.27	106.64
R2	110.34	110.34	106.23
R1	107.88	107.88	105.83	106.92
PP	105.95	105.95	105.95	105.46
S1	103.49	103.49	105.03	102.53
S2	101.56	101.56	104.63
S3	97.17	99.10	104.22
S4	92.78	94.71	103.02

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	106.49	101.14	5.35	5.2%	2.90	2.8%	37%	False	False
10	108.96	101.14	7.82	7.6%	2.74	2.7%	25%	False	False
20	116.46	101.14	15.32	14.9%	2.74	2.7%	13%	False	False
40	120.22	101.14	19.08	18.5%	2.72	2.6%	10%	False	False

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.12
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	116.43
2.618	112.11
1.618	109.46
1.000	107.82
0.618	106.81
HIGH	105.17
0.618	104.16
0.500	103.85
0.382	103.53
LOW	102.52
0.618	100.88
1.000	99.87
1.618	98.23
2.618	95.58
4.250	91.26

Fisher Pivots for day following 20-Mar-1980
Pivot	1 day	3 day
R1	103.85	103.43
PP	103.60	103.33
S1	103.36	103.22

Download as Excel Spreadsheet

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

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