S&P500 Cash Index

Trading Metrics calculated at close of trading on 24-Mar-1980

Day Change Summary
	Previous	Current
	21-Mar-1980	24-Mar-1980	Change	Change %	Previous Week
Open	102.53	100.11	-2.42	-2.4%	103.10
High	103.73	102.18	-1.55	-1.5%	105.72
Low	101.55	98.88	-2.67	-2.6%	101.14
Close	102.31	99.28	-3.03	-3.0%	102.31
Range	2.18	3.30	1.12	51.4%	4.58
ATR	2.72	2.77	0.05	1.9%	0.00
Volume

Daily Pivots for day following 24-Mar-1980
	Classic	Woodie	Camarilla	DeMark
R4	110.01	107.95	101.10
R3	106.71	104.65	100.19
R2	103.41	103.41	99.89
R1	101.35	101.35	99.58	100.73
PP	100.11	100.11	100.11	99.81
S1	98.05	98.05	98.98	97.43
S2	96.81	96.81	98.68
S3	93.51	94.75	98.37
S4	90.21	91.45	97.47

Weekly Pivots for week ending 21-Mar-1980
	Classic	Woodie	Camarilla	DeMark
R4	116.80	114.13	104.83
R3	112.22	109.55	103.57
R2	107.64	107.64	103.15
R1	104.97	104.97	102.73	104.02
PP	103.06	103.06	103.06	102.58
S1	100.39	100.39	101.89	99.44
S2	98.48	98.48	101.47
S3	93.90	95.81	101.05
S4	89.32	91.23	99.79

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	105.72	98.88	6.84	6.9%	2.81	2.8%	6%	False	True
10	108.40	98.88	9.52	9.6%	2.70	2.7%	4%	False	True
20	115.12	98.88	16.24	16.4%	2.75	2.8%	2%	False	True
40	120.22	98.88	21.34	21.5%	2.74	2.8%	2%	False	True

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	1.07
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	116.21
2.618	110.82
1.618	107.52
1.000	105.48
0.618	104.22
HIGH	102.18
0.618	100.92
0.500	100.53
0.382	100.14
LOW	98.88
0.618	96.84
1.000	95.58
1.618	93.54
2.618	90.24
4.250	84.86

Fisher Pivots for day following 24-Mar-1980
Pivot	1 day	3 day
R1	100.53	102.03
PP	100.11	101.11
S1	99.70	100.20

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols