S&P500 Cash Index

Trading Metrics calculated at close of trading on 27-Mar-1980

Day Change Summary
	Previous	Current
	26-Mar-1980	27-Mar-1980	Change	Change %	Previous Week
Open	99.33	97.34	-1.99	-2.0%	103.10
High	101.22	99.58	-1.64	-1.6%	105.72
Low	98.10	94.23	-3.87	-3.9%	101.14
Close	98.68	98.22	-0.46	-0.5%	102.31
Range	3.12	5.35	2.23	71.5%	4.58
ATR	2.79	2.97	0.18	6.5%	0.00
Volume

Daily Pivots for day following 27-Mar-1980
	Classic	Woodie	Camarilla	DeMark
R4	113.39	111.16	101.16
R3	108.04	105.81	99.69
R2	102.69	102.69	99.20
R1	100.46	100.46	98.71	101.58
PP	97.34	97.34	97.34	97.90
S1	95.11	95.11	97.73	96.23
S2	91.99	91.99	97.24
S3	86.64	89.76	96.75
S4	81.29	84.41	95.28

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	103.73	94.23	9.50	9.7%	3.33	3.4%	42%	False	True
10	106.49	94.23	12.26	12.5%	3.11	3.2%	33%	False	True
20	114.34	94.23	20.11	20.5%	2.91	3.0%	20%	False	True
40	120.22	94.23	25.99	26.5%	2.83	2.9%	15%	False	True
60	120.22	94.23	25.99	26.5%	2.68	2.7%	15%	False	True

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	1.27
Widest range in 61 trading days

Fibonacci Retracements and Extensions
4.250	122.32
2.618	113.59
1.618	108.24
1.000	104.93
0.618	102.89
HIGH	99.58
0.618	97.54
0.500	96.91
0.382	96.27
LOW	94.23
0.618	90.92
1.000	88.88
1.618	85.57
2.618	80.22
4.250	71.49

Fisher Pivots for day following 27-Mar-1980
Pivot	1 day	3 day
R1	97.78	98.06
PP	97.34	97.89
S1	96.91	97.73

Download as Excel Spreadsheet

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

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