S&P500 Cash Index


Trading Metrics calculated at close of trading on 14-Mar-1988
Day Change Summary
Previous Current
11-Mar-1988 14-Mar-1988 Change Change % Previous Week
Open 263.84 264.94 1.10 0.4% 267.30
High 264.94 266.55 1.61 0.6% 270.76
Low 261.27 264.52 3.25 1.2% 261.27
Close 264.94 266.37 1.43 0.5% 264.94
Range 3.67 2.03 -1.64 -44.7% 9.49
ATR 3.55 3.45 -0.11 -3.1% 0.00
Volume
Daily Pivots for day following 14-Mar-1988
Classic Woodie Camarilla DeMark
R4 271.90 271.17 267.49
R3 269.87 269.14 266.93
R2 267.84 267.84 266.74
R1 267.11 267.11 266.56 267.48
PP 265.81 265.81 265.81 266.00
S1 265.08 265.08 266.18 265.45
S2 263.78 263.78 266.00
S3 261.75 263.05 265.81
S4 259.72 261.02 265.25
Weekly Pivots for week ending 11-Mar-1988
Classic Woodie Camarilla DeMark
R4 294.13 289.02 270.16
R3 284.64 279.53 267.55
R2 275.15 275.15 266.68
R1 270.04 270.04 265.81 267.85
PP 265.66 265.66 265.66 264.56
S1 260.55 260.55 264.07 258.36
S2 256.17 256.17 263.20
S3 246.68 251.06 262.33
S4 237.19 241.57 259.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 270.76 261.27 9.49 3.6% 3.21 1.2% 54% False False
10 270.76 261.27 9.49 3.6% 2.74 1.0% 54% False False
20 270.76 256.57 14.19 5.3% 3.26 1.2% 69% False False
40 270.76 240.17 30.59 11.5% 3.67 1.4% 86% False False
60 270.76 236.71 34.05 12.8% 4.43 1.7% 87% False False
80 270.76 221.24 49.52 18.6% 4.69 1.8% 91% False False
100 270.76 221.24 49.52 18.6% 5.67 2.1% 91% False False
120 328.94 216.46 112.48 42.2% 6.26 2.3% 44% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.43
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 275.18
2.618 271.86
1.618 269.83
1.000 268.58
0.618 267.80
HIGH 266.55
0.618 265.77
0.500 265.54
0.382 265.30
LOW 264.52
0.618 263.27
1.000 262.49
1.618 261.24
2.618 259.21
4.250 255.89
Fisher Pivots for day following 14-Mar-1988
Pivot 1 day 3 day
R1 266.09 266.02
PP 265.81 265.66
S1 265.54 265.31

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

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