S&P500 Cash Index


Trading Metrics calculated at close of trading on 21-Mar-1988
Day Change Summary
Previous Current
18-Mar-1988 21-Mar-1988 Change Change % Previous Week
Open 271.22 271.12 -0.10 0.0% 264.94
High 272.64 271.12 -1.52 -0.6% 272.64
Low 269.76 267.42 -2.34 -0.9% 264.52
Close 271.12 268.74 -2.38 -0.9% 271.12
Range 2.88 3.70 0.82 28.5% 8.12
ATR 3.26 3.29 0.03 1.0% 0.00
Volume
Daily Pivots for day following 21-Mar-1988
Classic Woodie Camarilla DeMark
R4 280.19 278.17 270.78
R3 276.49 274.47 269.76
R2 272.79 272.79 269.42
R1 270.77 270.77 269.08 269.93
PP 269.09 269.09 269.09 268.68
S1 267.07 267.07 268.40 266.23
S2 265.39 265.39 268.06
S3 261.69 263.37 267.72
S4 257.99 259.67 266.71
Weekly Pivots for week ending 18-Mar-1988
Classic Woodie Camarilla DeMark
R4 293.79 290.57 275.59
R3 285.67 282.45 273.35
R2 277.55 277.55 272.61
R1 274.33 274.33 271.86 275.94
PP 269.43 269.43 269.43 270.23
S1 266.21 266.21 270.38 267.82
S2 261.31 261.31 269.63
S3 253.19 258.09 268.89
S4 245.07 249.97 266.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 272.64 264.81 7.83 2.9% 2.90 1.1% 50% False False
10 272.64 261.27 11.37 4.2% 3.06 1.1% 66% False False
20 272.64 261.05 11.59 4.3% 3.05 1.1% 66% False False
40 272.64 246.50 26.14 9.7% 3.45 1.3% 85% False False
60 272.64 236.71 35.93 13.4% 4.33 1.6% 89% False False
80 272.64 221.24 51.40 19.1% 4.56 1.7% 92% False False
100 272.64 221.24 51.40 19.1% 5.05 1.9% 92% False False
120 328.94 216.46 112.48 41.9% 6.23 2.3% 46% 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 0.54
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 286.85
2.618 280.81
1.618 277.11
1.000 274.82
0.618 273.41
HIGH 271.12
0.618 269.71
0.500 269.27
0.382 268.83
LOW 267.42
0.618 265.13
1.000 263.72
1.618 261.43
2.618 257.73
4.250 251.70
Fisher Pivots for day following 21-Mar-1988
Pivot 1 day 3 day
R1 269.27 270.03
PP 269.09 269.60
S1 268.92 269.17

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

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