S&P500 Cash Index


Trading Metrics calculated at close of trading on 22-Mar-1988
Day Change Summary
Previous Current
21-Mar-1988 22-Mar-1988 Change Change % Previous Week
Open 271.12 268.74 -2.38 -0.9% 264.94
High 271.12 269.61 -1.51 -0.6% 272.64
Low 267.42 267.90 0.48 0.2% 264.52
Close 268.74 268.84 0.10 0.0% 271.12
Range 3.70 1.71 -1.99 -53.8% 8.12
ATR 3.29 3.18 -0.11 -3.4% 0.00
Volume
Daily Pivots for day following 22-Mar-1988
Classic Woodie Camarilla DeMark
R4 273.91 273.09 269.78
R3 272.20 271.38 269.31
R2 270.49 270.49 269.15
R1 269.67 269.67 269.00 270.08
PP 268.78 268.78 268.78 268.99
S1 267.96 267.96 268.68 268.37
S2 267.07 267.07 268.53
S3 265.36 266.25 268.37
S4 263.65 264.54 267.90
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% 2.95 1.1% 51% False False
10 272.64 261.27 11.37 4.2% 2.96 1.1% 67% False False
20 272.64 261.05 11.59 4.3% 2.98 1.1% 67% False False
40 272.64 247.82 24.82 9.2% 3.34 1.2% 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% 4.55 1.7% 93% False False
100 272.64 221.24 51.40 19.1% 4.94 1.8% 93% False False
120 328.94 216.46 112.48 41.8% 6.23 2.3% 47% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.62
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 276.88
2.618 274.09
1.618 272.38
1.000 271.32
0.618 270.67
HIGH 269.61
0.618 268.96
0.500 268.76
0.382 268.55
LOW 267.90
0.618 266.84
1.000 266.19
1.618 265.13
2.618 263.42
4.250 260.63
Fisher Pivots for day following 22-Mar-1988
Pivot 1 day 3 day
R1 268.81 270.03
PP 268.78 269.63
S1 268.76 269.24

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

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