S&P500 Cash Index


Trading Metrics calculated at close of trading on 28-Mar-1988
Day Change Summary
Previous Current
25-Mar-1988 28-Mar-1988 Change Change % Previous Week
Open 263.35 258.51 -4.84 -1.8% 271.12
High 263.44 258.51 -4.93 -1.9% 271.12
Low 258.12 256.07 -2.05 -0.8% 258.12
Close 258.51 258.06 -0.45 -0.2% 258.51
Range 5.32 2.44 -2.88 -54.1% 13.00
ATR 3.53 3.45 -0.08 -2.2% 0.00
Volume
Daily Pivots for day following 28-Mar-1988
Classic Woodie Camarilla DeMark
R4 264.87 263.90 259.40
R3 262.43 261.46 258.73
R2 259.99 259.99 258.51
R1 259.02 259.02 258.28 258.29
PP 257.55 257.55 257.55 257.18
S1 256.58 256.58 257.84 255.85
S2 255.11 255.11 257.61
S3 252.67 254.14 257.39
S4 250.23 251.70 256.72
Weekly Pivots for week ending 25-Mar-1988
Classic Woodie Camarilla DeMark
R4 301.58 293.05 265.66
R3 288.58 280.05 262.09
R2 275.58 275.58 260.89
R1 267.05 267.05 259.70 264.82
PP 262.58 262.58 262.58 261.47
S1 254.05 254.05 257.32 251.82
S2 249.58 249.58 256.13
S3 236.58 241.05 254.94
S4 223.58 228.05 251.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 269.91 256.07 13.84 5.4% 3.74 1.4% 14% False True
10 272.64 256.07 16.57 6.4% 3.32 1.3% 12% False True
20 272.64 256.07 16.57 6.4% 3.03 1.2% 12% False True
40 272.64 247.82 24.82 9.6% 3.35 1.3% 41% False False
60 272.64 240.17 32.47 12.6% 4.22 1.6% 55% False False
80 272.64 221.24 51.40 19.9% 4.44 1.7% 72% False False
100 272.64 221.24 51.40 19.9% 4.69 1.8% 72% False False
120 319.39 216.46 102.93 39.9% 6.22 2.4% 40% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.55
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 268.88
2.618 264.90
1.618 262.46
1.000 260.95
0.618 260.02
HIGH 258.51
0.618 257.58
0.500 257.29
0.382 257.00
LOW 256.07
0.618 254.56
1.000 253.63
1.618 252.12
2.618 249.68
4.250 245.70
Fisher Pivots for day following 28-Mar-1988
Pivot 1 day 3 day
R1 257.80 262.99
PP 257.55 261.35
S1 257.29 259.70

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

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