S&P500 Cash Index


Trading Metrics calculated at close of trading on 15-Mar-1990
Day Change Summary
Previous Current
14-Mar-1990 15-Mar-1990 Change Change % Previous Week
Open 336.00 336.87 0.87 0.3% 335.54
High 337.63 338.91 1.28 0.4% 340.66
Low 334.93 336.87 1.94 0.6% 333.49
Close 336.87 338.07 1.20 0.4% 337.93
Range 2.70 2.04 -0.66 -24.4% 7.17
ATR 3.69 3.57 -0.12 -3.2% 0.00
Volume
Daily Pivots for day following 15-Mar-1990
Classic Woodie Camarilla DeMark
R4 344.07 343.11 339.19
R3 342.03 341.07 338.63
R2 339.99 339.99 338.44
R1 339.03 339.03 338.26 339.51
PP 337.95 337.95 337.95 338.19
S1 336.99 336.99 337.88 337.47
S2 335.91 335.91 337.70
S3 333.87 334.95 337.51
S4 331.83 332.91 336.95
Weekly Pivots for week ending 09-Mar-1990
Classic Woodie Camarilla DeMark
R4 358.87 355.57 341.87
R3 351.70 348.40 339.90
R2 344.53 344.53 339.24
R1 341.23 341.23 338.59 342.88
PP 337.36 337.36 337.36 338.19
S1 334.06 334.06 337.27 335.71
S2 330.19 330.19 336.62
S3 323.02 326.89 335.96
S4 315.85 319.72 333.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 340.27 334.93 5.34 1.6% 2.88 0.9% 59% False False
10 340.66 332.72 7.94 2.3% 3.07 0.9% 67% False False
20 340.66 322.10 18.56 5.5% 3.59 1.1% 86% False False
40 340.66 319.83 20.83 6.2% 4.16 1.2% 88% False False
60 360.59 319.83 40.76 12.1% 4.14 1.2% 45% False False
80 360.59 319.83 40.76 12.1% 3.90 1.2% 45% False False
100 360.59 319.83 40.76 12.1% 3.88 1.1% 45% False False
120 360.59 319.83 40.76 12.1% 4.12 1.2% 45% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.42
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 347.58
2.618 344.25
1.618 342.21
1.000 340.95
0.618 340.17
HIGH 338.91
0.618 338.13
0.500 337.89
0.382 337.65
LOW 336.87
0.618 335.61
1.000 334.83
1.618 333.57
2.618 331.53
4.250 328.20
Fisher Pivots for day following 15-Mar-1990
Pivot 1 day 3 day
R1 338.01 337.69
PP 337.95 337.30
S1 337.89 336.92

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

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