S&P500 Cash Index


Trading Metrics calculated at close of trading on 20-Mar-1990
Day Change Summary
Previous Current
19-Mar-1990 20-Mar-1990 Change Change % Previous Week
Open 341.91 343.53 1.62 0.5% 337.93
High 343.76 344.49 0.73 0.2% 341.91
Low 339.12 340.87 1.75 0.5% 334.93
Close 343.53 341.57 -1.96 -0.6% 341.91
Range 4.64 3.62 -1.02 -22.0% 6.98
ATR 3.67 3.66 0.00 -0.1% 0.00
Volume
Daily Pivots for day following 20-Mar-1990
Classic Woodie Camarilla DeMark
R4 353.17 350.99 343.56
R3 349.55 347.37 342.57
R2 345.93 345.93 342.23
R1 343.75 343.75 341.90 343.03
PP 342.31 342.31 342.31 341.95
S1 340.13 340.13 341.24 339.41
S2 338.69 338.69 340.91
S3 335.07 336.51 340.57
S4 331.45 332.89 339.58
Weekly Pivots for week ending 16-Mar-1990
Classic Woodie Camarilla DeMark
R4 360.52 358.20 345.75
R3 353.54 351.22 343.83
R2 346.56 346.56 343.19
R1 344.24 344.24 342.55 345.40
PP 339.58 339.58 339.58 340.17
S1 337.26 337.26 341.27 338.42
S2 332.60 332.60 340.63
S3 325.62 330.28 339.99
S4 318.64 323.30 338.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 344.49 334.93 9.56 2.8% 3.37 1.0% 69% True False
10 344.49 334.93 9.56 2.8% 3.27 1.0% 69% True False
20 344.49 322.10 22.39 6.6% 3.53 1.0% 87% True False
40 344.49 319.83 24.66 7.2% 4.05 1.2% 88% True False
60 360.59 319.83 40.76 11.9% 4.20 1.2% 53% False False
80 360.59 319.83 40.76 11.9% 3.94 1.2% 53% False False
100 360.59 319.83 40.76 11.9% 3.84 1.1% 53% False False
120 360.59 319.83 40.76 11.9% 4.15 1.2% 53% 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 0.59
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 359.88
2.618 353.97
1.618 350.35
1.000 348.11
0.618 346.73
HIGH 344.49
0.618 343.11
0.500 342.68
0.382 342.25
LOW 340.87
0.618 338.63
1.000 337.25
1.618 335.01
2.618 331.39
4.250 325.49
Fisher Pivots for day following 20-Mar-1990
Pivot 1 day 3 day
R1 342.68 341.47
PP 342.31 341.38
S1 341.94 341.28

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

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