S&P500 Cash Index


Trading Metrics calculated at close of trading on 21-Mar-1990
Day Change Summary
Previous Current
20-Mar-1990 21-Mar-1990 Change Change % Previous Week
Open 343.53 341.57 -1.96 -0.6% 337.93
High 344.49 342.34 -2.15 -0.6% 341.91
Low 340.87 339.56 -1.31 -0.4% 334.93
Close 341.57 339.74 -1.83 -0.5% 341.91
Range 3.62 2.78 -0.84 -23.2% 6.98
ATR 3.66 3.60 -0.06 -1.7% 0.00
Volume
Daily Pivots for day following 21-Mar-1990
Classic Woodie Camarilla DeMark
R4 348.89 347.09 341.27
R3 346.11 344.31 340.50
R2 343.33 343.33 340.25
R1 341.53 341.53 339.99 341.04
PP 340.55 340.55 340.55 340.30
S1 338.75 338.75 339.49 338.26
S2 337.77 337.77 339.23
S3 334.99 335.97 338.98
S4 332.21 333.19 338.21
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
5 344.49 336.87 7.62 2.2% 3.38 1.0% 38% False False
10 344.49 334.93 9.56 2.8% 3.30 1.0% 50% False False
20 344.49 322.10 22.39 6.6% 3.49 1.0% 79% False False
40 344.49 319.83 24.66 7.3% 4.02 1.2% 81% False False
60 360.59 319.83 40.76 12.0% 4.20 1.2% 49% False False
80 360.59 319.83 40.76 12.0% 3.95 1.2% 49% False False
100 360.59 319.83 40.76 12.0% 3.81 1.1% 49% False False
120 360.59 319.83 40.76 12.0% 4.14 1.2% 49% False False
Crabel Price Patterns
NR True
NR4 True
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 0.58
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 354.16
2.618 349.62
1.618 346.84
1.000 345.12
0.618 344.06
HIGH 342.34
0.618 341.28
0.500 340.95
0.382 340.62
LOW 339.56
0.618 337.84
1.000 336.78
1.618 335.06
2.618 332.28
4.250 327.75
Fisher Pivots for day following 21-Mar-1990
Pivot 1 day 3 day
R1 340.95 341.81
PP 340.55 341.12
S1 340.14 340.43

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

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