S&P500 Cash Index


Trading Metrics calculated at close of trading on 27-Mar-1990
Day Change Summary
Previous Current
26-Mar-1990 27-Mar-1990 Change Change % Previous Week
Open 337.22 337.63 0.41 0.1% 341.91
High 339.74 341.50 1.76 0.5% 344.49
Low 337.22 337.03 -0.19 -0.1% 333.62
Close 337.63 341.50 3.87 1.1% 337.22
Range 2.52 4.47 1.95 77.4% 10.87
ATR 3.57 3.63 0.06 1.8% 0.00
Volume
Daily Pivots for day following 27-Mar-1990
Classic Woodie Camarilla DeMark
R4 353.42 351.93 343.96
R3 348.95 347.46 342.73
R2 344.48 344.48 342.32
R1 342.99 342.99 341.91 343.74
PP 340.01 340.01 340.01 340.38
S1 338.52 338.52 341.09 339.27
S2 335.54 335.54 340.68
S3 331.07 334.05 340.27
S4 326.60 329.58 339.04
Weekly Pivots for week ending 23-Mar-1990
Classic Woodie Camarilla DeMark
R4 371.05 365.01 343.20
R3 360.18 354.14 340.21
R2 349.31 349.31 339.21
R1 343.27 343.27 338.22 340.86
PP 338.44 338.44 338.44 337.24
S1 332.40 332.40 336.22 329.99
S2 327.57 327.57 335.23
S3 316.70 321.53 334.23
S4 305.83 310.66 331.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 342.34 333.62 8.72 2.6% 3.56 1.0% 90% False False
10 344.49 333.62 10.87 3.2% 3.47 1.0% 72% False False
20 344.49 330.16 14.33 4.2% 3.36 1.0% 79% False False
40 344.49 319.83 24.66 7.2% 3.72 1.1% 88% False False
60 360.59 319.83 40.76 11.9% 4.31 1.3% 53% False False
80 360.59 319.83 40.76 11.9% 4.02 1.2% 53% False False
100 360.59 319.83 40.76 11.9% 3.81 1.1% 53% False False
120 360.59 319.83 40.76 11.9% 4.17 1.2% 53% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.53
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 360.50
2.618 353.20
1.618 348.73
1.000 345.97
0.618 344.26
HIGH 341.50
0.618 339.79
0.500 339.27
0.382 338.74
LOW 337.03
0.618 334.27
1.000 332.56
1.618 329.80
2.618 325.33
4.250 318.03
Fisher Pivots for day following 27-Mar-1990
Pivot 1 day 3 day
R1 340.76 340.53
PP 340.01 339.56
S1 339.27 338.60

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

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