S&P500 Cash Index


Trading Metrics calculated at close of trading on 28-Mar-1990
Day Change Summary
Previous Current
27-Mar-1990 28-Mar-1990 Change Change % Previous Week
Open 337.63 341.50 3.87 1.1% 341.91
High 341.50 342.58 1.08 0.3% 344.49
Low 337.03 340.60 3.57 1.1% 333.62
Close 341.50 342.00 0.50 0.1% 337.22
Range 4.47 1.98 -2.49 -55.7% 10.87
ATR 3.63 3.51 -0.12 -3.2% 0.00
Volume
Daily Pivots for day following 28-Mar-1990
Classic Woodie Camarilla DeMark
R4 347.67 346.81 343.09
R3 345.69 344.83 342.54
R2 343.71 343.71 342.36
R1 342.85 342.85 342.18 343.28
PP 341.73 341.73 341.73 341.94
S1 340.87 340.87 341.82 341.30
S2 339.75 339.75 341.64
S3 337.77 338.89 341.46
S4 335.79 336.91 340.91
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
5 342.58 333.62 8.96 2.6% 3.40 1.0% 94% True False
10 344.49 333.62 10.87 3.2% 3.39 1.0% 77% False False
20 344.49 331.08 13.41 3.9% 3.30 1.0% 81% False False
40 344.49 322.10 22.39 6.5% 3.62 1.1% 89% False False
60 360.59 319.83 40.76 11.9% 4.22 1.2% 54% False False
80 360.59 319.83 40.76 11.9% 3.97 1.2% 54% False False
100 360.59 319.83 40.76 11.9% 3.79 1.1% 54% False False
120 360.59 319.83 40.76 11.9% 4.18 1.2% 54% 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 0.51
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 351.00
2.618 347.76
1.618 345.78
1.000 344.56
0.618 343.80
HIGH 342.58
0.618 341.82
0.500 341.59
0.382 341.36
LOW 340.60
0.618 339.38
1.000 338.62
1.618 337.40
2.618 335.42
4.250 332.19
Fisher Pivots for day following 28-Mar-1990
Pivot 1 day 3 day
R1 341.86 341.27
PP 341.73 340.54
S1 341.59 339.81

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

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