S&P500 Cash Index


Trading Metrics calculated at close of trading on 27-Feb-1991
Day Change Summary
Previous Current
26-Feb-1991 27-Feb-1991 Change Change % Previous Week
Open 367.26 362.81 -4.45 -1.2% 369.06
High 367.26 368.38 1.12 0.3% 370.96
Low 362.19 362.81 0.62 0.2% 364.23
Close 362.81 367.74 4.93 1.4% 365.65
Range 5.07 5.57 0.50 9.9% 6.73
ATR 4.95 4.99 0.04 0.9% 0.00
Volume
Daily Pivots for day following 27-Feb-1991
Classic Woodie Camarilla DeMark
R4 383.02 380.95 370.80
R3 377.45 375.38 369.27
R2 371.88 371.88 368.76
R1 369.81 369.81 368.25 370.85
PP 366.31 366.31 366.31 366.83
S1 364.24 364.24 367.23 365.28
S2 360.74 360.74 366.72
S3 355.17 358.67 366.21
S4 349.60 353.10 364.68
Weekly Pivots for week ending 22-Feb-1991
Classic Woodie Camarilla DeMark
R4 387.14 383.12 369.35
R3 380.41 376.39 367.50
R2 373.68 373.68 366.88
R1 369.66 369.66 366.27 368.31
PP 366.95 366.95 366.95 366.27
S1 362.93 362.93 365.03 361.58
S2 360.22 360.22 364.42
S3 353.49 356.20 363.80
S4 346.76 349.47 361.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 370.96 362.19 8.77 2.4% 4.97 1.4% 63% False False
10 370.96 362.19 8.77 2.4% 5.05 1.4% 63% False False
20 370.96 335.69 35.27 9.6% 5.41 1.5% 91% False False
40 370.96 309.35 61.61 16.8% 4.86 1.3% 95% False False
60 370.96 309.35 61.61 16.8% 4.28 1.2% 95% False False
80 370.96 305.03 65.93 17.9% 4.23 1.2% 95% False False
100 370.96 294.51 76.45 20.8% 4.56 1.2% 96% False False
120 370.96 294.51 76.45 20.8% 4.67 1.3% 96% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 392.05
2.618 382.96
1.618 377.39
1.000 373.95
0.618 371.82
HIGH 368.38
0.618 366.25
0.500 365.60
0.382 364.94
LOW 362.81
0.618 359.37
1.000 357.24
1.618 353.80
2.618 348.23
4.250 339.14
Fisher Pivots for day following 27-Feb-1991
Pivot 1 day 3 day
R1 367.03 367.25
PP 366.31 366.75
S1 365.60 366.26

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

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