S&P500 Cash Index


Trading Metrics calculated at close of trading on 01-Mar-1991
Day Change Summary
Previous Current
28-Feb-1991 01-Mar-1991 Change Change % Previous Week
Open 367.73 367.07 -0.66 -0.2% 365.65
High 369.86 370.47 0.61 0.2% 370.47
Low 365.95 363.73 -2.22 -0.6% 362.19
Close 367.07 370.47 3.40 0.9% 370.47
Range 3.91 6.74 2.83 72.4% 8.28
ATR 4.91 5.04 0.13 2.7% 0.00
Volume
Daily Pivots for day following 01-Mar-1991
Classic Woodie Camarilla DeMark
R4 388.44 386.20 374.18
R3 381.70 379.46 372.32
R2 374.96 374.96 371.71
R1 372.72 372.72 371.09 373.84
PP 368.22 368.22 368.22 368.79
S1 365.98 365.98 369.85 367.10
S2 361.48 361.48 369.23
S3 354.74 359.24 368.62
S4 348.00 352.50 366.76
Weekly Pivots for week ending 01-Mar-1991
Classic Woodie Camarilla DeMark
R4 392.55 389.79 375.02
R3 384.27 381.51 372.75
R2 375.99 375.99 371.99
R1 373.23 373.23 371.23 374.61
PP 367.71 367.71 367.71 368.40
S1 364.95 364.95 369.71 366.33
S2 359.43 359.43 368.95
S3 351.15 356.67 368.19
S4 342.87 348.39 365.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 370.47 362.19 8.28 2.2% 5.30 1.4% 100% True False
10 370.96 362.19 8.77 2.4% 4.88 1.3% 94% False False
20 370.96 340.37 30.59 8.3% 5.50 1.5% 98% False False
40 370.96 309.35 61.61 16.6% 4.90 1.3% 99% False False
60 370.96 309.35 61.61 16.6% 4.33 1.2% 99% False False
80 370.96 305.03 65.93 17.8% 4.26 1.2% 99% False False
100 370.96 294.51 76.45 20.6% 4.54 1.2% 99% False False
120 370.96 294.51 76.45 20.6% 4.67 1.3% 99% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.81
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 399.12
2.618 388.12
1.618 381.38
1.000 377.21
0.618 374.64
HIGH 370.47
0.618 367.90
0.500 367.10
0.382 366.30
LOW 363.73
0.618 359.56
1.000 356.99
1.618 352.82
2.618 346.08
4.250 335.09
Fisher Pivots for day following 01-Mar-1991
Pivot 1 day 3 day
R1 369.35 369.19
PP 368.22 367.92
S1 367.10 366.64

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

View Archives - Comment on this page... - Back to Index of Symbols