S&P500 Cash Index


Trading Metrics calculated at close of trading on 04-Mar-1991
Day Change Summary
Previous Current
01-Mar-1991 04-Mar-1991 Change Change % Previous Week
Open 367.07 370.47 3.40 0.9% 365.65
High 370.47 371.99 1.52 0.4% 370.47
Low 363.73 369.07 5.34 1.5% 362.19
Close 370.47 369.33 -1.14 -0.3% 370.47
Range 6.74 2.92 -3.82 -56.7% 8.28
ATR 5.04 4.89 -0.15 -3.0% 0.00
Volume
Daily Pivots for day following 04-Mar-1991
Classic Woodie Camarilla DeMark
R4 378.89 377.03 370.94
R3 375.97 374.11 370.13
R2 373.05 373.05 369.87
R1 371.19 371.19 369.60 370.66
PP 370.13 370.13 370.13 369.87
S1 368.27 368.27 369.06 367.74
S2 367.21 367.21 368.79
S3 364.29 365.35 368.53
S4 361.37 362.43 367.72
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
5 371.99 362.19 9.80 2.7% 4.84 1.3% 73% True False
10 371.99 362.19 9.80 2.7% 4.65 1.3% 73% True False
20 371.99 342.96 29.03 7.9% 5.42 1.5% 91% True False
40 371.99 309.35 62.64 17.0% 4.89 1.3% 96% True False
60 371.99 309.35 62.64 17.0% 4.31 1.2% 96% True False
80 371.99 305.03 66.96 18.1% 4.26 1.2% 96% True False
100 371.99 294.51 77.48 21.0% 4.49 1.2% 97% True False
120 371.99 294.51 77.48 21.0% 4.68 1.3% 97% True False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.95
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 384.40
2.618 379.63
1.618 376.71
1.000 374.91
0.618 373.79
HIGH 371.99
0.618 370.87
0.500 370.53
0.382 370.19
LOW 369.07
0.618 367.27
1.000 366.15
1.618 364.35
2.618 361.43
4.250 356.66
Fisher Pivots for day following 04-Mar-1991
Pivot 1 day 3 day
R1 370.53 368.84
PP 370.13 368.35
S1 369.73 367.86

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

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