S&P500 Cash Index


Trading Metrics calculated at close of trading on 05-Mar-1991
Day Change Summary
Previous Current
04-Mar-1991 05-Mar-1991 Change Change % Previous Week
Open 370.47 369.33 -1.14 -0.3% 365.65
High 371.99 377.89 5.90 1.6% 370.47
Low 369.07 369.33 0.26 0.1% 362.19
Close 369.33 376.72 7.39 2.0% 370.47
Range 2.92 8.56 5.64 193.2% 8.28
ATR 4.89 5.16 0.26 5.4% 0.00
Volume
Daily Pivots for day following 05-Mar-1991
Classic Woodie Camarilla DeMark
R4 400.33 397.08 381.43
R3 391.77 388.52 379.07
R2 383.21 383.21 378.29
R1 379.96 379.96 377.50 381.59
PP 374.65 374.65 374.65 375.46
S1 371.40 371.40 375.94 373.03
S2 366.09 366.09 375.15
S3 357.53 362.84 374.37
S4 348.97 354.28 372.01
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
5 377.89 362.81 15.08 4.0% 5.54 1.5% 92% True False
10 377.89 362.19 15.70 4.2% 5.20 1.4% 93% True False
20 377.89 347.21 30.68 8.1% 5.56 1.5% 96% True False
40 377.89 309.35 68.54 18.2% 4.96 1.3% 98% True False
60 377.89 309.35 68.54 18.2% 4.36 1.2% 98% True False
80 377.89 305.03 72.86 19.3% 4.29 1.1% 98% True False
100 377.89 294.51 83.38 22.1% 4.50 1.2% 99% True False
120 377.89 294.51 83.38 22.1% 4.72 1.3% 99% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.84
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 414.27
2.618 400.30
1.618 391.74
1.000 386.45
0.618 383.18
HIGH 377.89
0.618 374.62
0.500 373.61
0.382 372.60
LOW 369.33
0.618 364.04
1.000 360.77
1.618 355.48
2.618 346.92
4.250 332.95
Fisher Pivots for day following 05-Mar-1991
Pivot 1 day 3 day
R1 375.68 374.75
PP 374.65 372.78
S1 373.61 370.81

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

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