S&P500 Cash Index


Trading Metrics calculated at close of trading on 11-Mar-1991
Day Change Summary
Previous Current
08-Mar-1991 11-Mar-1991 Change Change % Previous Week
Open 375.91 374.94 -0.97 -0.3% 370.47
High 378.69 375.10 -3.59 -0.9% 379.66
Low 374.43 372.52 -1.91 -0.5% 369.07
Close 374.95 372.96 -1.99 -0.5% 374.95
Range 4.26 2.58 -1.68 -39.4% 10.59
ATR 4.84 4.68 -0.16 -3.3% 0.00
Volume
Daily Pivots for day following 11-Mar-1991
Classic Woodie Camarilla DeMark
R4 381.27 379.69 374.38
R3 378.69 377.11 373.67
R2 376.11 376.11 373.43
R1 374.53 374.53 373.20 374.03
PP 373.53 373.53 373.53 373.28
S1 371.95 371.95 372.72 371.45
S2 370.95 370.95 372.49
S3 368.37 369.37 372.25
S4 365.79 366.79 371.54
Weekly Pivots for week ending 08-Mar-1991
Classic Woodie Camarilla DeMark
R4 406.33 401.23 380.77
R3 395.74 390.64 377.86
R2 385.15 385.15 376.89
R1 380.05 380.05 375.92 382.60
PP 374.56 374.56 374.56 375.84
S1 369.46 369.46 373.98 372.01
S2 363.97 363.97 373.01
S3 353.38 358.87 372.04
S4 342.79 348.28 369.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 379.66 369.33 10.33 2.8% 4.39 1.2% 35% False False
10 379.66 362.19 17.47 4.7% 4.62 1.2% 62% False False
20 379.66 359.32 20.34 5.5% 5.02 1.3% 67% False False
40 379.66 309.35 70.31 18.9% 4.85 1.3% 90% False False
60 379.66 309.35 70.31 18.9% 4.36 1.2% 90% False False
80 379.66 309.35 70.31 18.9% 4.22 1.1% 90% False False
100 379.66 297.79 81.87 22.0% 4.33 1.2% 92% False False
120 379.66 294.51 85.15 22.8% 4.70 1.3% 92% 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 1.04
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 386.07
2.618 381.85
1.618 379.27
1.000 377.68
0.618 376.69
HIGH 375.10
0.618 374.11
0.500 373.81
0.382 373.51
LOW 372.52
0.618 370.93
1.000 369.94
1.618 368.35
2.618 365.77
4.250 361.56
Fisher Pivots for day following 11-Mar-1991
Pivot 1 day 3 day
R1 373.81 375.61
PP 373.53 374.72
S1 373.24 373.84

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

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