S&P500 Cash Index


Trading Metrics calculated at close of trading on 12-Mar-1991
Day Change Summary
Previous Current
11-Mar-1991 12-Mar-1991 Change Change % Previous Week
Open 374.94 372.96 -1.98 -0.5% 370.47
High 375.10 374.35 -0.75 -0.2% 379.66
Low 372.52 369.55 -2.97 -0.8% 369.07
Close 372.96 370.03 -2.93 -0.8% 374.95
Range 2.58 4.80 2.22 86.0% 10.59
ATR 4.68 4.69 0.01 0.2% 0.00
Volume
Daily Pivots for day following 12-Mar-1991
Classic Woodie Camarilla DeMark
R4 385.71 382.67 372.67
R3 380.91 377.87 371.35
R2 376.11 376.11 370.91
R1 373.07 373.07 370.47 372.19
PP 371.31 371.31 371.31 370.87
S1 368.27 368.27 369.59 367.39
S2 366.51 366.51 369.15
S3 361.71 363.47 368.71
S4 356.91 358.67 367.39
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
5 379.66 369.55 10.11 2.7% 3.64 1.0% 5% False True
10 379.66 362.81 16.85 4.6% 4.59 1.2% 43% False False
20 379.66 362.19 17.47 4.7% 4.79 1.3% 45% False False
40 379.66 311.84 67.82 18.3% 4.82 1.3% 86% False False
60 379.66 309.35 70.31 19.0% 4.41 1.2% 86% False False
80 379.66 309.35 70.31 19.0% 4.23 1.1% 86% False False
100 379.66 298.75 80.91 21.9% 4.34 1.2% 88% False False
120 379.66 294.51 85.15 23.0% 4.72 1.3% 89% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.18
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 394.75
2.618 386.92
1.618 382.12
1.000 379.15
0.618 377.32
HIGH 374.35
0.618 372.52
0.500 371.95
0.382 371.38
LOW 369.55
0.618 366.58
1.000 364.75
1.618 361.78
2.618 356.98
4.250 349.15
Fisher Pivots for day following 12-Mar-1991
Pivot 1 day 3 day
R1 371.95 374.12
PP 371.31 372.76
S1 370.67 371.39

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

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