S&P500 Cash Index


Trading Metrics calculated at close of trading on 21-Mar-1991
Day Change Summary
Previous Current
20-Mar-1991 21-Mar-1991 Change Change % Previous Week
Open 366.59 367.94 1.35 0.4% 374.94
High 368.85 371.01 2.16 0.6% 378.28
Low 365.80 366.51 0.71 0.2% 369.55
Close 367.92 366.58 -1.34 -0.4% 373.59
Range 3.05 4.50 1.45 47.5% 8.73
ATR 4.70 4.69 -0.01 -0.3% 0.00
Volume
Daily Pivots for day following 21-Mar-1991
Classic Woodie Camarilla DeMark
R4 381.53 378.56 369.06
R3 377.03 374.06 367.82
R2 372.53 372.53 367.41
R1 369.56 369.56 366.99 368.80
PP 368.03 368.03 368.03 367.65
S1 365.06 365.06 366.17 364.30
S2 363.53 363.53 365.76
S3 359.03 360.56 365.34
S4 354.53 356.06 364.11
Weekly Pivots for week ending 15-Mar-1991
Classic Woodie Camarilla DeMark
R4 400.00 395.52 378.39
R3 391.27 386.79 375.99
R2 382.54 382.54 375.19
R1 378.06 378.06 374.39 375.94
PP 373.81 373.81 373.81 372.74
S1 369.33 369.33 372.79 367.21
S2 365.08 365.08 371.99
S3 356.35 360.60 371.19
S4 347.62 351.87 368.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 374.58 365.80 8.78 2.4% 4.42 1.2% 9% False False
10 378.69 365.80 12.89 3.5% 4.49 1.2% 6% False False
20 379.66 362.19 17.47 4.8% 4.81 1.3% 25% False False
40 379.66 330.19 49.47 13.5% 4.84 1.3% 74% False False
60 379.66 309.35 70.31 19.2% 4.61 1.3% 81% False False
80 379.66 309.35 70.31 19.2% 4.32 1.2% 81% False False
100 379.66 299.44 80.22 21.9% 4.33 1.2% 84% False False
120 379.66 294.51 85.15 23.2% 4.61 1.3% 85% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.97
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 390.14
2.618 382.79
1.618 378.29
1.000 375.51
0.618 373.79
HIGH 371.01
0.618 369.29
0.500 368.76
0.382 368.23
LOW 366.51
0.618 363.73
1.000 362.01
1.618 359.23
2.618 354.73
4.250 347.39
Fisher Pivots for day following 21-Mar-1991
Pivot 1 day 3 day
R1 368.76 368.96
PP 368.03 368.16
S1 367.31 367.37

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

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