S&P500 Cash Index


Trading Metrics calculated at close of trading on 22-Mar-1991
Day Change Summary
Previous Current
21-Mar-1991 22-Mar-1991 Change Change % Previous Week
Open 367.94 366.58 -1.36 -0.4% 373.59
High 371.01 368.22 -2.79 -0.8% 374.09
Low 366.51 365.58 -0.93 -0.3% 365.58
Close 366.58 367.48 0.90 0.2% 367.48
Range 4.50 2.64 -1.86 -41.3% 8.51
ATR 4.69 4.54 -0.15 -3.1% 0.00
Volume
Daily Pivots for day following 22-Mar-1991
Classic Woodie Camarilla DeMark
R4 375.01 373.89 368.93
R3 372.37 371.25 368.21
R2 369.73 369.73 367.96
R1 368.61 368.61 367.72 369.17
PP 367.09 367.09 367.09 367.38
S1 365.97 365.97 367.24 366.53
S2 364.45 364.45 367.00
S3 361.81 363.33 366.75
S4 359.17 360.69 366.03
Weekly Pivots for week ending 22-Mar-1991
Classic Woodie Camarilla DeMark
R4 394.58 389.54 372.16
R3 386.07 381.03 369.82
R2 377.56 377.56 369.04
R1 372.52 372.52 368.26 370.79
PP 369.05 369.05 369.05 368.18
S1 364.01 364.01 366.70 362.28
S2 360.54 360.54 365.92
S3 352.03 355.50 365.14
S4 343.52 346.99 362.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 374.09 365.58 8.51 2.3% 4.08 1.1% 22% False True
10 378.28 365.58 12.70 3.5% 4.33 1.2% 15% False True
20 379.66 362.19 17.47 4.8% 4.60 1.3% 30% False False
40 379.66 334.20 45.46 12.4% 4.76 1.3% 73% False False
60 379.66 309.35 70.31 19.1% 4.63 1.3% 83% False False
80 379.66 309.35 70.31 19.1% 4.32 1.2% 83% False False
100 379.66 299.44 80.22 21.8% 4.29 1.2% 85% False False
120 379.66 294.51 85.15 23.2% 4.56 1.2% 86% False 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 0.92
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 379.44
2.618 375.13
1.618 372.49
1.000 370.86
0.618 369.85
HIGH 368.22
0.618 367.21
0.500 366.90
0.382 366.59
LOW 365.58
0.618 363.95
1.000 362.94
1.618 361.31
2.618 358.67
4.250 354.36
Fisher Pivots for day following 22-Mar-1991
Pivot 1 day 3 day
R1 367.29 368.30
PP 367.09 368.02
S1 366.90 367.75

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

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