S&P500 Cash Index


Trading Metrics calculated at close of trading on 26-Mar-1991
Day Change Summary
Previous Current
25-Mar-1991 26-Mar-1991 Change Change % Previous Week
Open 367.48 369.83 2.35 0.6% 373.59
High 371.31 376.30 4.99 1.3% 374.09
Low 367.46 369.37 1.91 0.5% 365.58
Close 369.84 376.30 6.46 1.7% 367.48
Range 3.85 6.93 3.08 80.0% 8.51
ATR 4.49 4.67 0.17 3.9% 0.00
Volume
Daily Pivots for day following 26-Mar-1991
Classic Woodie Camarilla DeMark
R4 394.78 392.47 380.11
R3 387.85 385.54 378.21
R2 380.92 380.92 377.57
R1 378.61 378.61 376.94 379.77
PP 373.99 373.99 373.99 374.57
S1 371.68 371.68 375.66 372.84
S2 367.06 367.06 375.03
S3 360.13 364.75 374.39
S4 353.20 357.82 372.49
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
5 376.30 365.58 10.72 2.8% 4.19 1.1% 100% True False
10 378.28 365.58 12.70 3.4% 4.67 1.2% 84% False False
20 379.66 362.81 16.85 4.5% 4.63 1.2% 80% False False
40 379.66 334.26 45.40 12.1% 4.92 1.3% 93% False False
60 379.66 309.35 70.31 18.7% 4.73 1.3% 95% False False
80 379.66 309.35 70.31 18.7% 4.39 1.2% 95% False False
100 379.66 301.61 78.05 20.7% 4.31 1.1% 96% False False
120 379.66 294.51 85.15 22.6% 4.57 1.2% 96% False 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 0.81
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 405.75
2.618 394.44
1.618 387.51
1.000 383.23
0.618 380.58
HIGH 376.30
0.618 373.65
0.500 372.84
0.382 372.02
LOW 369.37
0.618 365.09
1.000 362.44
1.618 358.16
2.618 351.23
4.250 339.92
Fisher Pivots for day following 26-Mar-1991
Pivot 1 day 3 day
R1 375.15 374.51
PP 373.99 372.73
S1 372.84 370.94

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

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