S&P500 Cash Index


Trading Metrics calculated at close of trading on 27-Mar-1991
Day Change Summary
Previous Current
26-Mar-1991 27-Mar-1991 Change Change % Previous Week
Open 369.83 376.28 6.45 1.7% 373.59
High 376.30 378.48 2.18 0.6% 374.09
Low 369.37 374.73 5.36 1.5% 365.58
Close 376.30 375.35 -0.95 -0.3% 367.48
Range 6.93 3.75 -3.18 -45.9% 8.51
ATR 4.67 4.60 -0.07 -1.4% 0.00
Volume
Daily Pivots for day following 27-Mar-1991
Classic Woodie Camarilla DeMark
R4 387.44 385.14 377.41
R3 383.69 381.39 376.38
R2 379.94 379.94 376.04
R1 377.64 377.64 375.69 376.92
PP 376.19 376.19 376.19 375.82
S1 373.89 373.89 375.01 373.17
S2 372.44 372.44 374.66
S3 368.69 370.14 374.32
S4 364.94 366.39 373.29
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
5 378.48 365.58 12.90 3.4% 4.33 1.2% 76% True False
10 378.48 365.58 12.90 3.4% 4.58 1.2% 76% True False
20 379.66 363.73 15.93 4.2% 4.54 1.2% 73% False False
40 379.66 335.69 43.97 11.7% 4.97 1.3% 90% False False
60 379.66 309.35 70.31 18.7% 4.75 1.3% 94% False False
80 379.66 309.35 70.31 18.7% 4.34 1.2% 94% False False
100 379.66 305.03 74.63 19.9% 4.30 1.1% 94% False False
120 379.66 294.51 85.15 22.7% 4.56 1.2% 95% 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 0.97
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 394.42
2.618 388.30
1.618 384.55
1.000 382.23
0.618 380.80
HIGH 378.48
0.618 377.05
0.500 376.61
0.382 376.16
LOW 374.73
0.618 372.41
1.000 370.98
1.618 368.66
2.618 364.91
4.250 358.79
Fisher Pivots for day following 27-Mar-1991
Pivot 1 day 3 day
R1 376.61 374.56
PP 376.19 373.76
S1 375.77 372.97

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

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