S&P500 Cash Index


Trading Metrics calculated at close of trading on 03-Mar-1992
Day Change Summary
Previous Current
02-Mar-1992 03-Mar-1992 Change Change % Previous Week
Open 412.70 412.45 -0.25 -0.1% 411.46
High 413.74 413.78 0.04 0.0% 416.07
Low 411.52 411.88 0.36 0.1% 408.02
Close 412.45 412.85 0.40 0.1% 412.70
Range 2.22 1.90 -0.32 -14.4% 8.05
ATR 3.94 3.79 -0.15 -3.7% 0.00
Volume
Daily Pivots for day following 03-Mar-1992
Classic Woodie Camarilla DeMark
R4 418.54 417.59 413.90
R3 416.64 415.69 413.37
R2 414.74 414.74 413.20
R1 413.79 413.79 413.02 414.27
PP 412.84 412.84 412.84 413.07
S1 411.89 411.89 412.68 412.37
S2 410.94 410.94 412.50
S3 409.04 409.99 412.33
S4 407.14 408.09 411.81
Weekly Pivots for week ending 28-Feb-1992
Classic Woodie Camarilla DeMark
R4 436.41 432.61 417.13
R3 428.36 424.56 414.91
R2 420.31 420.31 414.18
R1 416.51 416.51 413.44 418.41
PP 412.26 412.26 412.26 413.22
S1 408.46 408.46 411.96 410.36
S2 404.21 404.21 411.22
S3 396.16 400.41 410.49
S4 388.11 392.36 408.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 416.07 410.48 5.59 1.4% 3.16 0.8% 42% False False
10 416.07 406.54 9.53 2.3% 3.50 0.8% 66% False False
20 418.08 406.34 11.74 2.8% 3.86 0.9% 55% False False
40 421.18 406.34 14.84 3.6% 3.95 1.0% 44% False False
60 421.18 374.78 46.40 11.2% 4.14 1.0% 82% False False
80 421.18 371.36 49.82 12.1% 4.29 1.0% 83% False False
100 421.18 371.36 49.82 12.1% 4.14 1.0% 83% False False
120 421.18 371.36 49.82 12.1% 3.96 1.0% 83% 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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.66
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 421.86
2.618 418.75
1.618 416.85
1.000 415.68
0.618 414.95
HIGH 413.78
0.618 413.05
0.500 412.83
0.382 412.61
LOW 411.88
0.618 410.71
1.000 409.98
1.618 408.81
2.618 406.91
4.250 403.81
Fisher Pivots for day following 03-Mar-1992
Pivot 1 day 3 day
R1 412.84 413.80
PP 412.84 413.48
S1 412.83 413.17

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

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