S&P500 Cash Index


Trading Metrics calculated at close of trading on 04-Mar-1992
Day Change Summary
Previous Current
03-Mar-1992 04-Mar-1992 Change Change % Previous Week
Open 412.45 412.86 0.41 0.1% 411.46
High 413.78 413.27 -0.51 -0.1% 416.07
Low 411.88 409.33 -2.55 -0.6% 408.02
Close 412.85 409.33 -3.52 -0.9% 412.70
Range 1.90 3.94 2.04 107.4% 8.05
ATR 3.79 3.80 0.01 0.3% 0.00
Volume
Daily Pivots for day following 04-Mar-1992
Classic Woodie Camarilla DeMark
R4 422.46 419.84 411.50
R3 418.52 415.90 410.41
R2 414.58 414.58 410.05
R1 411.96 411.96 409.69 411.30
PP 410.64 410.64 410.64 410.32
S1 408.02 408.02 408.97 407.36
S2 406.70 406.70 408.61
S3 402.76 404.08 408.25
S4 398.82 400.14 407.16
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
5 416.07 409.33 6.74 1.6% 2.97 0.7% 0% False True
10 416.07 408.02 8.05 2.0% 3.68 0.9% 16% False False
20 418.08 406.34 11.74 2.9% 3.83 0.9% 25% False False
40 421.18 406.34 14.84 3.6% 3.98 1.0% 20% False False
60 421.18 374.78 46.40 11.3% 4.09 1.0% 74% False False
80 421.18 371.36 49.82 12.2% 4.29 1.0% 76% False False
100 421.18 371.36 49.82 12.2% 4.13 1.0% 76% False False
120 421.18 371.36 49.82 12.2% 3.97 1.0% 76% 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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.62
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 430.02
2.618 423.58
1.618 419.64
1.000 417.21
0.618 415.70
HIGH 413.27
0.618 411.76
0.500 411.30
0.382 410.84
LOW 409.33
0.618 406.90
1.000 405.39
1.618 402.96
2.618 399.02
4.250 392.59
Fisher Pivots for day following 04-Mar-1992
Pivot 1 day 3 day
R1 411.30 411.56
PP 410.64 410.81
S1 409.99 410.07

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

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