S&P500 Cash Index


Trading Metrics calculated at close of trading on 09-Mar-1992
Day Change Summary
Previous Current
06-Mar-1992 09-Mar-1992 Change Change % Previous Week
Open 406.51 404.45 -2.06 -0.5% 412.70
High 407.51 405.64 -1.87 -0.5% 413.78
Low 403.65 404.25 0.60 0.1% 403.65
Close 404.44 405.21 0.77 0.2% 404.44
Range 3.86 1.39 -2.47 -64.0% 10.13
ATR 3.81 3.64 -0.17 -4.5% 0.00
Volume
Daily Pivots for day following 09-Mar-1992
Classic Woodie Camarilla DeMark
R4 409.20 408.60 405.97
R3 407.81 407.21 405.59
R2 406.42 406.42 405.46
R1 405.82 405.82 405.34 406.12
PP 405.03 405.03 405.03 405.19
S1 404.43 404.43 405.08 404.73
S2 403.64 403.64 404.96
S3 402.25 403.04 404.83
S4 400.86 401.65 404.45
Weekly Pivots for week ending 06-Mar-1992
Classic Woodie Camarilla DeMark
R4 437.68 431.19 410.01
R3 427.55 421.06 407.23
R2 417.42 417.42 406.30
R1 410.93 410.93 405.37 409.11
PP 407.29 407.29 407.29 406.38
S1 400.80 400.80 403.51 398.98
S2 397.16 397.16 402.58
S3 387.03 390.67 401.65
S4 376.90 380.54 398.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 413.78 403.65 10.13 2.5% 3.00 0.7% 15% False False
10 416.07 403.65 12.42 3.1% 3.31 0.8% 13% False False
20 418.08 403.65 14.43 3.6% 3.65 0.9% 11% False False
40 421.18 403.65 17.53 4.3% 3.85 1.0% 9% False False
60 421.18 377.70 43.48 10.7% 4.05 1.0% 63% False False
80 421.18 371.36 49.82 12.3% 4.29 1.1% 68% False False
100 421.18 371.36 49.82 12.3% 4.10 1.0% 68% False False
120 421.18 371.36 49.82 12.3% 3.96 1.0% 68% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.59
Narrowest range in 81 trading days
Fibonacci Retracements and Extensions
4.250 411.55
2.618 409.28
1.618 407.89
1.000 407.03
0.618 406.50
HIGH 405.64
0.618 405.11
0.500 404.95
0.382 404.78
LOW 404.25
0.618 403.39
1.000 402.86
1.618 402.00
2.618 400.61
4.250 398.34
Fisher Pivots for day following 09-Mar-1992
Pivot 1 day 3 day
R1 405.12 406.49
PP 405.03 406.06
S1 404.95 405.64

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

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