S&P500 Cash Index


Trading Metrics calculated at close of trading on 10-Mar-1992
Day Change Summary
Previous Current
09-Mar-1992 10-Mar-1992 Change Change % Previous Week
Open 404.45 405.21 0.76 0.2% 412.70
High 405.64 409.16 3.52 0.9% 413.78
Low 404.25 405.21 0.96 0.2% 403.65
Close 405.21 406.89 1.68 0.4% 404.44
Range 1.39 3.95 2.56 184.2% 10.13
ATR 3.64 3.66 0.02 0.6% 0.00
Volume
Daily Pivots for day following 10-Mar-1992
Classic Woodie Camarilla DeMark
R4 418.94 416.86 409.06
R3 414.99 412.91 407.98
R2 411.04 411.04 407.61
R1 408.96 408.96 407.25 410.00
PP 407.09 407.09 407.09 407.61
S1 405.01 405.01 406.53 406.05
S2 403.14 403.14 406.17
S3 399.19 401.06 405.80
S4 395.24 397.11 404.72
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
5 413.27 403.65 9.62 2.4% 3.41 0.8% 34% False False
10 416.07 403.65 12.42 3.1% 3.28 0.8% 26% False False
20 418.08 403.65 14.43 3.5% 3.71 0.9% 22% False False
40 421.18 403.65 17.53 4.3% 3.90 1.0% 18% False False
60 421.18 380.64 40.54 10.0% 4.05 1.0% 65% False False
80 421.18 371.36 49.82 12.2% 4.29 1.1% 71% False False
100 421.18 371.36 49.82 12.2% 4.11 1.0% 71% False False
120 421.18 371.36 49.82 12.2% 3.97 1.0% 71% 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 0.59
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 425.95
2.618 419.50
1.618 415.55
1.000 413.11
0.618 411.60
HIGH 409.16
0.618 407.65
0.500 407.19
0.382 406.72
LOW 405.21
0.618 402.77
1.000 401.26
1.618 398.82
2.618 394.87
4.250 388.42
Fisher Pivots for day following 10-Mar-1992
Pivot 1 day 3 day
R1 407.19 406.73
PP 407.09 406.57
S1 406.99 406.41

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

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