S&P500 Cash Index


Trading Metrics calculated at close of trading on 12-Mar-1992
Day Change Summary
Previous Current
11-Mar-1992 12-Mar-1992 Change Change % Previous Week
Open 406.88 404.03 -2.85 -0.7% 412.70
High 407.02 404.72 -2.30 -0.6% 413.78
Low 402.64 401.94 -0.70 -0.2% 403.65
Close 404.03 403.89 -0.14 0.0% 404.44
Range 4.38 2.78 -1.60 -36.5% 10.13
ATR 3.71 3.65 -0.07 -1.8% 0.00
Volume
Daily Pivots for day following 12-Mar-1992
Classic Woodie Camarilla DeMark
R4 411.86 410.65 405.42
R3 409.08 407.87 404.65
R2 406.30 406.30 404.40
R1 405.09 405.09 404.14 404.31
PP 403.52 403.52 403.52 403.12
S1 402.31 402.31 403.64 401.53
S2 400.74 400.74 403.38
S3 397.96 399.53 403.13
S4 395.18 396.75 402.36
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
5 409.16 401.94 7.22 1.8% 3.27 0.8% 27% False True
10 416.07 401.94 14.13 3.5% 3.26 0.8% 14% False True
20 417.77 401.94 15.83 3.9% 3.72 0.9% 12% False True
40 420.85 401.94 18.91 4.7% 3.87 1.0% 10% False True
60 421.18 380.64 40.54 10.0% 4.09 1.0% 57% False False
80 421.18 371.36 49.82 12.3% 4.17 1.0% 65% False False
100 421.18 371.36 49.82 12.3% 4.14 1.0% 65% False False
120 421.18 371.36 49.82 12.3% 3.99 1.0% 65% 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 0.61
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 416.54
2.618 412.00
1.618 409.22
1.000 407.50
0.618 406.44
HIGH 404.72
0.618 403.66
0.500 403.33
0.382 403.00
LOW 401.94
0.618 400.22
1.000 399.16
1.618 397.44
2.618 394.66
4.250 390.13
Fisher Pivots for day following 12-Mar-1992
Pivot 1 day 3 day
R1 403.70 405.55
PP 403.52 405.00
S1 403.33 404.44

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

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