S&P500 Cash Index


Trading Metrics calculated at close of trading on 13-Mar-1992
Day Change Summary
Previous Current
12-Mar-1992 13-Mar-1992 Change Change % Previous Week
Open 404.03 404.03 0.00 0.0% 404.45
High 404.72 405.15 0.43 0.1% 409.16
Low 401.94 403.92 1.98 0.5% 401.94
Close 403.89 404.80 0.91 0.2% 404.80
Range 2.78 1.23 -1.55 -55.8% 7.22
ATR 3.65 3.48 -0.17 -4.7% 0.00
Volume
Daily Pivots for day following 13-Mar-1992
Classic Woodie Camarilla DeMark
R4 408.31 407.79 405.48
R3 407.08 406.56 405.14
R2 405.85 405.85 405.03
R1 405.33 405.33 404.91 405.59
PP 404.62 404.62 404.62 404.76
S1 404.10 404.10 404.69 404.36
S2 403.39 403.39 404.57
S3 402.16 402.87 404.46
S4 400.93 401.64 404.12
Weekly Pivots for week ending 13-Mar-1992
Classic Woodie Camarilla DeMark
R4 426.96 423.10 408.77
R3 419.74 415.88 406.79
R2 412.52 412.52 406.12
R1 408.66 408.66 405.46 410.59
PP 405.30 405.30 405.30 406.27
S1 401.44 401.44 404.14 403.37
S2 398.08 398.08 403.48
S3 390.86 394.22 402.81
S4 383.64 387.00 400.83
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% 2.75 0.7% 40% False False
10 413.78 401.94 11.84 2.9% 2.96 0.7% 24% False False
20 416.07 401.94 14.13 3.5% 3.50 0.9% 20% False False
40 419.78 401.94 17.84 4.4% 3.76 0.9% 16% False False
60 421.18 380.64 40.54 10.0% 4.07 1.0% 60% False False
80 421.18 371.36 49.82 12.3% 4.12 1.0% 67% False False
100 421.18 371.36 49.82 12.3% 4.12 1.0% 67% False False
120 421.18 371.36 49.82 12.3% 3.97 1.0% 67% 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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Narrowest range in 101 trading days
Fibonacci Retracements and Extensions
4.250 410.38
2.618 408.37
1.618 407.14
1.000 406.38
0.618 405.91
HIGH 405.15
0.618 404.68
0.500 404.54
0.382 404.39
LOW 403.92
0.618 403.16
1.000 402.69
1.618 401.93
2.618 400.70
4.250 398.69
Fisher Pivots for day following 13-Mar-1992
Pivot 1 day 3 day
R1 404.71 404.69
PP 404.62 404.59
S1 404.54 404.48

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

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