S&P500 Cash Index


Trading Metrics calculated at close of trading on 18-Mar-1992
Day Change Summary
Previous Current
17-Mar-1992 18-Mar-1992 Change Change % Previous Week
Open 406.39 409.58 3.19 0.8% 404.45
High 409.72 410.84 1.12 0.3% 409.16
Low 406.39 408.23 1.84 0.5% 401.94
Close 409.58 409.15 -0.43 -0.1% 404.80
Range 3.33 2.61 -0.72 -21.6% 7.22
ATR 3.42 3.37 -0.06 -1.7% 0.00
Volume
Daily Pivots for day following 18-Mar-1992
Classic Woodie Camarilla DeMark
R4 417.24 415.80 410.59
R3 414.63 413.19 409.87
R2 412.02 412.02 409.63
R1 410.58 410.58 409.39 410.00
PP 409.41 409.41 409.41 409.11
S1 407.97 407.97 408.91 407.39
S2 406.80 406.80 408.67
S3 404.19 405.36 408.43
S4 401.58 402.75 407.71
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
5 410.84 401.94 8.90 2.2% 2.56 0.6% 81% True False
10 410.84 401.94 8.90 2.2% 3.03 0.7% 81% True False
20 416.07 401.94 14.13 3.5% 3.35 0.8% 51% False False
40 419.78 401.94 17.84 4.4% 3.69 0.9% 40% False False
60 421.18 386.96 34.22 8.4% 4.03 1.0% 65% False False
80 421.18 371.36 49.82 12.2% 4.00 1.0% 76% False False
100 421.18 371.36 49.82 12.2% 4.09 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 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 0.40
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 421.93
2.618 417.67
1.618 415.06
1.000 413.45
0.618 412.45
HIGH 410.84
0.618 409.84
0.500 409.54
0.382 409.23
LOW 408.23
0.618 406.62
1.000 405.62
1.618 404.01
2.618 401.40
4.250 397.14
Fisher Pivots for day following 18-Mar-1992
Pivot 1 day 3 day
R1 409.54 408.50
PP 409.41 407.85
S1 409.28 407.20

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

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