S&P500 Cash Index


Trading Metrics calculated at close of trading on 20-Mar-1992
Day Change Summary
Previous Current
19-Mar-1992 20-Mar-1992 Change Change % Previous Week
Open 409.15 409.80 0.65 0.2% 405.85
High 410.57 411.30 0.73 0.2% 411.30
Low 409.12 408.53 -0.59 -0.1% 403.55
Close 409.80 411.30 1.50 0.4% 411.30
Range 1.45 2.77 1.32 91.0% 7.75
ATR 3.23 3.20 -0.03 -1.0% 0.00
Volume
Daily Pivots for day following 20-Mar-1992
Classic Woodie Camarilla DeMark
R4 418.69 417.76 412.82
R3 415.92 414.99 412.06
R2 413.15 413.15 411.81
R1 412.22 412.22 411.55 412.69
PP 410.38 410.38 410.38 410.61
S1 409.45 409.45 411.05 409.92
S2 407.61 407.61 410.79
S3 404.84 406.68 410.54
S4 402.07 403.91 409.78
Weekly Pivots for week ending 20-Mar-1992
Classic Woodie Camarilla DeMark
R4 431.97 429.38 415.56
R3 424.22 421.63 413.43
R2 416.47 416.47 412.72
R1 413.88 413.88 412.01 415.18
PP 408.72 408.72 408.72 409.36
S1 406.13 406.13 410.59 407.43
S2 400.97 400.97 409.88
S3 393.22 398.38 409.17
S4 385.47 390.63 407.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 411.30 403.55 7.75 1.9% 2.60 0.6% 100% True False
10 411.30 401.94 9.36 2.3% 2.67 0.7% 100% True False
20 416.07 401.94 14.13 3.4% 3.05 0.7% 66% False False
40 418.08 401.94 16.14 3.9% 3.52 0.9% 58% False False
60 421.18 399.31 21.87 5.3% 3.84 0.9% 55% False False
80 421.18 371.36 49.82 12.1% 3.95 1.0% 80% False False
100 421.18 371.36 49.82 12.1% 4.05 1.0% 80% False False
120 421.18 371.36 49.82 12.1% 3.94 1.0% 80% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 423.07
2.618 418.55
1.618 415.78
1.000 414.07
0.618 413.01
HIGH 411.30
0.618 410.24
0.500 409.92
0.382 409.59
LOW 408.53
0.618 406.82
1.000 405.76
1.618 404.05
2.618 401.28
4.250 396.76
Fisher Pivots for day following 20-Mar-1992
Pivot 1 day 3 day
R1 410.84 410.79
PP 410.38 410.28
S1 409.92 409.77

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

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