S&P500 Cash Index


Trading Metrics calculated at close of trading on 23-Mar-1992
Day Change Summary
Previous Current
20-Mar-1992 23-Mar-1992 Change Change % Previous Week
Open 409.80 411.29 1.49 0.4% 405.85
High 411.30 411.29 -0.01 0.0% 411.30
Low 408.53 408.87 0.34 0.1% 403.55
Close 411.30 409.91 -1.39 -0.3% 411.30
Range 2.77 2.42 -0.35 -12.6% 7.75
ATR 3.20 3.14 -0.05 -1.7% 0.00
Volume
Daily Pivots for day following 23-Mar-1992
Classic Woodie Camarilla DeMark
R4 417.28 416.02 411.24
R3 414.86 413.60 410.58
R2 412.44 412.44 410.35
R1 411.18 411.18 410.13 410.60
PP 410.02 410.02 410.02 409.74
S1 408.76 408.76 409.69 408.18
S2 407.60 407.60 409.47
S3 405.18 406.34 409.24
S4 402.76 403.92 408.58
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
5 411.30 406.39 4.91 1.2% 2.52 0.6% 72% False False
10 411.30 401.94 9.36 2.3% 2.78 0.7% 85% False False
20 416.07 401.94 14.13 3.4% 3.05 0.7% 56% False False
40 418.08 401.94 16.14 3.9% 3.51 0.9% 49% False False
60 421.18 401.94 19.24 4.7% 3.79 0.9% 41% False False
80 421.18 371.36 49.82 12.2% 3.90 1.0% 77% False False
100 421.18 371.36 49.82 12.2% 4.02 1.0% 77% False False
120 421.18 371.36 49.82 12.2% 3.94 1.0% 77% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 421.58
2.618 417.63
1.618 415.21
1.000 413.71
0.618 412.79
HIGH 411.29
0.618 410.37
0.500 410.08
0.382 409.79
LOW 408.87
0.618 407.37
1.000 406.45
1.618 404.95
2.618 402.53
4.250 398.59
Fisher Pivots for day following 23-Mar-1992
Pivot 1 day 3 day
R1 410.08 409.92
PP 410.02 409.91
S1 409.97 409.91

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

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