S&P500 Cash Index


Trading Metrics calculated at close of trading on 24-Mar-1992
Day Change Summary
Previous Current
23-Mar-1992 24-Mar-1992 Change Change % Previous Week
Open 411.29 409.91 -1.38 -0.3% 405.85
High 411.29 411.43 0.14 0.0% 411.30
Low 408.87 407.99 -0.88 -0.2% 403.55
Close 409.91 408.88 -1.03 -0.3% 411.30
Range 2.42 3.44 1.02 42.1% 7.75
ATR 3.14 3.16 0.02 0.7% 0.00
Volume
Daily Pivots for day following 24-Mar-1992
Classic Woodie Camarilla DeMark
R4 419.75 417.76 410.77
R3 416.31 414.32 409.83
R2 412.87 412.87 409.51
R1 410.88 410.88 409.20 410.16
PP 409.43 409.43 409.43 409.07
S1 407.44 407.44 408.56 406.72
S2 405.99 405.99 408.25
S3 402.55 404.00 407.93
S4 399.11 400.56 406.99
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
5 411.43 407.99 3.44 0.8% 2.54 0.6% 26% True True
10 411.43 401.94 9.49 2.3% 2.73 0.7% 73% True False
20 416.07 401.94 14.13 3.5% 3.00 0.7% 49% False False
40 418.08 401.94 16.14 3.9% 3.54 0.9% 43% False False
60 421.18 401.94 19.24 4.7% 3.81 0.9% 36% False False
80 421.18 371.36 49.82 12.2% 3.91 1.0% 75% False False
100 421.18 371.36 49.82 12.2% 4.04 1.0% 75% False False
120 421.18 371.36 49.82 12.2% 3.95 1.0% 75% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.56
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 426.05
2.618 420.44
1.618 417.00
1.000 414.87
0.618 413.56
HIGH 411.43
0.618 410.12
0.500 409.71
0.382 409.30
LOW 407.99
0.618 405.86
1.000 404.55
1.618 402.42
2.618 398.98
4.250 393.37
Fisher Pivots for day following 24-Mar-1992
Pivot 1 day 3 day
R1 409.71 409.71
PP 409.43 409.43
S1 409.16 409.16

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

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