S&P500 Cash Index


Trading Metrics calculated at close of trading on 27-Mar-1992
Day Change Summary
Previous Current
26-Mar-1992 27-Mar-1992 Change Change % Previous Week
Open 407.52 407.86 0.34 0.1% 411.29
High 409.44 407.86 -1.58 -0.4% 411.43
Low 406.75 402.87 -3.88 -1.0% 402.87
Close 407.86 403.50 -4.36 -1.1% 403.50
Range 2.69 4.99 2.30 85.5% 8.56
ATR 3.08 3.21 0.14 4.4% 0.00
Volume
Daily Pivots for day following 27-Mar-1992
Classic Woodie Camarilla DeMark
R4 419.71 416.60 406.24
R3 414.72 411.61 404.87
R2 409.73 409.73 404.41
R1 406.62 406.62 403.96 405.68
PP 404.74 404.74 404.74 404.28
S1 401.63 401.63 403.04 400.69
S2 399.75 399.75 402.59
S3 394.76 396.64 402.13
S4 389.77 391.65 400.76
Weekly Pivots for week ending 27-Mar-1992
Classic Woodie Camarilla DeMark
R4 431.61 426.12 408.21
R3 423.05 417.56 405.85
R2 414.49 414.49 405.07
R1 409.00 409.00 404.28 407.47
PP 405.93 405.93 405.93 405.17
S1 400.44 400.44 402.72 398.91
S2 397.37 397.37 401.93
S3 388.81 391.88 401.15
S4 380.25 383.32 398.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 411.43 402.87 8.56 2.1% 3.18 0.8% 7% False True
10 411.43 402.87 8.56 2.1% 2.89 0.7% 7% False True
20 413.78 401.94 11.84 2.9% 2.92 0.7% 13% False False
40 418.08 401.94 16.14 4.0% 3.45 0.9% 10% False False
60 421.18 401.94 19.24 4.8% 3.64 0.9% 8% False False
80 421.18 374.78 46.40 11.5% 3.87 1.0% 62% False False
100 421.18 371.36 49.82 12.3% 4.04 1.0% 65% False False
120 421.18 371.36 49.82 12.3% 3.95 1.0% 65% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.64
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 429.07
2.618 420.92
1.618 415.93
1.000 412.85
0.618 410.94
HIGH 407.86
0.618 405.95
0.500 405.37
0.382 404.78
LOW 402.87
0.618 399.79
1.000 397.88
1.618 394.80
2.618 389.81
4.250 381.66
Fisher Pivots for day following 27-Mar-1992
Pivot 1 day 3 day
R1 405.37 406.37
PP 404.74 405.41
S1 404.12 404.46

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

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