S&P500 Cash Index


Trading Metrics calculated at close of trading on 30-Mar-1992
Day Change Summary
Previous Current
27-Mar-1992 30-Mar-1992 Change Change % Previous Week
Open 407.86 403.50 -4.36 -1.1% 411.29
High 407.86 404.30 -3.56 -0.9% 411.43
Low 402.87 402.97 0.10 0.0% 402.87
Close 403.50 403.00 -0.50 -0.1% 403.50
Range 4.99 1.33 -3.66 -73.3% 8.56
ATR 3.21 3.08 -0.13 -4.2% 0.00
Volume
Daily Pivots for day following 30-Mar-1992
Classic Woodie Camarilla DeMark
R4 407.41 406.54 403.73
R3 406.08 405.21 403.37
R2 404.75 404.75 403.24
R1 403.88 403.88 403.12 403.65
PP 403.42 403.42 403.42 403.31
S1 402.55 402.55 402.88 402.32
S2 402.09 402.09 402.76
S3 400.76 401.22 402.63
S4 399.43 399.89 402.27
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% 2.96 0.7% 2% False False
10 411.43 402.87 8.56 2.1% 2.74 0.7% 2% False False
20 413.78 401.94 11.84 2.9% 2.88 0.7% 9% False False
40 418.08 401.94 16.14 4.0% 3.39 0.8% 7% False False
60 421.18 401.94 19.24 4.8% 3.60 0.9% 6% False False
80 421.18 374.78 46.40 11.5% 3.84 1.0% 61% False False
100 421.18 371.36 49.82 12.4% 4.01 1.0% 64% False False
120 421.18 371.36 49.82 12.4% 3.95 1.0% 64% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.64
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 409.95
2.618 407.78
1.618 406.45
1.000 405.63
0.618 405.12
HIGH 404.30
0.618 403.79
0.500 403.64
0.382 403.48
LOW 402.97
0.618 402.15
1.000 401.64
1.618 400.82
2.618 399.49
4.250 397.32
Fisher Pivots for day following 30-Mar-1992
Pivot 1 day 3 day
R1 403.64 406.16
PP 403.42 405.10
S1 403.21 404.05

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

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