S&P500 Cash Index


Trading Metrics calculated at close of trading on 01-Apr-1992
Day Change Summary
Previous Current
31-Mar-1992 01-Apr-1992 Change Change % Previous Week
Open 403.00 403.67 0.67 0.2% 411.29
High 405.21 404.50 -0.71 -0.2% 411.43
Low 402.22 400.75 -1.47 -0.4% 402.87
Close 403.69 404.23 0.54 0.1% 403.50
Range 2.99 3.75 0.76 25.4% 8.56
ATR 3.07 3.12 0.05 1.6% 0.00
Volume
Daily Pivots for day following 01-Apr-1992
Classic Woodie Camarilla DeMark
R4 414.41 413.07 406.29
R3 410.66 409.32 405.26
R2 406.91 406.91 404.92
R1 405.57 405.57 404.57 406.24
PP 403.16 403.16 403.16 403.50
S1 401.82 401.82 403.89 402.49
S2 399.41 399.41 403.54
S3 395.66 398.07 403.20
S4 391.91 394.32 402.17
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
5 409.44 400.75 8.69 2.1% 3.15 0.8% 40% False True
10 411.43 400.75 10.68 2.6% 2.82 0.7% 33% False True
20 411.43 400.75 10.68 2.6% 2.92 0.7% 33% False True
40 418.08 400.75 17.33 4.3% 3.38 0.8% 20% False True
60 421.18 400.75 20.43 5.1% 3.63 0.9% 17% False True
80 421.18 374.78 46.40 11.5% 3.80 0.9% 63% False False
100 421.18 371.36 49.82 12.3% 4.02 1.0% 66% False False
120 421.18 371.36 49.82 12.3% 3.93 1.0% 66% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.67
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 420.44
2.618 414.32
1.618 410.57
1.000 408.25
0.618 406.82
HIGH 404.50
0.618 403.07
0.500 402.63
0.382 402.18
LOW 400.75
0.618 398.43
1.000 397.00
1.618 394.68
2.618 390.93
4.250 384.81
Fisher Pivots for day following 01-Apr-1992
Pivot 1 day 3 day
R1 403.70 403.81
PP 403.16 403.40
S1 402.63 402.98

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

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