S&P500 Cash Index


Trading Metrics calculated at close of trading on 03-Apr-1992
Day Change Summary
Previous Current
02-Apr-1992 03-Apr-1992 Change Change % Previous Week
Open 404.17 400.50 -3.67 -0.9% 403.50
High 404.63 401.59 -3.04 -0.8% 405.21
Low 399.28 398.21 -1.07 -0.3% 398.21
Close 400.50 401.55 1.05 0.3% 401.55
Range 5.35 3.38 -1.97 -36.8% 7.00
ATR 3.28 3.29 0.01 0.2% 0.00
Volume
Daily Pivots for day following 03-Apr-1992
Classic Woodie Camarilla DeMark
R4 410.59 409.45 403.41
R3 407.21 406.07 402.48
R2 403.83 403.83 402.17
R1 402.69 402.69 401.86 403.26
PP 400.45 400.45 400.45 400.74
S1 399.31 399.31 401.24 399.88
S2 397.07 397.07 400.93
S3 393.69 395.93 400.62
S4 390.31 392.55 399.69
Weekly Pivots for week ending 03-Apr-1992
Classic Woodie Camarilla DeMark
R4 422.66 419.10 405.40
R3 415.66 412.10 403.48
R2 408.66 408.66 402.83
R1 405.10 405.10 402.19 403.38
PP 401.66 401.66 401.66 400.80
S1 398.10 398.10 400.91 396.38
S2 394.66 394.66 400.27
S3 387.66 391.10 399.63
S4 380.66 384.10 397.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 405.21 398.21 7.00 1.7% 3.36 0.8% 48% False True
10 411.43 398.21 13.22 3.3% 3.27 0.8% 25% False True
20 411.43 398.21 13.22 3.3% 2.97 0.7% 25% False True
40 418.08 398.21 19.87 4.9% 3.45 0.9% 17% False True
60 421.18 398.21 22.97 5.7% 3.61 0.9% 15% False True
80 421.18 374.78 46.40 11.6% 3.82 1.0% 58% False False
100 421.18 371.36 49.82 12.4% 4.05 1.0% 61% False False
120 421.18 371.36 49.82 12.4% 3.95 1.0% 61% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.70
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 415.96
2.618 410.44
1.618 407.06
1.000 404.97
0.618 403.68
HIGH 401.59
0.618 400.30
0.500 399.90
0.382 399.50
LOW 398.21
0.618 396.12
1.000 394.83
1.618 392.74
2.618 389.36
4.250 383.85
Fisher Pivots for day following 03-Apr-1992
Pivot 1 day 3 day
R1 401.00 401.51
PP 400.45 401.46
S1 399.90 401.42

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

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