S&P500 Cash Index


Trading Metrics calculated at close of trading on 11-Mar-1988
Day Change Summary
Previous Current
10-Mar-1988 11-Mar-1988 Change Change % Previous Week
Open 269.06 263.84 -5.22 -1.9% 267.30
High 269.35 264.94 -4.41 -1.6% 270.76
Low 263.80 261.27 -2.53 -1.0% 261.27
Close 263.84 264.94 1.10 0.4% 264.94
Range 5.55 3.67 -1.88 -33.9% 9.49
ATR 3.55 3.55 0.01 0.3% 0.00
Volume
Daily Pivots for day following 11-Mar-1988
Classic Woodie Camarilla DeMark
R4 274.73 273.50 266.96
R3 271.06 269.83 265.95
R2 267.39 267.39 265.61
R1 266.16 266.16 265.28 266.78
PP 263.72 263.72 263.72 264.02
S1 262.49 262.49 264.60 263.11
S2 260.05 260.05 264.27
S3 256.38 258.82 263.93
S4 252.71 255.15 262.92
Weekly Pivots for week ending 11-Mar-1988
Classic Woodie Camarilla DeMark
R4 294.13 289.02 270.16
R3 284.64 279.53 267.55
R2 275.15 275.15 266.68
R1 270.04 270.04 265.81 267.85
PP 265.66 265.66 265.66 264.56
S1 260.55 260.55 264.07 258.36
S2 256.17 256.17 263.20
S3 246.68 251.06 262.33
S4 237.19 241.57 259.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 270.76 261.27 9.49 3.6% 3.15 1.2% 39% False True
10 270.76 261.27 9.49 3.6% 3.07 1.2% 39% False True
20 270.76 255.85 14.91 5.6% 3.31 1.2% 61% False False
40 270.76 240.17 30.59 11.5% 3.81 1.4% 81% False False
60 270.76 236.71 34.05 12.9% 4.48 1.7% 83% False False
80 270.76 221.24 49.52 18.7% 4.73 1.8% 88% False False
100 270.76 216.46 54.30 20.5% 5.94 2.2% 89% False False
120 328.94 216.46 112.48 42.5% 6.33 2.4% 43% 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 0.39
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 280.54
2.618 274.55
1.618 270.88
1.000 268.61
0.618 267.21
HIGH 264.94
0.618 263.54
0.500 263.11
0.382 262.67
LOW 261.27
0.618 259.00
1.000 257.60
1.618 255.33
2.618 251.66
4.250 245.67
Fisher Pivots for day following 11-Mar-1988
Pivot 1 day 3 day
R1 264.33 266.02
PP 263.72 265.66
S1 263.11 265.30

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

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