S&P500 Cash Index


Trading Metrics calculated at close of trading on 24-Mar-1988
Day Change Summary
Previous Current
23-Mar-1988 24-Mar-1988 Change Change % Previous Week
Open 268.84 268.91 0.07 0.0% 264.94
High 269.79 269.91 0.12 0.0% 272.64
Low 268.01 262.48 -5.53 -2.1% 264.52
Close 268.91 263.35 -5.56 -2.1% 271.12
Range 1.78 7.43 5.65 317.4% 8.12
ATR 3.08 3.39 0.31 10.1% 0.00
Volume
Daily Pivots for day following 24-Mar-1988
Classic Woodie Camarilla DeMark
R4 287.54 282.87 267.44
R3 280.11 275.44 265.39
R2 272.68 272.68 264.71
R1 268.01 268.01 264.03 266.63
PP 265.25 265.25 265.25 264.56
S1 260.58 260.58 262.67 259.20
S2 257.82 257.82 261.99
S3 250.39 253.15 261.31
S4 242.96 245.72 259.26
Weekly Pivots for week ending 18-Mar-1988
Classic Woodie Camarilla DeMark
R4 293.79 290.57 275.59
R3 285.67 282.45 273.35
R2 277.55 277.55 272.61
R1 274.33 274.33 271.86 275.94
PP 269.43 269.43 269.43 270.23
S1 266.21 266.21 270.38 267.82
S2 261.31 261.31 269.63
S3 253.19 258.09 268.89
S4 245.07 249.97 266.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 272.64 262.48 10.16 3.9% 3.50 1.3% 9% False True
10 272.64 261.27 11.37 4.3% 3.11 1.2% 18% False False
20 272.64 261.27 11.37 4.3% 2.99 1.1% 18% False False
40 272.64 247.82 24.82 9.4% 3.38 1.3% 63% False False
60 272.64 236.71 35.93 13.6% 4.33 1.6% 74% False False
80 272.64 221.24 51.40 19.5% 4.44 1.7% 82% False False
100 272.64 221.24 51.40 19.5% 4.80 1.8% 82% False False
120 328.57 216.46 112.11 42.6% 6.25 2.4% 42% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.70
Widest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 301.49
2.618 289.36
1.618 281.93
1.000 277.34
0.618 274.50
HIGH 269.91
0.618 267.07
0.500 266.20
0.382 265.32
LOW 262.48
0.618 257.89
1.000 255.05
1.618 250.46
2.618 243.03
4.250 230.90
Fisher Pivots for day following 24-Mar-1988
Pivot 1 day 3 day
R1 266.20 266.20
PP 265.25 265.25
S1 264.30 264.30

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

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