S&P500 Cash Index


Trading Metrics calculated at close of trading on 25-Mar-1991
Day Change Summary
Previous Current
22-Mar-1991 25-Mar-1991 Change Change % Previous Week
Open 366.58 367.48 0.90 0.2% 373.59
High 368.22 371.31 3.09 0.8% 374.09
Low 365.58 367.46 1.88 0.5% 365.58
Close 367.48 369.84 2.36 0.6% 367.48
Range 2.64 3.85 1.21 45.8% 8.51
ATR 4.54 4.49 -0.05 -1.1% 0.00
Volume
Daily Pivots for day following 25-Mar-1991
Classic Woodie Camarilla DeMark
R4 381.09 379.31 371.96
R3 377.24 375.46 370.90
R2 373.39 373.39 370.55
R1 371.61 371.61 370.19 372.50
PP 369.54 369.54 369.54 369.98
S1 367.76 367.76 369.49 368.65
S2 365.69 365.69 369.13
S3 361.84 363.91 368.78
S4 357.99 360.06 367.72
Weekly Pivots for week ending 22-Mar-1991
Classic Woodie Camarilla DeMark
R4 394.58 389.54 372.16
R3 386.07 381.03 369.82
R2 377.56 377.56 369.04
R1 372.52 372.52 368.26 370.79
PP 369.05 369.05 369.05 368.18
S1 364.01 364.01 366.70 362.28
S2 360.54 360.54 365.92
S3 352.03 355.50 365.14
S4 343.52 346.99 362.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 372.11 365.58 6.53 1.8% 3.92 1.1% 65% False False
10 378.28 365.58 12.70 3.4% 4.46 1.2% 34% False False
20 379.66 362.19 17.47 4.7% 4.54 1.2% 44% False False
40 379.66 334.26 45.40 12.3% 4.79 1.3% 78% False False
60 379.66 309.35 70.31 19.0% 4.64 1.3% 86% False False
80 379.66 309.35 70.31 19.0% 4.34 1.2% 86% False False
100 379.66 301.61 78.05 21.1% 4.28 1.2% 87% False False
120 379.66 294.51 85.15 23.0% 4.56 1.2% 88% 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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.90
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 387.67
2.618 381.39
1.618 377.54
1.000 375.16
0.618 373.69
HIGH 371.31
0.618 369.84
0.500 369.39
0.382 368.93
LOW 367.46
0.618 365.08
1.000 363.61
1.618 361.23
2.618 357.38
4.250 351.10
Fisher Pivots for day following 25-Mar-1991
Pivot 1 day 3 day
R1 369.69 369.38
PP 369.54 368.91
S1 369.39 368.45

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

View Archives - Comment on this page... - Back to Index of Symbols