S&P500 Cash Index


Trading Metrics calculated at close of trading on 19-Mar-1992
Day Change Summary
Previous Current
18-Mar-1992 19-Mar-1992 Change Change % Previous Week
Open 409.58 409.15 -0.43 -0.1% 404.45
High 410.84 410.57 -0.27 -0.1% 409.16
Low 408.23 409.12 0.89 0.2% 401.94
Close 409.15 409.80 0.65 0.2% 404.80
Range 2.61 1.45 -1.16 -44.4% 7.22
ATR 3.37 3.23 -0.14 -4.1% 0.00
Volume
Daily Pivots for day following 19-Mar-1992
Classic Woodie Camarilla DeMark
R4 414.18 413.44 410.60
R3 412.73 411.99 410.20
R2 411.28 411.28 410.07
R1 410.54 410.54 409.93 410.91
PP 409.83 409.83 409.83 410.02
S1 409.09 409.09 409.67 409.46
S2 408.38 408.38 409.53
S3 406.93 407.64 409.40
S4 405.48 406.19 409.00
Weekly Pivots for week ending 13-Mar-1992
Classic Woodie Camarilla DeMark
R4 426.96 423.10 408.77
R3 419.74 415.88 406.79
R2 412.52 412.52 406.12
R1 408.66 408.66 405.46 410.59
PP 405.30 405.30 405.30 406.27
S1 401.44 401.44 404.14 403.37
S2 398.08 398.08 403.48
S3 390.86 394.22 402.81
S4 383.64 387.00 400.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 410.84 403.55 7.29 1.8% 2.29 0.6% 86% False False
10 410.84 401.94 8.90 2.2% 2.78 0.7% 88% False False
20 416.07 401.94 14.13 3.4% 3.14 0.8% 56% False False
40 419.78 401.94 17.84 4.4% 3.59 0.9% 44% False False
60 421.18 396.82 24.36 5.9% 3.88 0.9% 53% False False
80 421.18 371.36 49.82 12.2% 3.95 1.0% 77% False False
100 421.18 371.36 49.82 12.2% 4.07 1.0% 77% False False
120 421.18 371.36 49.82 12.2% 3.95 1.0% 77% False False
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 416.73
2.618 414.37
1.618 412.92
1.000 412.02
0.618 411.47
HIGH 410.57
0.618 410.02
0.500 409.85
0.382 409.67
LOW 409.12
0.618 408.22
1.000 407.67
1.618 406.77
2.618 405.32
4.250 402.96
Fisher Pivots for day following 19-Mar-1992
Pivot 1 day 3 day
R1 409.85 409.41
PP 409.83 409.01
S1 409.82 408.62

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

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