S&P500 Cash Index


Trading Metrics calculated at close of trading on 31-Mar-1992
Day Change Summary
Previous Current
30-Mar-1992 31-Mar-1992 Change Change % Previous Week
Open 403.50 403.00 -0.50 -0.1% 411.29
High 404.30 405.21 0.91 0.2% 411.43
Low 402.97 402.22 -0.75 -0.2% 402.87
Close 403.00 403.69 0.69 0.2% 403.50
Range 1.33 2.99 1.66 124.8% 8.56
ATR 3.08 3.07 -0.01 -0.2% 0.00
Volume
Daily Pivots for day following 31-Mar-1992
Classic Woodie Camarilla DeMark
R4 412.68 411.17 405.33
R3 409.69 408.18 404.51
R2 406.70 406.70 404.24
R1 405.19 405.19 403.96 405.95
PP 403.71 403.71 403.71 404.08
S1 402.20 402.20 403.42 402.96
S2 400.72 400.72 403.14
S3 397.73 399.21 402.87
S4 394.74 396.22 402.05
Weekly Pivots for week ending 27-Mar-1992
Classic Woodie Camarilla DeMark
R4 431.61 426.12 408.21
R3 423.05 417.56 405.85
R2 414.49 414.49 405.07
R1 409.00 409.00 404.28 407.47
PP 405.93 405.93 405.93 405.17
S1 400.44 400.44 402.72 398.91
S2 397.37 397.37 401.93
S3 388.81 391.88 401.15
S4 380.25 383.32 398.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 409.87 402.22 7.65 1.9% 2.87 0.7% 19% False True
10 411.43 402.22 9.21 2.3% 2.70 0.7% 16% False True
20 413.27 401.94 11.33 2.8% 2.93 0.7% 15% False False
40 418.08 401.94 16.14 4.0% 3.40 0.8% 11% False False
60 421.18 401.94 19.24 4.8% 3.61 0.9% 9% False False
80 421.18 374.78 46.40 11.5% 3.84 1.0% 62% False False
100 421.18 371.36 49.82 12.3% 4.02 1.0% 65% False False
120 421.18 371.36 49.82 12.3% 3.94 1.0% 65% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.72
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 417.92
2.618 413.04
1.618 410.05
1.000 408.20
0.618 407.06
HIGH 405.21
0.618 404.07
0.500 403.72
0.382 403.36
LOW 402.22
0.618 400.37
1.000 399.23
1.618 397.38
2.618 394.39
4.250 389.51
Fisher Pivots for day following 31-Mar-1992
Pivot 1 day 3 day
R1 403.72 405.04
PP 403.71 404.59
S1 403.70 404.14

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

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