S&P500 Cash Index


Trading Metrics calculated at close of trading on 31-May-1988
Day Change Summary
Previous Current
27-May-1988 31-May-1988 Change Change % Previous Week
Open 254.63 253.42 -1.21 -0.5% 253.02
High 254.63 262.16 7.53 3.0% 255.34
Low 252.74 253.42 0.68 0.3% 249.82
Close 253.42 262.16 8.74 3.4% 253.42
Range 1.89 8.74 6.85 362.4% 5.52
ATR 2.90 3.32 0.42 14.4% 0.00
Volume
Daily Pivots for day following 31-May-1988
Classic Woodie Camarilla DeMark
R4 285.47 282.55 266.97
R3 276.73 273.81 264.56
R2 267.99 267.99 263.76
R1 265.07 265.07 262.96 266.53
PP 259.25 259.25 259.25 259.98
S1 256.33 256.33 261.36 257.79
S2 250.51 250.51 260.56
S3 241.77 247.59 259.76
S4 233.03 238.85 257.35
Weekly Pivots for week ending 27-May-1988
Classic Woodie Camarilla DeMark
R4 269.42 266.94 256.46
R3 263.90 261.42 254.94
R2 258.38 258.38 254.43
R1 255.90 255.90 253.93 257.14
PP 252.86 252.86 252.86 253.48
S1 250.38 250.38 252.91 251.62
S2 247.34 247.34 252.41
S3 241.82 244.86 251.90
S4 236.30 239.34 250.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 262.16 250.83 11.33 4.3% 3.32 1.3% 100% True False
10 262.16 248.85 13.31 5.1% 3.52 1.3% 100% True False
20 263.70 248.85 14.85 5.7% 3.16 1.2% 90% False False
40 272.05 248.85 23.20 8.8% 3.38 1.3% 57% False False
60 272.64 248.85 23.79 9.1% 3.32 1.3% 56% False False
80 272.64 247.82 24.82 9.5% 3.33 1.3% 58% False False
100 272.64 240.17 32.47 12.4% 3.78 1.4% 68% False False
120 272.64 233.35 39.29 15.0% 3.99 1.5% 73% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Widest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 299.31
2.618 285.04
1.618 276.30
1.000 270.90
0.618 267.56
HIGH 262.16
0.618 258.82
0.500 257.79
0.382 256.76
LOW 253.42
0.618 248.02
1.000 244.68
1.618 239.28
2.618 230.54
4.250 216.28
Fisher Pivots for day following 31-May-1988
Pivot 1 day 3 day
R1 260.70 260.59
PP 259.25 259.02
S1 257.79 257.45

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

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