S&P500 Cash Index


Trading Metrics calculated at close of trading on 21-May-1990
Day Change Summary
Previous Current
18-May-1990 21-May-1990 Change Change % Previous Week
Open 354.47 354.63 0.16 0.0% 352.00
High 354.64 359.07 4.43 1.2% 358.41
Low 352.52 353.78 1.26 0.4% 351.95
Close 354.64 358.00 3.36 0.9% 354.64
Range 2.12 5.29 3.17 149.5% 6.46
ATR 3.33 3.47 0.14 4.2% 0.00
Volume
Daily Pivots for day following 21-May-1990
Classic Woodie Camarilla DeMark
R4 372.82 370.70 360.91
R3 367.53 365.41 359.45
R2 362.24 362.24 358.97
R1 360.12 360.12 358.48 361.18
PP 356.95 356.95 356.95 357.48
S1 354.83 354.83 357.52 355.89
S2 351.66 351.66 357.03
S3 346.37 349.54 356.55
S4 341.08 344.25 355.09
Weekly Pivots for week ending 18-May-1990
Classic Woodie Camarilla DeMark
R4 374.38 370.97 358.19
R3 367.92 364.51 356.42
R2 361.46 361.46 355.82
R1 358.05 358.05 355.23 359.76
PP 355.00 355.00 355.00 355.85
S1 351.59 351.59 354.05 353.30
S2 348.54 348.54 353.46
S3 342.08 345.13 352.86
S4 335.62 338.67 351.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 359.07 351.95 7.12 2.0% 3.06 0.9% 85% True False
10 359.07 340.17 18.90 5.3% 3.65 1.0% 94% True False
20 359.07 327.76 31.31 8.7% 3.34 0.9% 97% True False
40 359.07 327.76 31.31 8.7% 3.29 0.9% 97% True False
60 359.07 323.98 35.09 9.8% 3.34 0.9% 97% True False
80 359.07 319.83 39.24 11.0% 3.58 1.0% 97% True False
100 360.59 319.83 40.76 11.4% 3.88 1.1% 94% False False
120 360.59 319.83 40.76 11.4% 3.76 1.1% 94% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 381.55
2.618 372.92
1.618 367.63
1.000 364.36
0.618 362.34
HIGH 359.07
0.618 357.05
0.500 356.43
0.382 355.80
LOW 353.78
0.618 350.51
1.000 348.49
1.618 345.22
2.618 339.93
4.250 331.30
Fisher Pivots for day following 21-May-1990
Pivot 1 day 3 day
R1 357.48 357.27
PP 356.95 356.53
S1 356.43 355.80

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

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