S&P500 Cash Index


Trading Metrics calculated at close of trading on 14-May-1980
Day Change Summary
Previous Current
13-May-1980 14-May-1980 Change Change % Previous Week
Open 105.83 106.91 1.08 1.0% 105.95
High 106.76 107.89 1.13 1.1% 108.12
Low 104.44 106.00 1.56 1.5% 104.18
Close 106.30 106.85 0.55 0.5% 104.72
Range 2.32 1.89 -0.43 -18.5% 3.94
ATR 2.31 2.28 -0.03 -1.3% 0.00
Volume
Daily Pivots for day following 14-May-1980
Classic Woodie Camarilla DeMark
R4 112.58 111.61 107.89
R3 110.69 109.72 107.37
R2 108.80 108.80 107.20
R1 107.83 107.83 107.02 107.37
PP 106.91 106.91 106.91 106.69
S1 105.94 105.94 106.68 105.48
S2 105.02 105.02 106.50
S3 103.13 104.05 106.33
S4 101.24 102.16 105.81
Weekly Pivots for week ending 09-May-1980
Classic Woodie Camarilla DeMark
R4 117.49 115.05 106.89
R3 113.55 111.11 105.80
R2 109.61 109.61 105.44
R1 107.17 107.17 105.08 106.42
PP 105.67 105.67 105.67 105.30
S1 103.23 103.23 104.36 102.48
S2 101.73 101.73 104.00
S3 97.79 99.29 103.64
S4 93.85 95.35 102.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 107.89 103.50 4.39 4.1% 1.77 1.7% 76% True False
10 108.12 103.50 4.62 4.3% 1.96 1.8% 73% False False
20 108.12 98.95 9.17 8.6% 2.14 2.0% 86% False False
40 108.12 94.23 13.89 13.0% 2.42 2.3% 91% False False
60 117.90 94.23 23.67 22.2% 2.55 2.4% 53% False False
80 120.22 94.23 25.99 24.3% 2.57 2.4% 49% False False
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.87
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 115.92
2.618 112.84
1.618 110.95
1.000 109.78
0.618 109.06
HIGH 107.89
0.618 107.17
0.500 106.95
0.382 106.72
LOW 106.00
0.618 104.83
1.000 104.11
1.618 102.94
2.618 101.05
4.250 97.97
Fisher Pivots for day following 14-May-1980
Pivot 1 day 3 day
R1 106.95 106.47
PP 106.91 106.08
S1 106.88 105.70

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

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