S&P500 Cash Index


Trading Metrics calculated at close of trading on 27-May-1980
Day Change Summary
Previous Current
23-May-1980 27-May-1980 Change Change % Previous Week
Open 110.33 112.84 2.51 2.3% 107.60
High 111.37 113.69 2.32 2.1% 111.37
Low 109.01 111.99 2.98 2.7% 106.51
Close 110.62 112.66 2.04 1.8% 110.62
Range 2.36 1.70 -0.66 -28.0% 4.86
ATR 2.16 2.22 0.07 3.0% 0.00
Volume
Daily Pivots for day following 27-May-1980
Classic Woodie Camarilla DeMark
R4 117.88 116.97 113.60
R3 116.18 115.27 113.13
R2 114.48 114.48 112.97
R1 113.57 113.57 112.82 113.18
PP 112.78 112.78 112.78 112.58
S1 111.87 111.87 112.50 111.48
S2 111.08 111.08 112.35
S3 109.38 110.17 112.19
S4 107.68 108.47 111.73
Weekly Pivots for week ending 23-May-1980
Classic Woodie Camarilla DeMark
R4 124.08 122.21 113.29
R3 119.22 117.35 111.96
R2 114.36 114.36 111.51
R1 112.49 112.49 111.07 113.43
PP 109.50 109.50 109.50 109.97
S1 107.63 107.63 110.17 108.57
S2 104.64 104.64 109.73
S3 99.78 102.77 109.28
S4 94.92 97.91 107.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113.69 106.54 7.15 6.3% 1.97 1.8% 86% True False
10 113.69 104.44 9.25 8.2% 1.96 1.7% 89% True False
20 113.69 103.50 10.19 9.0% 1.95 1.7% 90% True False
40 113.69 98.95 14.74 13.1% 2.17 1.9% 93% True False
60 114.34 94.23 20.11 17.9% 2.44 2.2% 92% False False
80 120.22 94.23 25.99 23.1% 2.51 2.2% 71% False False
100 120.22 94.23 25.99 23.1% 2.49 2.2% 71% 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 0.89
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 120.92
2.618 118.14
1.618 116.44
1.000 115.39
0.618 114.74
HIGH 113.69
0.618 113.04
0.500 112.84
0.382 112.64
LOW 111.99
0.618 110.94
1.000 110.29
1.618 109.24
2.618 107.54
4.250 104.77
Fisher Pivots for day following 27-May-1980
Pivot 1 day 3 day
R1 112.84 111.95
PP 112.78 111.23
S1 112.72 110.52

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

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