S&P500 Cash Index


Trading Metrics calculated at close of trading on 03-Sep-1980
Day Change Summary
Previous Current
02-Sep-1980 03-Sep-1980 Change Change % Previous Week
Open 123.29 125.47 2.18 1.8% 125.36
High 124.36 126.43 2.07 1.7% 126.29
Low 121.79 123.87 2.08 1.7% 121.06
Close 123.74 126.12 2.38 1.9% 122.38
Range 2.57 2.56 -0.01 -0.4% 5.23
ATR 2.30 2.33 0.03 1.2% 0.00
Volume
Daily Pivots for day following 03-Sep-1980
Classic Woodie Camarilla DeMark
R4 133.15 132.20 127.53
R3 130.59 129.64 126.82
R2 128.03 128.03 126.59
R1 127.08 127.08 126.35 127.56
PP 125.47 125.47 125.47 125.71
S1 124.52 124.52 125.89 125.00
S2 122.91 122.91 125.65
S3 120.35 121.96 125.42
S4 117.79 119.40 124.71
Weekly Pivots for week ending 29-Aug-1980
Classic Woodie Camarilla DeMark
R4 138.93 135.89 125.26
R3 133.70 130.66 123.82
R2 128.47 128.47 123.34
R1 125.43 125.43 122.86 124.34
PP 123.24 123.24 123.24 122.70
S1 120.20 120.20 121.90 119.11
S2 118.01 118.01 121.42
S3 112.78 114.97 120.94
S4 107.55 109.74 119.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126.43 121.06 5.37 4.3% 2.29 1.8% 94% True False
10 127.78 121.06 6.72 5.3% 2.27 1.8% 75% False False
20 127.78 119.94 7.84 6.2% 2.30 1.8% 79% False False
40 127.78 116.29 11.49 9.1% 2.34 1.9% 86% False False
60 127.78 113.12 14.66 11.6% 2.30 1.8% 89% False False
80 127.78 103.50 24.28 19.3% 2.26 1.8% 93% False False
100 127.78 98.95 28.83 22.9% 2.25 1.8% 94% False False
120 127.78 94.23 33.55 26.6% 2.34 1.9% 95% False False
Crabel Price Patterns
NR True
NR4 False
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 0.95
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 137.31
2.618 133.13
1.618 130.57
1.000 128.99
0.618 128.01
HIGH 126.43
0.618 125.45
0.500 125.15
0.382 124.85
LOW 123.87
0.618 122.29
1.000 121.31
1.618 119.73
2.618 117.17
4.250 112.99
Fisher Pivots for day following 03-Sep-1980
Pivot 1 day 3 day
R1 125.80 125.33
PP 125.47 124.54
S1 125.15 123.75

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

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