S&P500 Cash Index


Trading Metrics calculated at close of trading on 20-Oct-1980
Day Change Summary
Previous Current
17-Oct-1980 20-Oct-1980 Change Change % Previous Week
Open 131.60 131.95 0.35 0.3% 131.28
High 133.07 133.21 0.14 0.1% 135.88
Low 130.22 130.04 -0.18 -0.1% 129.37
Close 131.52 132.61 1.09 0.8% 131.52
Range 2.85 3.17 0.32 11.2% 6.51
ATR 2.86 2.88 0.02 0.8% 0.00
Volume
Daily Pivots for day following 20-Oct-1980
Classic Woodie Camarilla DeMark
R4 141.46 140.21 134.35
R3 138.29 137.04 133.48
R2 135.12 135.12 133.19
R1 133.87 133.87 132.90 134.50
PP 131.95 131.95 131.95 132.27
S1 130.70 130.70 132.32 131.33
S2 128.78 128.78 132.03
S3 125.61 127.53 131.74
S4 122.44 124.36 130.87
Weekly Pivots for week ending 17-Oct-1980
Classic Woodie Camarilla DeMark
R4 151.79 148.16 135.10
R3 145.28 141.65 133.31
R2 138.77 138.77 132.71
R1 135.14 135.14 132.12 136.96
PP 132.26 132.26 132.26 133.16
S1 128.63 128.63 130.92 130.45
S2 125.75 125.75 130.33
S3 119.24 122.12 129.73
S4 112.73 115.61 127.94
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 135.88 130.04 5.84 4.4% 3.09 2.3% 44% False True
10 135.88 129.37 6.51 4.9% 2.88 2.2% 50% False False
20 135.88 122.87 13.01 9.8% 2.92 2.2% 75% False False
40 135.88 121.06 14.82 11.2% 2.70 2.0% 78% False False
60 135.88 119.40 16.48 12.4% 2.59 2.0% 80% False False
80 135.88 113.54 22.34 16.8% 2.51 1.9% 85% False False
100 135.88 108.87 27.01 20.4% 2.47 1.9% 88% False False
120 135.88 103.50 32.38 24.4% 2.39 1.8% 90% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.22
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 146.68
2.618 141.51
1.618 138.34
1.000 136.38
0.618 135.17
HIGH 133.21
0.618 132.00
0.500 131.63
0.382 131.25
LOW 130.04
0.618 128.08
1.000 126.87
1.618 124.91
2.618 121.74
4.250 116.57
Fisher Pivots for day following 20-Oct-1980
Pivot 1 day 3 day
R1 132.28 132.96
PP 131.95 132.84
S1 131.63 132.73

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

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