S&P500 Cash Index


Trading Metrics calculated at close of trading on 02-Sep-1981
Day Change Summary
Previous Current
01-Sep-1981 02-Sep-1981 Change Change % Previous Week
Open 122.84 123.53 0.69 0.6% 126.37
High 123.92 124.58 0.66 0.5% 128.59
Low 121.59 122.54 0.95 0.8% 122.85
Close 123.02 123.49 0.47 0.4% 124.08
Range 2.33 2.04 -0.29 -12.4% 5.74
ATR 2.61 2.57 -0.04 -1.6% 0.00
Volume
Daily Pivots for day following 02-Sep-1981
Classic Woodie Camarilla DeMark
R4 129.66 128.61 124.61
R3 127.62 126.57 124.05
R2 125.58 125.58 123.86
R1 124.53 124.53 123.68 124.04
PP 123.54 123.54 123.54 123.29
S1 122.49 122.49 123.30 122.00
S2 121.50 121.50 123.12
S3 119.46 120.45 122.93
S4 117.42 118.41 122.37
Weekly Pivots for week ending 28-Aug-1981
Classic Woodie Camarilla DeMark
R4 142.39 138.98 127.24
R3 136.65 133.24 125.66
R2 130.91 130.91 125.13
R1 127.50 127.50 124.61 126.34
PP 125.17 125.17 125.17 124.59
S1 121.76 121.76 123.55 120.60
S2 119.43 119.43 123.03
S3 113.69 116.02 122.50
S4 107.95 110.28 120.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125.58 121.59 3.99 3.2% 2.46 2.0% 48% False False
10 131.74 121.59 10.15 8.2% 2.51 2.0% 19% False False
20 135.49 121.59 13.90 11.3% 2.48 2.0% 14% False False
40 135.49 121.59 13.90 11.3% 2.40 1.9% 14% False False
60 135.67 121.59 14.08 11.4% 2.48 2.0% 13% False False
80 135.67 121.59 14.08 11.4% 2.50 2.0% 13% False False
100 136.56 121.59 14.97 12.1% 2.53 2.0% 13% False False
120 138.38 121.59 16.79 13.6% 2.58 2.1% 11% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1.08
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 133.25
2.618 129.92
1.618 127.88
1.000 126.62
0.618 125.84
HIGH 124.58
0.618 123.80
0.500 123.56
0.382 123.32
LOW 122.54
0.618 121.28
1.000 120.50
1.618 119.24
2.618 117.20
4.250 113.87
Fisher Pivots for day following 02-Sep-1981
Pivot 1 day 3 day
R1 123.56 123.59
PP 123.54 123.55
S1 123.51 123.52

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

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