S&P500 Cash Index


Trading Metrics calculated at close of trading on 06-Sep-1982
Day Change Summary
Previous Current
03-Sep-1982 06-Sep-1982 Change Change % Previous Week
Open 120.31 122.07 1.76 1.5% 117.05
High 123.64 125.20 1.56 1.3% 123.64
Low 120.31 118.95 -1.36 -1.1% 115.79
Close 122.68 119.35 -3.33 -2.7% 122.68
Range 3.33 6.25 2.92 87.7% 7.85
ATR 2.13 2.42 0.29 13.8% 0.00
Volume
Daily Pivots for day following 06-Sep-1982
Classic Woodie Camarilla DeMark
R4 139.92 135.88 122.79
R3 133.67 129.63 121.07
R2 127.42 127.42 120.50
R1 123.38 123.38 119.92 122.28
PP 121.17 121.17 121.17 120.61
S1 117.13 117.13 118.78 116.03
S2 114.92 114.92 118.20
S3 108.67 110.88 117.63
S4 102.42 104.63 115.91
Weekly Pivots for week ending 03-Sep-1982
Classic Woodie Camarilla DeMark
R4 144.25 141.32 127.00
R3 136.40 133.47 124.84
R2 128.55 128.55 124.12
R1 125.62 125.62 123.40 127.09
PP 120.70 120.70 120.70 121.44
S1 117.77 117.77 121.96 119.24
S2 112.85 112.85 121.24
S3 105.00 109.92 120.52
S4 97.15 102.07 118.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125.20 117.65 7.55 6.3% 3.22 2.7% 23% True False
10 125.20 115.08 10.12 8.5% 2.69 2.3% 42% True False
20 125.20 102.39 22.81 19.1% 2.46 2.1% 74% True False
40 125.20 102.20 23.00 19.3% 1.85 1.6% 75% True False
60 125.20 102.20 23.00 19.3% 1.69 1.4% 75% True False
80 125.20 102.20 23.00 19.3% 1.51 1.3% 75% True False
100 125.20 102.20 23.00 19.3% 1.43 1.2% 75% True False
120 125.20 102.20 23.00 19.3% 1.56 1.3% 75% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.59
Widest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 151.76
2.618 141.56
1.618 135.31
1.000 131.45
0.618 129.06
HIGH 125.20
0.618 122.81
0.500 122.08
0.382 121.34
LOW 118.95
0.618 115.09
1.000 112.70
1.618 108.84
2.618 102.59
4.250 92.39
Fisher Pivots for day following 06-Sep-1982
Pivot 1 day 3 day
R1 122.08 121.52
PP 121.17 120.80
S1 120.26 120.07

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

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