S&P500 Cash Index


Trading Metrics calculated at close of trading on 11-May-1988
Day Change Summary
Previous Current
10-May-1988 11-May-1988 Change Change % Previous Week
Open 256.54 257.62 1.08 0.4% 261.33
High 258.30 257.62 -0.68 -0.3% 263.70
Low 255.93 252.32 -3.61 -1.4% 257.03
Close 257.62 253.31 -4.31 -1.7% 257.48
Range 2.37 5.30 2.93 123.6% 6.67
ATR 3.08 3.23 0.16 5.2% 0.00
Volume
Daily Pivots for day following 11-May-1988
Classic Woodie Camarilla DeMark
R4 270.32 267.11 256.23
R3 265.02 261.81 254.77
R2 259.72 259.72 254.28
R1 256.51 256.51 253.80 255.47
PP 254.42 254.42 254.42 253.89
S1 251.21 251.21 252.82 250.17
S2 249.12 249.12 252.34
S3 243.82 245.91 251.85
S4 238.52 240.61 250.40
Weekly Pivots for week ending 06-May-1988
Classic Woodie Camarilla DeMark
R4 279.41 275.12 261.15
R3 272.74 268.45 259.31
R2 266.07 266.07 258.70
R1 261.78 261.78 258.09 260.59
PP 259.40 259.40 259.40 258.81
S1 255.11 255.11 256.87 253.92
S2 252.73 252.73 256.26
S3 246.06 248.44 255.65
S4 239.39 241.77 253.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 260.32 252.32 8.00 3.2% 3.18 1.3% 12% False True
10 263.80 252.32 11.48 4.5% 2.70 1.1% 9% False True
20 271.57 252.32 19.25 7.6% 3.52 1.4% 5% False True
40 272.64 252.32 20.32 8.0% 3.44 1.4% 5% False True
60 272.64 252.32 20.32 8.0% 3.35 1.3% 5% False True
80 272.64 240.17 32.47 12.8% 3.53 1.4% 40% False False
100 272.64 236.71 35.93 14.2% 3.99 1.6% 46% False False
120 272.64 221.24 51.40 20.3% 4.24 1.7% 62% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 280.15
2.618 271.50
1.618 266.20
1.000 262.92
0.618 260.90
HIGH 257.62
0.618 255.60
0.500 254.97
0.382 254.34
LOW 252.32
0.618 249.04
1.000 247.02
1.618 243.74
2.618 238.44
4.250 229.80
Fisher Pivots for day following 11-May-1988
Pivot 1 day 3 day
R1 254.97 255.31
PP 254.42 254.64
S1 253.86 253.98

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

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