S&P500 Cash Index


Trading Metrics calculated at close of trading on 12-May-1988
Day Change Summary
Previous Current
11-May-1988 12-May-1988 Change Change % Previous Week
Open 257.62 253.31 -4.31 -1.7% 261.33
High 257.62 254.87 -2.75 -1.1% 263.70
Low 252.32 253.31 0.99 0.4% 257.03
Close 253.31 253.85 0.54 0.2% 257.48
Range 5.30 1.56 -3.74 -70.6% 6.67
ATR 3.23 3.12 -0.12 -3.7% 0.00
Volume
Daily Pivots for day following 12-May-1988
Classic Woodie Camarilla DeMark
R4 258.69 257.83 254.71
R3 257.13 256.27 254.28
R2 255.57 255.57 254.14
R1 254.71 254.71 253.99 255.14
PP 254.01 254.01 254.01 254.23
S1 253.15 253.15 253.71 253.58
S2 252.45 252.45 253.56
S3 250.89 251.59 253.42
S4 249.33 250.03 252.99
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
5 260.31 252.32 7.99 3.1% 3.06 1.2% 19% False False
10 263.70 252.32 11.38 4.5% 2.70 1.1% 13% False False
20 265.09 252.32 12.77 5.0% 2.99 1.2% 12% False False
40 272.64 252.32 20.32 8.0% 3.38 1.3% 8% False False
60 272.64 252.32 20.32 8.0% 3.31 1.3% 8% False False
80 272.64 240.17 32.47 12.8% 3.50 1.4% 42% False False
100 272.64 236.71 35.93 14.2% 3.94 1.6% 48% False False
120 272.64 221.24 51.40 20.2% 4.21 1.7% 63% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Narrowest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 261.50
2.618 258.95
1.618 257.39
1.000 256.43
0.618 255.83
HIGH 254.87
0.618 254.27
0.500 254.09
0.382 253.91
LOW 253.31
0.618 252.35
1.000 251.75
1.618 250.79
2.618 249.23
4.250 246.68
Fisher Pivots for day following 12-May-1988
Pivot 1 day 3 day
R1 254.09 255.31
PP 254.01 254.82
S1 253.93 254.34

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

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