S&P500 Cash Index


Trading Metrics calculated at close of trading on 20-May-1988
Day Change Summary
Previous Current
19-May-1988 20-May-1988 Change Change % Previous Week
Open 251.35 252.57 1.22 0.5% 256.78
High 252.57 253.70 1.13 0.4% 260.20
Low 248.85 251.79 2.94 1.2% 248.85
Close 252.57 253.02 0.45 0.2% 253.02
Range 3.72 1.91 -1.81 -48.7% 11.35
ATR 3.34 3.24 -0.10 -3.1% 0.00
Volume
Daily Pivots for day following 20-May-1988
Classic Woodie Camarilla DeMark
R4 258.57 257.70 254.07
R3 256.66 255.79 253.55
R2 254.75 254.75 253.37
R1 253.88 253.88 253.20 254.32
PP 252.84 252.84 252.84 253.05
S1 251.97 251.97 252.84 252.41
S2 250.93 250.93 252.67
S3 249.02 250.06 252.49
S4 247.11 248.15 251.97
Weekly Pivots for week ending 20-May-1988
Classic Woodie Camarilla DeMark
R4 288.07 281.90 259.26
R3 276.72 270.55 256.14
R2 265.37 265.37 255.10
R1 259.20 259.20 254.06 256.61
PP 254.02 254.02 254.02 252.73
S1 247.85 247.85 251.98 245.26
S2 242.67 242.67 250.94
S3 231.32 236.50 249.90
S4 219.97 225.15 246.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 260.20 248.85 11.35 4.5% 3.57 1.4% 37% False False
10 260.20 248.85 11.35 4.5% 3.28 1.3% 37% False False
20 265.09 248.85 16.24 6.4% 2.85 1.1% 26% False False
40 272.05 248.85 23.20 9.2% 3.40 1.3% 18% False False
60 272.64 248.85 23.79 9.4% 3.26 1.3% 18% False False
80 272.64 247.82 24.82 9.8% 3.39 1.3% 21% False False
100 272.64 236.71 35.93 14.2% 3.96 1.6% 45% False False
120 272.64 221.24 51.40 20.3% 4.09 1.6% 62% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.56
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 261.82
2.618 258.70
1.618 256.79
1.000 255.61
0.618 254.88
HIGH 253.70
0.618 252.97
0.500 252.75
0.382 252.52
LOW 251.79
0.618 250.61
1.000 249.88
1.618 248.70
2.618 246.79
4.250 243.67
Fisher Pivots for day following 20-May-1988
Pivot 1 day 3 day
R1 252.93 252.77
PP 252.84 252.51
S1 252.75 252.26

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

View Archives - Comment on this page... - Back to Index of Symbols