S&P500 Cash Index


Trading Metrics calculated at close of trading on 15-Jul-1988
Day Change Summary
Previous Current
14-Jul-1988 15-Jul-1988 Change Change % Previous Week
Open 269.32 270.26 0.94 0.3% 270.02
High 270.69 272.06 1.37 0.5% 272.06
Low 268.58 269.53 0.95 0.4% 266.12
Close 270.26 272.05 1.79 0.7% 272.05
Range 2.11 2.53 0.42 19.9% 5.94
ATR 3.30 3.24 -0.05 -1.7% 0.00
Volume
Daily Pivots for day following 15-Jul-1988
Classic Woodie Camarilla DeMark
R4 278.80 277.96 273.44
R3 276.27 275.43 272.75
R2 273.74 273.74 272.51
R1 272.90 272.90 272.28 273.32
PP 271.21 271.21 271.21 271.43
S1 270.37 270.37 271.82 270.79
S2 268.68 268.68 271.59
S3 266.15 267.84 271.35
S4 263.62 265.31 270.66
Weekly Pivots for week ending 15-Jul-1988
Classic Woodie Camarilla DeMark
R4 287.90 285.91 275.32
R3 281.96 279.97 273.68
R2 276.02 276.02 273.14
R1 274.03 274.03 272.59 275.03
PP 270.08 270.08 270.08 270.57
S1 268.09 268.09 271.51 269.09
S2 264.14 264.14 270.96
S3 258.20 262.15 270.42
S4 252.26 256.21 268.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 272.06 266.12 5.94 2.2% 2.67 1.0% 100% True False
10 276.36 266.12 10.24 3.8% 3.33 1.2% 58% False False
20 276.88 266.12 10.76 4.0% 3.27 1.2% 55% False False
40 276.88 248.85 28.03 10.3% 3.30 1.2% 83% False False
60 276.88 248.85 28.03 10.3% 3.23 1.2% 83% False False
80 276.88 248.85 28.03 10.3% 3.39 1.2% 83% False False
100 276.88 248.85 28.03 10.3% 3.31 1.2% 83% False False
120 276.88 247.82 29.06 10.7% 3.37 1.2% 83% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.59
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 282.81
2.618 278.68
1.618 276.15
1.000 274.59
0.618 273.62
HIGH 272.06
0.618 271.09
0.500 270.80
0.382 270.50
LOW 269.53
0.618 267.97
1.000 267.00
1.618 265.44
2.618 262.91
4.250 258.78
Fisher Pivots for day following 15-Jul-1988
Pivot 1 day 3 day
R1 271.63 271.06
PP 271.21 270.08
S1 270.80 269.09

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

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