S&P500 Cash Index


Trading Metrics calculated at close of trading on 16-Aug-1988
Day Change Summary
Previous Current
15-Aug-1988 16-Aug-1988 Change Change % Previous Week
Open 262.55 258.69 -3.86 -1.5% 271.15
High 262.55 262.61 0.06 0.0% 272.47
Low 258.68 257.50 -1.18 -0.5% 260.34
Close 258.69 260.56 1.87 0.7% 262.55
Range 3.87 5.11 1.24 32.0% 12.13
ATR 3.17 3.31 0.14 4.4% 0.00
Volume
Daily Pivots for day following 16-Aug-1988
Classic Woodie Camarilla DeMark
R4 275.55 273.17 263.37
R3 270.44 268.06 261.97
R2 265.33 265.33 261.50
R1 262.95 262.95 261.03 264.14
PP 260.22 260.22 260.22 260.82
S1 257.84 257.84 260.09 259.03
S2 255.11 255.11 259.62
S3 250.00 252.73 259.15
S4 244.89 247.62 257.75
Weekly Pivots for week ending 12-Aug-1988
Classic Woodie Camarilla DeMark
R4 301.51 294.16 269.22
R3 289.38 282.03 265.89
R2 277.25 277.25 264.77
R1 269.90 269.90 263.66 267.51
PP 265.12 265.12 265.12 263.93
S1 257.77 257.77 261.44 255.38
S2 252.99 252.99 260.33
S3 240.86 245.64 259.21
S4 228.73 233.51 255.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 266.49 257.50 8.99 3.5% 3.69 1.4% 34% False True
10 274.20 257.50 16.70 6.4% 3.27 1.3% 18% False True
20 274.20 257.50 16.70 6.4% 3.16 1.2% 18% False True
40 276.88 257.50 19.38 7.4% 3.29 1.3% 16% False True
60 276.88 249.82 27.06 10.4% 3.28 1.3% 40% False False
80 276.88 248.85 28.03 10.8% 3.18 1.2% 42% False False
100 276.88 248.85 28.03 10.8% 3.33 1.3% 42% False False
120 276.88 248.85 28.03 10.8% 3.27 1.3% 42% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.58
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 284.33
2.618 275.99
1.618 270.88
1.000 267.72
0.618 265.77
HIGH 262.61
0.618 260.66
0.500 260.06
0.382 259.45
LOW 257.50
0.618 254.34
1.000 252.39
1.618 249.23
2.618 244.12
4.250 235.78
Fisher Pivots for day following 16-Aug-1988
Pivot 1 day 3 day
R1 260.39 260.45
PP 260.22 260.33
S1 260.06 260.22

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

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