S&P500 Cash Index


Trading Metrics calculated at close of trading on 31-Aug-1988
Day Change Summary
Previous Current
30-Aug-1988 31-Aug-1988 Change Change % Previous Week
Open 262.33 262.51 0.18 0.1% 260.24
High 263.18 263.80 0.62 0.2% 261.13
Low 261.53 261.21 -0.32 -0.1% 256.53
Close 262.51 261.52 -0.99 -0.4% 259.68
Range 1.65 2.59 0.94 57.0% 4.60
ATR 2.88 2.86 -0.02 -0.7% 0.00
Volume
Daily Pivots for day following 31-Aug-1988
Classic Woodie Camarilla DeMark
R4 269.95 268.32 262.94
R3 267.36 265.73 262.23
R2 264.77 264.77 261.99
R1 263.14 263.14 261.76 262.66
PP 262.18 262.18 262.18 261.94
S1 260.55 260.55 261.28 260.07
S2 259.59 259.59 261.05
S3 257.00 257.96 260.81
S4 254.41 255.37 260.10
Weekly Pivots for week ending 26-Aug-1988
Classic Woodie Camarilla DeMark
R4 272.91 270.90 262.21
R3 268.31 266.30 260.95
R2 263.71 263.71 260.52
R1 261.70 261.70 260.10 260.41
PP 259.11 259.11 259.11 258.47
S1 257.10 257.10 259.26 255.81
S2 254.51 254.51 258.84
S3 249.91 252.50 258.42
S4 245.31 247.90 257.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 263.80 257.56 6.24 2.4% 2.39 0.9% 63% True False
10 263.80 256.53 7.27 2.8% 2.52 1.0% 69% True False
20 274.20 256.53 17.67 6.8% 2.90 1.1% 28% False False
40 274.20 256.53 17.67 6.8% 2.93 1.1% 28% False False
60 276.88 256.53 20.35 7.8% 3.16 1.2% 25% False False
80 276.88 248.85 28.03 10.7% 3.19 1.2% 45% False False
100 276.88 248.85 28.03 10.7% 3.22 1.2% 45% False False
120 276.88 248.85 28.03 10.7% 3.23 1.2% 45% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0.41
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 274.81
2.618 270.58
1.618 267.99
1.000 266.39
0.618 265.40
HIGH 263.80
0.618 262.81
0.500 262.51
0.382 262.20
LOW 261.21
0.618 259.61
1.000 258.62
1.618 257.02
2.618 254.43
4.250 250.20
Fisher Pivots for day following 31-Aug-1988
Pivot 1 day 3 day
R1 262.51 261.74
PP 262.18 261.67
S1 261.85 261.59

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

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