S&P500 Cash Index


Trading Metrics calculated at close of trading on 06-Sep-1988
Day Change Summary
Previous Current
02-Sep-1988 06-Sep-1988 Change Change % Previous Week
Open 258.35 264.48 6.13 2.4% 259.68
High 264.90 265.94 1.04 0.4% 264.90
Low 258.35 264.40 6.05 2.3% 256.98
Close 264.48 265.59 1.11 0.4% 264.48
Range 6.55 1.54 -5.01 -76.5% 7.92
ATR 3.24 3.11 -0.12 -3.7% 0.00
Volume
Daily Pivots for day following 06-Sep-1988
Classic Woodie Camarilla DeMark
R4 269.93 269.30 266.44
R3 268.39 267.76 266.01
R2 266.85 266.85 265.87
R1 266.22 266.22 265.73 266.54
PP 265.31 265.31 265.31 265.47
S1 264.68 264.68 265.45 265.00
S2 263.77 263.77 265.31
S3 262.23 263.14 265.17
S4 260.69 261.60 264.74
Weekly Pivots for week ending 02-Sep-1988
Classic Woodie Camarilla DeMark
R4 285.88 283.10 268.84
R3 277.96 275.18 266.66
R2 270.04 270.04 265.93
R1 267.26 267.26 265.21 268.65
PP 262.12 262.12 262.12 262.82
S1 259.34 259.34 263.75 260.73
S2 254.20 254.20 263.03
S3 246.28 251.42 262.30
S4 238.36 243.50 260.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 265.94 256.98 8.96 3.4% 3.37 1.3% 96% True False
10 265.94 256.53 9.41 3.5% 3.00 1.1% 96% True False
20 270.20 256.53 13.67 5.1% 3.19 1.2% 66% False False
40 274.20 256.53 17.67 6.7% 3.07 1.2% 51% False False
60 276.88 256.53 20.35 7.7% 3.17 1.2% 45% False False
80 276.88 248.85 28.03 10.6% 3.23 1.2% 60% False False
100 276.88 248.85 28.03 10.6% 3.18 1.2% 60% False False
120 276.88 248.85 28.03 10.6% 3.28 1.2% 60% 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 0.29
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 272.49
2.618 269.97
1.618 268.43
1.000 267.48
0.618 266.89
HIGH 265.94
0.618 265.35
0.500 265.17
0.382 264.99
LOW 264.40
0.618 263.45
1.000 262.86
1.618 261.91
2.618 260.37
4.250 257.86
Fisher Pivots for day following 06-Sep-1988
Pivot 1 day 3 day
R1 265.45 264.21
PP 265.31 262.84
S1 265.17 261.46

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

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