S&P500 Cash Index


Trading Metrics calculated at close of trading on 30-Sep-1988
Day Change Summary
Previous Current
29-Sep-1988 30-Sep-1988 Change Change % Previous Week
Open 269.08 272.59 3.51 1.3% 269.76
High 273.02 274.87 1.85 0.7% 274.87
Low 269.08 271.66 2.58 1.0% 267.77
Close 272.59 271.91 -0.68 -0.2% 271.91
Range 3.94 3.21 -0.73 -18.5% 7.10
ATR 2.43 2.48 0.06 2.3% 0.00
Volume
Daily Pivots for day following 30-Sep-1988
Classic Woodie Camarilla DeMark
R4 282.44 280.39 273.68
R3 279.23 277.18 272.79
R2 276.02 276.02 272.50
R1 273.97 273.97 272.20 273.39
PP 272.81 272.81 272.81 272.53
S1 270.76 270.76 271.62 270.18
S2 269.60 269.60 271.32
S3 266.39 267.55 271.03
S4 263.18 264.34 270.14
Weekly Pivots for week ending 30-Sep-1988
Classic Woodie Camarilla DeMark
R4 292.82 289.46 275.82
R3 285.72 282.36 273.86
R2 278.62 278.62 273.21
R1 275.26 275.26 272.56 276.94
PP 271.52 271.52 271.52 272.36
S1 268.16 268.16 271.26 269.84
S2 264.42 264.42 270.61
S3 257.32 261.06 269.96
S4 250.22 253.96 268.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 274.87 267.77 7.10 2.6% 2.20 0.8% 58% True False
10 274.87 267.41 7.46 2.7% 2.13 0.8% 60% True False
20 274.87 258.35 16.52 6.1% 2.43 0.9% 82% True False
40 274.87 256.53 18.34 6.7% 2.72 1.0% 84% True False
60 274.87 256.53 18.34 6.7% 2.79 1.0% 84% True False
80 276.88 256.53 20.35 7.5% 2.95 1.1% 76% False False
100 276.88 248.85 28.03 10.3% 3.06 1.1% 82% False False
120 276.88 248.85 28.03 10.3% 3.11 1.1% 82% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 288.51
2.618 283.27
1.618 280.06
1.000 278.08
0.618 276.85
HIGH 274.87
0.618 273.64
0.500 273.27
0.382 272.89
LOW 271.66
0.618 269.68
1.000 268.45
1.618 266.47
2.618 263.26
4.250 258.02
Fisher Pivots for day following 30-Sep-1988
Pivot 1 day 3 day
R1 273.27 271.71
PP 272.81 271.52
S1 272.36 271.32

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

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