S&P500 Cash Index


Trading Metrics calculated at close of trading on 03-Oct-1988
Day Change Summary
Previous Current
30-Sep-1988 03-Oct-1988 Change Change % Previous Week
Open 272.59 271.91 -0.68 -0.2% 269.76
High 274.87 271.91 -2.96 -1.1% 274.87
Low 271.66 268.84 -2.82 -1.0% 267.77
Close 271.91 271.38 -0.53 -0.2% 271.91
Range 3.21 3.07 -0.14 -4.4% 7.10
ATR 2.48 2.53 0.04 1.7% 0.00
Volume
Daily Pivots for day following 03-Oct-1988
Classic Woodie Camarilla DeMark
R4 279.92 278.72 273.07
R3 276.85 275.65 272.22
R2 273.78 273.78 271.94
R1 272.58 272.58 271.66 271.65
PP 270.71 270.71 270.71 270.24
S1 269.51 269.51 271.10 268.58
S2 267.64 267.64 270.82
S3 264.57 266.44 270.54
S4 261.50 263.37 269.69
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% 2.58 0.9% 51% False False
10 274.87 267.77 7.10 2.6% 2.12 0.8% 51% False False
20 274.87 263.66 11.21 4.1% 2.26 0.8% 69% False False
40 274.87 256.53 18.34 6.8% 2.75 1.0% 81% False False
60 274.87 256.53 18.34 6.8% 2.80 1.0% 81% False False
80 276.88 256.53 20.35 7.5% 2.96 1.1% 73% False False
100 276.88 248.85 28.03 10.3% 3.03 1.1% 80% False False
120 276.88 248.85 28.03 10.3% 3.11 1.1% 80% 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 3 trading days
Fibonacci Retracements and Extensions
4.250 284.96
2.618 279.95
1.618 276.88
1.000 274.98
0.618 273.81
HIGH 271.91
0.618 270.74
0.500 270.38
0.382 270.01
LOW 268.84
0.618 266.94
1.000 265.77
1.618 263.87
2.618 260.80
4.250 255.79
Fisher Pivots for day following 03-Oct-1988
Pivot 1 day 3 day
R1 271.05 271.86
PP 270.71 271.70
S1 270.38 271.54

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

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