S&P500 Cash Index


Trading Metrics calculated at close of trading on 20-Oct-1988
Day Change Summary
Previous Current
19-Oct-1988 20-Oct-1988 Change Change % Previous Week
Open 279.38 276.97 -2.41 -0.9% 278.07
High 280.53 282.88 2.35 0.8% 278.69
Low 274.41 276.93 2.52 0.9% 273.05
Close 276.97 282.88 5.91 2.1% 275.50
Range 6.12 5.95 -0.17 -2.8% 5.64
ATR 2.86 3.08 0.22 7.7% 0.00
Volume
Daily Pivots for day following 20-Oct-1988
Classic Woodie Camarilla DeMark
R4 298.75 296.76 286.15
R3 292.80 290.81 284.52
R2 286.85 286.85 283.97
R1 284.86 284.86 283.43 285.86
PP 280.90 280.90 280.90 281.39
S1 278.91 278.91 282.33 279.91
S2 274.95 274.95 281.79
S3 269.00 272.96 281.24
S4 263.05 267.01 279.61
Weekly Pivots for week ending 14-Oct-1988
Classic Woodie Camarilla DeMark
R4 292.67 289.72 278.60
R3 287.03 284.08 277.05
R2 281.39 281.39 276.53
R1 278.44 278.44 276.02 277.10
PP 275.75 275.75 275.75 275.07
S1 272.80 272.80 274.98 271.46
S2 270.11 270.11 274.47
S3 264.47 267.16 273.95
S4 258.83 261.52 272.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 282.88 274.08 8.80 3.1% 3.92 1.4% 100% True False
10 282.88 272.37 10.51 3.7% 3.61 1.3% 100% True False
20 282.88 267.77 15.11 5.3% 2.86 1.0% 100% True False
40 282.88 256.98 25.90 9.2% 2.73 1.0% 100% True False
60 282.88 256.53 26.35 9.3% 2.88 1.0% 100% True False
80 282.88 256.53 26.35 9.3% 2.94 1.0% 100% True False
100 282.88 256.53 26.35 9.3% 3.02 1.1% 100% True False
120 282.88 248.85 34.03 12.0% 3.05 1.1% 100% True 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 0.41
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 308.17
2.618 298.46
1.618 292.51
1.000 288.83
0.618 286.56
HIGH 282.88
0.618 280.61
0.500 279.91
0.382 279.20
LOW 276.93
0.618 273.25
1.000 270.98
1.618 267.30
2.618 261.35
4.250 251.64
Fisher Pivots for day following 20-Oct-1988
Pivot 1 day 3 day
R1 281.89 281.47
PP 280.90 280.06
S1 279.91 278.65

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

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