S&P500 Cash Index


Trading Metrics calculated at close of trading on 21-Oct-1988
Day Change Summary
Previous Current
20-Oct-1988 21-Oct-1988 Change Change % Previous Week
Open 276.97 282.88 5.91 2.1% 275.50
High 282.88 283.66 0.78 0.3% 283.66
Low 276.93 281.16 4.23 1.5% 274.41
Close 282.88 283.66 0.78 0.3% 283.66
Range 5.95 2.50 -3.45 -58.0% 9.25
ATR 3.08 3.04 -0.04 -1.3% 0.00
Volume
Daily Pivots for day following 21-Oct-1988
Classic Woodie Camarilla DeMark
R4 290.33 289.49 285.04
R3 287.83 286.99 284.35
R2 285.33 285.33 284.12
R1 284.49 284.49 283.89 284.91
PP 282.83 282.83 282.83 283.04
S1 281.99 281.99 283.43 282.41
S2 280.33 280.33 283.20
S3 277.83 279.49 282.97
S4 275.33 276.99 282.29
Weekly Pivots for week ending 21-Oct-1988
Classic Woodie Camarilla DeMark
R4 308.33 305.24 288.75
R3 299.08 295.99 286.20
R2 289.83 289.83 285.36
R1 286.74 286.74 284.51 288.29
PP 280.58 280.58 280.58 281.35
S1 277.49 277.49 282.81 279.04
S2 271.33 271.33 281.96
S3 262.08 268.24 281.12
S4 252.83 258.99 278.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 283.66 274.41 9.25 3.3% 3.84 1.4% 100% True False
10 283.66 273.05 10.61 3.7% 3.29 1.2% 100% True False
20 283.66 267.77 15.89 5.6% 2.88 1.0% 100% True False
40 283.66 256.98 26.68 9.4% 2.71 1.0% 100% True False
60 283.66 256.53 27.13 9.6% 2.85 1.0% 100% True False
80 283.66 256.53 27.13 9.6% 2.93 1.0% 100% True False
100 283.66 256.53 27.13 9.6% 2.99 1.1% 100% True False
120 283.66 248.85 34.81 12.3% 3.05 1.1% 100% True False
Crabel Price Patterns
NR True
NR4 True
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 0.48
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 294.29
2.618 290.21
1.618 287.71
1.000 286.16
0.618 285.21
HIGH 283.66
0.618 282.71
0.500 282.41
0.382 282.12
LOW 281.16
0.618 279.62
1.000 278.66
1.618 277.12
2.618 274.62
4.250 270.54
Fisher Pivots for day following 21-Oct-1988
Pivot 1 day 3 day
R1 283.24 282.12
PP 282.83 280.58
S1 282.41 279.04

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

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