S&P500 Cash Index


Trading Metrics calculated at close of trading on 15-Nov-1988
Day Change Summary
Previous Current
14-Nov-1988 15-Nov-1988 Change Change % Previous Week
Open 267.92 267.72 -0.20 -0.1% 276.31
High 269.25 268.75 -0.50 -0.2% 276.31
Low 266.79 267.72 0.93 0.3% 267.92
Close 267.72 268.34 0.62 0.2% 267.92
Range 2.46 1.03 -1.43 -58.1% 8.39
ATR 2.74 2.62 -0.12 -4.5% 0.00
Volume
Daily Pivots for day following 15-Nov-1988
Classic Woodie Camarilla DeMark
R4 271.36 270.88 268.91
R3 270.33 269.85 268.62
R2 269.30 269.30 268.53
R1 268.82 268.82 268.43 269.06
PP 268.27 268.27 268.27 268.39
S1 267.79 267.79 268.25 268.03
S2 267.24 267.24 268.15
S3 266.21 266.76 268.06
S4 265.18 265.73 267.77
Weekly Pivots for week ending 11-Nov-1988
Classic Woodie Camarilla DeMark
R4 295.89 290.29 272.53
R3 287.50 281.90 270.23
R2 279.11 279.11 269.46
R1 273.51 273.51 268.69 272.12
PP 270.72 270.72 270.72 270.02
S1 265.12 265.12 267.15 263.73
S2 262.33 262.33 266.38
S3 253.94 256.73 265.61
S4 245.55 248.34 263.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 275.15 266.79 8.36 3.1% 2.73 1.0% 19% False False
10 280.37 266.79 13.58 5.1% 2.48 0.9% 11% False False
20 283.95 266.79 17.16 6.4% 2.77 1.0% 9% False False
40 283.95 266.79 17.16 6.4% 2.60 1.0% 9% False False
60 283.95 256.53 27.42 10.2% 2.63 1.0% 43% False False
80 283.95 256.53 27.42 10.2% 2.76 1.0% 43% False False
100 283.95 256.53 27.42 10.2% 2.87 1.1% 43% False False
120 283.95 252.74 31.21 11.6% 2.97 1.1% 50% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 273.13
2.618 271.45
1.618 270.42
1.000 269.78
0.618 269.39
HIGH 268.75
0.618 268.36
0.500 268.24
0.382 268.11
LOW 267.72
0.618 267.08
1.000 266.69
1.618 266.05
2.618 265.02
4.250 263.34
Fisher Pivots for day following 15-Nov-1988
Pivot 1 day 3 day
R1 268.31 270.24
PP 268.27 269.61
S1 268.24 268.97

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

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