S&P500 Cash Index


Trading Metrics calculated at close of trading on 12-May-1989
Day Change Summary
Previous Current
11-May-1989 12-May-1989 Change Change % Previous Week
Open 305.80 306.95 1.15 0.4% 307.61
High 307.34 313.84 6.50 2.1% 313.84
Low 305.80 306.95 1.15 0.4% 304.06
Close 306.95 313.84 6.89 2.2% 313.84
Range 1.54 6.89 5.35 347.4% 9.78
ATR 2.32 2.65 0.33 14.0% 0.00
Volume
Daily Pivots for day following 12-May-1989
Classic Woodie Camarilla DeMark
R4 332.21 329.92 317.63
R3 325.32 323.03 315.73
R2 318.43 318.43 315.10
R1 316.14 316.14 314.47 317.29
PP 311.54 311.54 311.54 312.12
S1 309.25 309.25 313.21 310.40
S2 304.65 304.65 312.58
S3 297.76 302.36 311.95
S4 290.87 295.47 310.05
Weekly Pivots for week ending 12-May-1989
Classic Woodie Camarilla DeMark
R4 339.92 336.66 319.22
R3 330.14 326.88 316.53
R2 320.36 320.36 315.63
R1 317.10 317.10 314.74 318.73
PP 310.58 310.58 310.58 311.40
S1 307.32 307.32 312.94 308.95
S2 300.80 300.80 312.05
S3 291.02 297.54 311.15
S4 281.24 287.76 308.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 313.84 304.06 9.78 3.1% 3.13 1.0% 100% True False
10 313.84 304.06 9.78 3.1% 2.64 0.8% 100% True False
20 313.84 300.71 13.13 4.2% 2.60 0.8% 100% True False
40 313.84 288.18 25.66 8.2% 2.59 0.8% 100% True False
60 313.84 286.26 27.58 8.8% 2.57 0.8% 100% True False
80 313.84 284.50 29.34 9.3% 2.63 0.8% 100% True False
100 313.84 273.81 40.03 12.8% 2.53 0.8% 100% True False
120 313.84 263.41 50.43 16.1% 2.50 0.8% 100% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Widest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 343.12
2.618 331.88
1.618 324.99
1.000 320.73
0.618 318.10
HIGH 313.84
0.618 311.21
0.500 310.40
0.382 309.58
LOW 306.95
0.618 302.69
1.000 300.06
1.618 295.80
2.618 288.91
4.250 277.67
Fisher Pivots for day following 12-May-1989
Pivot 1 day 3 day
R1 312.69 312.34
PP 311.54 310.84
S1 310.40 309.35

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

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