S&P500 Cash Index


Trading Metrics calculated at close of trading on 01-Sep-1989
Day Change Summary
Previous Current
31-Aug-1989 01-Sep-1989 Change Change % Previous Week
Open 350.65 351.45 0.80 0.2% 350.52
High 351.45 353.90 2.45 0.7% 353.90
Low 350.21 350.88 0.67 0.2% 348.66
Close 351.45 353.73 2.28 0.6% 353.73
Range 1.24 3.02 1.78 143.5% 5.24
ATR 3.34 3.32 -0.02 -0.7% 0.00
Volume
Daily Pivots for day following 01-Sep-1989
Classic Woodie Camarilla DeMark
R4 361.90 360.83 355.39
R3 358.88 357.81 354.56
R2 355.86 355.86 354.28
R1 354.79 354.79 354.01 355.33
PP 352.84 352.84 352.84 353.10
S1 351.77 351.77 353.45 352.31
S2 349.82 349.82 353.18
S3 346.80 348.75 352.90
S4 343.78 345.73 352.07
Weekly Pivots for week ending 01-Sep-1989
Classic Woodie Camarilla DeMark
R4 367.82 366.01 356.61
R3 362.58 360.77 355.17
R2 357.34 357.34 354.69
R1 355.53 355.53 354.21 356.44
PP 352.10 352.10 352.10 352.55
S1 350.29 350.29 353.25 351.20
S2 346.86 346.86 352.77
S3 341.62 345.05 352.29
S4 336.38 339.81 350.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 353.90 348.66 5.24 1.5% 2.83 0.8% 97% True False
10 353.90 339.00 14.90 4.2% 3.52 1.0% 99% True False
20 353.90 339.00 14.90 4.2% 3.53 1.0% 99% True False
40 353.90 324.91 28.99 8.2% 3.31 0.9% 99% True False
60 353.90 314.38 39.52 11.2% 3.27 0.9% 100% True False
80 353.90 305.80 48.10 13.6% 3.16 0.9% 100% True False
100 353.90 296.27 57.63 16.3% 3.04 0.9% 100% True False
120 353.90 288.18 65.72 18.6% 2.94 0.8% 100% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.57
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 366.74
2.618 361.81
1.618 358.79
1.000 356.92
0.618 355.77
HIGH 353.90
0.618 352.75
0.500 352.39
0.382 352.03
LOW 350.88
0.618 349.01
1.000 347.86
1.618 345.99
2.618 342.97
4.250 338.05
Fisher Pivots for day following 01-Sep-1989
Pivot 1 day 3 day
R1 353.28 352.91
PP 352.84 352.10
S1 352.39 351.28

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

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