S&P500 Cash Index


Trading Metrics calculated at close of trading on 28-Sep-1989
Day Change Summary
Previous Current
27-Sep-1989 28-Sep-1989 Change Change % Previous Week
Open 344.33 345.10 0.77 0.2% 345.06
High 345.47 348.61 3.14 0.9% 348.46
Low 342.85 345.10 2.25 0.7% 344.60
Close 345.10 348.60 3.50 1.0% 347.05
Range 2.62 3.51 0.89 34.0% 3.86
ATR 2.92 2.96 0.04 1.5% 0.00
Volume
Daily Pivots for day following 28-Sep-1989
Classic Woodie Camarilla DeMark
R4 357.97 356.79 350.53
R3 354.46 353.28 349.57
R2 350.95 350.95 349.24
R1 349.77 349.77 348.92 350.36
PP 347.44 347.44 347.44 347.73
S1 346.26 346.26 348.28 346.85
S2 343.93 343.93 347.96
S3 340.42 342.75 347.63
S4 336.91 339.24 346.67
Weekly Pivots for week ending 22-Sep-1989
Classic Woodie Camarilla DeMark
R4 358.28 356.53 349.17
R3 354.42 352.67 348.11
R2 350.56 350.56 347.76
R1 348.81 348.81 347.40 349.69
PP 346.70 346.70 346.70 347.14
S1 344.95 344.95 346.70 345.83
S2 342.84 342.84 346.34
S3 338.98 341.09 345.99
S4 335.12 337.23 344.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 348.61 342.85 5.76 1.7% 2.85 0.8% 100% True False
10 348.61 341.37 7.24 2.1% 2.65 0.8% 100% True False
20 354.13 341.37 12.76 3.7% 2.79 0.8% 57% False False
40 354.13 339.00 15.13 4.3% 3.16 0.9% 63% False False
60 354.13 320.45 33.68 9.7% 3.16 0.9% 84% False False
80 354.13 314.38 39.75 11.4% 3.15 0.9% 86% False False
100 354.13 304.06 50.07 14.4% 3.09 0.9% 89% False False
120 354.13 296.27 57.86 16.6% 2.99 0.9% 90% False 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 0.57
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 363.53
2.618 357.80
1.618 354.29
1.000 352.12
0.618 350.78
HIGH 348.61
0.618 347.27
0.500 346.86
0.382 346.44
LOW 345.10
0.618 342.93
1.000 341.59
1.618 339.42
2.618 335.91
4.250 330.18
Fisher Pivots for day following 28-Sep-1989
Pivot 1 day 3 day
R1 348.02 347.64
PP 347.44 346.69
S1 346.86 345.73

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

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