S&P500 Cash Index


Trading Metrics calculated at close of trading on 04-Oct-1989
Day Change Summary
Previous Current
03-Oct-1989 04-Oct-1989 Change Change % Previous Week
Open 350.87 354.71 3.84 1.1% 347.05
High 354.73 357.49 2.76 0.8% 350.31
Low 350.85 354.71 3.86 1.1% 342.85
Close 354.71 356.94 2.23 0.6% 349.15
Range 3.88 2.78 -1.10 -28.4% 7.46
ATR 2.96 2.94 -0.01 -0.4% 0.00
Volume
Daily Pivots for day following 04-Oct-1989
Classic Woodie Camarilla DeMark
R4 364.72 363.61 358.47
R3 361.94 360.83 357.70
R2 359.16 359.16 357.45
R1 358.05 358.05 357.19 358.61
PP 356.38 356.38 356.38 356.66
S1 355.27 355.27 356.69 355.83
S2 353.60 353.60 356.43
S3 350.82 352.49 356.18
S4 348.04 349.71 355.41
Weekly Pivots for week ending 29-Sep-1989
Classic Woodie Camarilla DeMark
R4 369.82 366.94 353.25
R3 362.36 359.48 351.20
R2 354.90 354.90 350.52
R1 352.02 352.02 349.83 353.46
PP 347.44 347.44 347.44 348.16
S1 344.56 344.56 348.47 346.00
S2 339.98 339.98 347.78
S3 332.52 337.10 347.10
S4 325.06 329.64 345.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 357.49 345.10 12.39 3.5% 3.00 0.8% 96% True False
10 357.49 342.85 14.64 4.1% 2.92 0.8% 96% True False
20 357.49 341.37 16.12 4.5% 2.81 0.8% 97% True False
40 357.49 339.00 18.49 5.2% 3.17 0.9% 97% True False
60 357.49 327.13 30.36 8.5% 3.16 0.9% 98% True False
80 357.49 314.38 43.11 12.1% 3.17 0.9% 99% True False
100 357.49 313.84 43.65 12.2% 3.08 0.9% 99% True False
120 357.49 300.71 56.78 15.9% 3.00 0.8% 99% True False
Crabel Price Patterns
NR True
NR4 False
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 0.41
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 369.31
2.618 364.77
1.618 361.99
1.000 360.27
0.618 359.21
HIGH 357.49
0.618 356.43
0.500 356.10
0.382 355.77
LOW 354.71
0.618 352.99
1.000 351.93
1.618 350.21
2.618 347.43
4.250 342.90
Fisher Pivots for day following 04-Oct-1989
Pivot 1 day 3 day
R1 356.66 355.60
PP 356.38 354.26
S1 356.10 352.92

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

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