S&P500 Cash Index


Trading Metrics calculated at close of trading on 01-Nov-1989
Day Change Summary
Previous Current
31-Oct-1989 01-Nov-1989 Change Change % Previous Week
Open 335.07 340.36 5.29 1.6% 347.16
High 340.86 341.74 0.88 0.3% 348.19
Low 335.07 339.79 4.72 1.4% 333.26
Close 340.36 341.20 0.84 0.2% 335.06
Range 5.79 1.95 -3.84 -66.3% 14.93
ATR 5.33 5.09 -0.24 -4.5% 0.00
Volume
Daily Pivots for day following 01-Nov-1989
Classic Woodie Camarilla DeMark
R4 346.76 345.93 342.27
R3 344.81 343.98 341.74
R2 342.86 342.86 341.56
R1 342.03 342.03 341.38 342.45
PP 340.91 340.91 340.91 341.12
S1 340.08 340.08 341.02 340.50
S2 338.96 338.96 340.84
S3 337.01 338.13 340.66
S4 335.06 336.18 340.13
Weekly Pivots for week ending 27-Oct-1989
Classic Woodie Camarilla DeMark
R4 383.63 374.27 343.27
R3 368.70 359.34 339.17
R2 353.77 353.77 337.80
R1 344.41 344.41 336.43 341.63
PP 338.84 338.84 338.84 337.44
S1 329.48 329.48 333.69 326.70
S2 323.91 323.91 332.32
S3 308.98 314.55 330.95
S4 294.05 299.62 326.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 342.50 333.26 9.24 2.7% 4.06 1.2% 86% False False
10 348.82 333.26 15.56 4.6% 4.67 1.4% 51% False False
20 360.44 327.12 33.32 9.8% 5.97 1.7% 42% False False
40 360.44 327.12 33.32 9.8% 4.39 1.3% 42% False False
60 360.44 327.12 33.32 9.8% 4.10 1.2% 42% False False
80 360.44 327.12 33.32 9.8% 3.86 1.1% 42% False False
100 360.44 314.38 46.06 13.5% 3.73 1.1% 58% False False
120 360.44 313.84 46.60 13.7% 3.56 1.0% 59% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.35
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 350.03
2.618 346.85
1.618 344.90
1.000 343.69
0.618 342.95
HIGH 341.74
0.618 341.00
0.500 340.77
0.382 340.53
LOW 339.79
0.618 338.58
1.000 337.84
1.618 336.63
2.618 334.68
4.250 331.50
Fisher Pivots for day following 01-Nov-1989
Pivot 1 day 3 day
R1 341.06 340.17
PP 340.91 339.14
S1 340.77 338.11

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

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