S&P500 Cash Index


Trading Metrics calculated at close of trading on 10-May-1990
Day Change Summary
Previous Current
09-May-1990 10-May-1990 Change Change % Previous Week
Open 342.01 342.87 0.86 0.3% 329.09
High 343.08 344.98 1.90 0.6% 338.46
Low 340.90 342.77 1.87 0.5% 327.76
Close 342.86 343.82 0.96 0.3% 338.39
Range 2.18 2.21 0.03 1.4% 10.70
ATR 3.07 3.00 -0.06 -2.0% 0.00
Volume
Daily Pivots for day following 10-May-1990
Classic Woodie Camarilla DeMark
R4 350.49 349.36 345.04
R3 348.28 347.15 344.43
R2 346.07 346.07 344.23
R1 344.94 344.94 344.02 345.51
PP 343.86 343.86 343.86 344.14
S1 342.73 342.73 343.62 343.30
S2 341.65 341.65 343.41
S3 339.44 340.52 343.21
S4 337.23 338.31 342.60
Weekly Pivots for week ending 04-May-1990
Classic Woodie Camarilla DeMark
R4 366.97 363.38 344.28
R3 356.27 352.68 341.33
R2 345.57 345.57 340.35
R1 341.98 341.98 339.37 343.78
PP 334.87 334.87 334.87 335.77
S1 331.28 331.28 337.41 333.08
S2 324.17 324.17 336.43
S3 313.47 320.58 335.45
S4 302.77 309.88 332.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 344.98 335.17 9.81 2.9% 2.50 0.7% 88% True False
10 344.98 327.76 17.22 5.0% 2.78 0.8% 93% True False
20 347.30 327.76 19.54 5.7% 3.21 0.9% 82% False False
40 347.30 327.76 19.54 5.7% 3.16 0.9% 82% False False
60 347.30 322.10 25.20 7.3% 3.31 1.0% 86% False False
80 347.30 319.83 27.47 8.0% 3.71 1.1% 87% False False
100 360.59 319.83 40.76 11.9% 3.81 1.1% 59% False False
120 360.59 319.83 40.76 11.9% 3.66 1.1% 59% False 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 0.43
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 354.37
2.618 350.77
1.618 348.56
1.000 347.19
0.618 346.35
HIGH 344.98
0.618 344.14
0.500 343.88
0.382 343.61
LOW 342.77
0.618 341.40
1.000 340.56
1.618 339.19
2.618 336.98
4.250 333.38
Fisher Pivots for day following 10-May-1990
Pivot 1 day 3 day
R1 343.88 343.41
PP 343.86 342.99
S1 343.84 342.58

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

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