S&P500 Cash Index


Trading Metrics calculated at close of trading on 22-May-1990
Day Change Summary
Previous Current
21-May-1990 22-May-1990 Change Change % Previous Week
Open 354.63 358.00 3.37 1.0% 352.00
High 359.07 360.50 1.43 0.4% 358.41
Low 353.78 356.09 2.31 0.7% 351.95
Close 358.00 358.43 0.43 0.1% 354.64
Range 5.29 4.41 -0.88 -16.6% 6.46
ATR 3.47 3.54 0.07 1.9% 0.00
Volume
Daily Pivots for day following 22-May-1990
Classic Woodie Camarilla DeMark
R4 371.57 369.41 360.86
R3 367.16 365.00 359.64
R2 362.75 362.75 359.24
R1 360.59 360.59 358.83 361.67
PP 358.34 358.34 358.34 358.88
S1 356.18 356.18 358.03 357.26
S2 353.93 353.93 357.62
S3 349.52 351.77 357.22
S4 345.11 347.36 356.00
Weekly Pivots for week ending 18-May-1990
Classic Woodie Camarilla DeMark
R4 374.38 370.97 358.19
R3 367.92 364.51 356.42
R2 361.46 361.46 355.82
R1 358.05 358.05 355.23 359.76
PP 355.00 355.00 355.00 355.85
S1 351.59 351.59 354.05 353.30
S2 348.54 348.54 353.46
S3 342.08 345.13 352.86
S4 335.62 338.67 351.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 360.50 351.95 8.55 2.4% 3.49 1.0% 76% True False
10 360.50 340.90 19.60 5.5% 3.90 1.1% 89% True False
20 360.50 327.76 32.74 9.1% 3.40 0.9% 94% True False
40 360.50 327.76 32.74 9.1% 3.34 0.9% 94% True False
60 360.50 327.76 32.74 9.1% 3.33 0.9% 94% True False
80 360.50 319.83 40.67 11.3% 3.54 1.0% 95% True False
100 360.59 319.83 40.76 11.4% 3.91 1.1% 95% False False
120 360.59 319.83 40.76 11.4% 3.78 1.1% 95% False 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 0.49
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 379.24
2.618 372.05
1.618 367.64
1.000 364.91
0.618 363.23
HIGH 360.50
0.618 358.82
0.500 358.30
0.382 357.77
LOW 356.09
0.618 353.36
1.000 351.68
1.618 348.95
2.618 344.54
4.250 337.35
Fisher Pivots for day following 22-May-1990
Pivot 1 day 3 day
R1 358.39 357.79
PP 358.34 357.15
S1 358.30 356.51

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

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