S&P500 Cash Index


Trading Metrics calculated at close of trading on 06-Aug-1990
Day Change Summary
Previous Current
03-Aug-1990 06-Aug-1990 Change Change % Previous Week
Open 351.48 344.75 -6.73 -1.9% 353.44
High 351.48 344.75 -6.73 -1.9% 357.35
Low 338.20 333.27 -4.93 -1.5% 338.20
Close 344.86 334.43 -10.43 -3.0% 344.86
Range 13.28 11.48 -1.80 -13.6% 19.15
ATR 4.89 5.37 0.48 9.8% 0.00
Volume
Daily Pivots for day following 06-Aug-1990
Classic Woodie Camarilla DeMark
R4 371.92 364.66 340.74
R3 360.44 353.18 337.59
R2 348.96 348.96 336.53
R1 341.70 341.70 335.48 339.59
PP 337.48 337.48 337.48 336.43
S1 330.22 330.22 333.38 328.11
S2 326.00 326.00 332.33
S3 314.52 318.74 331.27
S4 303.04 307.26 328.12
Weekly Pivots for week ending 03-Aug-1990
Classic Woodie Camarilla DeMark
R4 404.25 393.71 355.39
R3 385.10 374.56 350.13
R2 365.95 365.95 348.37
R1 355.41 355.41 346.62 351.11
PP 346.80 346.80 346.80 344.65
S1 336.26 336.26 343.10 331.96
S2 327.65 327.65 341.35
S3 308.50 317.11 339.59
S4 289.35 297.96 334.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 357.35 333.27 24.08 7.2% 7.48 2.2% 5% False True
10 357.52 333.27 24.25 7.3% 5.65 1.7% 5% False True
20 369.78 333.27 36.51 10.9% 5.29 1.6% 3% False True
40 369.78 333.27 36.51 10.9% 4.49 1.3% 3% False True
60 369.78 333.27 36.51 10.9% 4.26 1.3% 3% False True
80 369.78 327.76 42.02 12.6% 4.00 1.2% 16% False False
100 369.78 327.76 42.02 12.6% 3.82 1.1% 16% False False
120 369.78 322.10 47.68 14.3% 3.79 1.1% 26% 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 0.71
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 393.54
2.618 374.80
1.618 363.32
1.000 356.23
0.618 351.84
HIGH 344.75
0.618 340.36
0.500 339.01
0.382 337.66
LOW 333.27
0.618 326.18
1.000 321.79
1.618 314.70
2.618 303.22
4.250 284.48
Fisher Pivots for day following 06-Aug-1990
Pivot 1 day 3 day
R1 339.01 344.39
PP 337.48 341.07
S1 335.96 337.75

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

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