S&P500 Cash Index


Trading Metrics calculated at close of trading on 07-Aug-1990
Day Change Summary
Previous Current
06-Aug-1990 07-Aug-1990 Change Change % Previous Week
Open 344.75 334.43 -10.32 -3.0% 353.44
High 344.75 338.63 -6.12 -1.8% 357.35
Low 333.27 332.22 -1.05 -0.3% 338.20
Close 334.43 334.83 0.40 0.1% 344.86
Range 11.48 6.41 -5.07 -44.2% 19.15
ATR 5.37 5.44 0.07 1.4% 0.00
Volume
Daily Pivots for day following 07-Aug-1990
Classic Woodie Camarilla DeMark
R4 354.46 351.05 338.36
R3 348.05 344.64 336.59
R2 341.64 341.64 336.01
R1 338.23 338.23 335.42 339.94
PP 335.23 335.23 335.23 336.08
S1 331.82 331.82 334.24 333.53
S2 328.82 328.82 333.65
S3 322.41 325.41 333.07
S4 316.00 319.00 331.30
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
5 357.35 332.22 25.13 7.5% 8.10 2.4% 10% False True
10 357.52 332.22 25.30 7.6% 5.83 1.7% 10% False True
20 369.78 332.22 37.56 11.2% 5.44 1.6% 7% False True
40 369.78 332.22 37.56 11.2% 4.55 1.4% 7% False True
60 369.78 332.22 37.56 11.2% 4.22 1.3% 7% False True
80 369.78 327.76 42.02 12.5% 4.04 1.2% 17% False False
100 369.78 327.76 42.02 12.5% 3.86 1.2% 17% False False
120 369.78 322.10 47.68 14.2% 3.82 1.1% 27% 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 0.86
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 365.87
2.618 355.41
1.618 349.00
1.000 345.04
0.618 342.59
HIGH 338.63
0.618 336.18
0.500 335.43
0.382 334.67
LOW 332.22
0.618 328.26
1.000 325.81
1.618 321.85
2.618 315.44
4.250 304.98
Fisher Pivots for day following 07-Aug-1990
Pivot 1 day 3 day
R1 335.43 341.85
PP 335.23 339.51
S1 335.03 337.17

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

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