S&P500 Cash Index


Trading Metrics calculated at close of trading on 08-Aug-1990
Day Change Summary
Previous Current
07-Aug-1990 08-Aug-1990 Change Change % Previous Week
Open 334.43 334.83 0.40 0.1% 353.44
High 338.63 339.21 0.58 0.2% 357.35
Low 332.22 334.83 2.61 0.8% 338.20
Close 334.83 338.35 3.52 1.1% 344.86
Range 6.41 4.38 -2.03 -31.7% 19.15
ATR 5.44 5.37 -0.08 -1.4% 0.00
Volume
Daily Pivots for day following 08-Aug-1990
Classic Woodie Camarilla DeMark
R4 350.60 348.86 340.76
R3 346.22 344.48 339.55
R2 341.84 341.84 339.15
R1 340.10 340.10 338.75 340.97
PP 337.46 337.46 337.46 337.90
S1 335.72 335.72 337.95 336.59
S2 333.08 333.08 337.55
S3 328.70 331.34 337.15
S4 324.32 326.96 335.94
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
5 355.51 332.22 23.29 6.9% 8.27 2.4% 26% False False
10 357.47 332.22 25.25 7.5% 5.99 1.8% 24% False False
20 369.78 332.22 37.56 11.1% 5.42 1.6% 16% False False
40 369.78 332.22 37.56 11.1% 4.50 1.3% 16% False False
60 369.78 332.22 37.56 11.1% 4.19 1.2% 16% False False
80 369.78 327.76 42.02 12.4% 4.05 1.2% 25% False False
100 369.78 327.76 42.02 12.4% 3.87 1.1% 25% False False
120 369.78 322.10 47.68 14.1% 3.82 1.1% 34% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.76
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 357.83
2.618 350.68
1.618 346.30
1.000 343.59
0.618 341.92
HIGH 339.21
0.618 337.54
0.500 337.02
0.382 336.50
LOW 334.83
0.618 332.12
1.000 330.45
1.618 327.74
2.618 323.36
4.250 316.22
Fisher Pivots for day following 08-Aug-1990
Pivot 1 day 3 day
R1 337.91 338.49
PP 337.46 338.44
S1 337.02 338.40

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

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