S&P500 Cash Index


Trading Metrics calculated at close of trading on 13-Aug-1990
Day Change Summary
Previous Current
10-Aug-1990 13-Aug-1990 Change Change % Previous Week
Open 339.94 335.52 -4.42 -1.3% 344.75
High 339.94 338.88 -1.06 -0.3% 344.75
Low 334.22 332.02 -2.20 -0.7% 332.22
Close 335.52 338.84 3.32 1.0% 335.52
Range 5.72 6.86 1.14 19.9% 12.53
ATR 5.23 5.35 0.12 2.2% 0.00
Volume
Daily Pivots for day following 13-Aug-1990
Classic Woodie Camarilla DeMark
R4 357.16 354.86 342.61
R3 350.30 348.00 340.73
R2 343.44 343.44 340.10
R1 341.14 341.14 339.47 342.29
PP 336.58 336.58 336.58 337.16
S1 334.28 334.28 338.21 335.43
S2 329.72 329.72 337.58
S3 322.86 327.42 336.95
S4 316.00 320.56 335.07
Weekly Pivots for week ending 10-Aug-1990
Classic Woodie Camarilla DeMark
R4 375.09 367.83 342.41
R3 362.56 355.30 338.97
R2 350.03 350.03 337.82
R1 342.77 342.77 336.67 340.14
PP 337.50 337.50 337.50 336.18
S1 330.24 330.24 334.37 327.61
S2 324.97 324.97 333.22
S3 312.44 317.71 332.07
S4 299.91 305.18 328.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 340.56 332.02 8.54 2.5% 5.27 1.6% 80% False True
10 357.35 332.02 25.33 7.5% 6.38 1.9% 27% False True
20 369.40 332.02 37.38 11.0% 5.62 1.7% 18% False True
40 369.78 332.02 37.76 11.1% 4.69 1.4% 18% False True
60 369.78 332.02 37.76 11.1% 4.32 1.3% 18% False True
80 369.78 327.76 42.02 12.4% 4.11 1.2% 26% False False
100 369.78 327.76 42.02 12.4% 3.91 1.2% 26% False False
120 369.78 322.10 47.68 14.1% 3.84 1.1% 35% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.92
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 368.04
2.618 356.84
1.618 349.98
1.000 345.74
0.618 343.12
HIGH 338.88
0.618 336.26
0.500 335.45
0.382 334.64
LOW 332.02
0.618 327.78
1.000 325.16
1.618 320.92
2.618 314.06
4.250 302.87
Fisher Pivots for day following 13-Aug-1990
Pivot 1 day 3 day
R1 337.71 337.99
PP 336.58 337.14
S1 335.45 336.29

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

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