S&P500 Cash Index


Trading Metrics calculated at close of trading on 14-Aug-1990
Day Change Summary
Previous Current
13-Aug-1990 14-Aug-1990 Change Change % Previous Week
Open 335.52 338.77 3.25 1.0% 344.75
High 338.88 340.96 2.08 0.6% 344.75
Low 332.02 337.19 5.17 1.6% 332.22
Close 338.84 339.39 0.55 0.2% 335.52
Range 6.86 3.77 -3.09 -45.0% 12.53
ATR 5.35 5.24 -0.11 -2.1% 0.00
Volume
Daily Pivots for day following 14-Aug-1990
Classic Woodie Camarilla DeMark
R4 350.49 348.71 341.46
R3 346.72 344.94 340.43
R2 342.95 342.95 340.08
R1 341.17 341.17 339.74 342.06
PP 339.18 339.18 339.18 339.63
S1 337.40 337.40 339.04 338.29
S2 335.41 335.41 338.70
S3 331.64 333.63 338.35
S4 327.87 329.86 337.32
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
5 340.96 332.02 8.94 2.6% 4.75 1.4% 82% True False
10 357.35 332.02 25.33 7.5% 6.42 1.9% 29% False False
20 367.52 332.02 35.50 10.5% 5.59 1.6% 21% False False
40 369.78 332.02 37.76 11.1% 4.63 1.4% 20% False False
60 369.78 332.02 37.76 11.1% 4.34 1.3% 20% False False
80 369.78 327.76 42.02 12.4% 4.09 1.2% 28% False False
100 369.78 327.76 42.02 12.4% 3.89 1.1% 28% False False
120 369.78 322.10 47.68 14.0% 3.83 1.1% 36% 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 0.91
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 356.98
2.618 350.83
1.618 347.06
1.000 344.73
0.618 343.29
HIGH 340.96
0.618 339.52
0.500 339.08
0.382 338.63
LOW 337.19
0.618 334.86
1.000 333.42
1.618 331.09
2.618 327.32
4.250 321.17
Fisher Pivots for day following 14-Aug-1990
Pivot 1 day 3 day
R1 339.29 338.42
PP 339.18 337.46
S1 339.08 336.49

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

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