S&P500 Cash Index


Trading Metrics calculated at close of trading on 15-Aug-1990
Day Change Summary
Previous Current
14-Aug-1990 15-Aug-1990 Change Change % Previous Week
Open 338.77 339.39 0.62 0.2% 344.75
High 340.96 341.92 0.96 0.3% 344.75
Low 337.19 339.38 2.19 0.6% 332.22
Close 339.39 340.06 0.67 0.2% 335.52
Range 3.77 2.54 -1.23 -32.6% 12.53
ATR 5.24 5.05 -0.19 -3.7% 0.00
Volume
Daily Pivots for day following 15-Aug-1990
Classic Woodie Camarilla DeMark
R4 348.07 346.61 341.46
R3 345.53 344.07 340.76
R2 342.99 342.99 340.53
R1 341.53 341.53 340.29 342.26
PP 340.45 340.45 340.45 340.82
S1 338.99 338.99 339.83 339.72
S2 337.91 337.91 339.59
S3 335.37 336.45 339.36
S4 332.83 333.91 338.66
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
5 341.92 332.02 9.90 2.9% 4.38 1.3% 81% True False
10 355.51 332.02 23.49 6.9% 6.32 1.9% 34% False False
20 366.64 332.02 34.62 10.2% 5.49 1.6% 23% False False
40 369.78 332.02 37.76 11.1% 4.63 1.4% 21% False False
60 369.78 332.02 37.76 11.1% 4.30 1.3% 21% False False
80 369.78 327.76 42.02 12.4% 4.06 1.2% 29% False False
100 369.78 327.76 42.02 12.4% 3.90 1.1% 29% False False
120 369.78 323.98 45.80 13.5% 3.82 1.1% 35% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.80
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 352.72
2.618 348.57
1.618 346.03
1.000 344.46
0.618 343.49
HIGH 341.92
0.618 340.95
0.500 340.65
0.382 340.35
LOW 339.38
0.618 337.81
1.000 336.84
1.618 335.27
2.618 332.73
4.250 328.59
Fisher Pivots for day following 15-Aug-1990
Pivot 1 day 3 day
R1 340.65 339.03
PP 340.45 338.00
S1 340.26 336.97

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

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