S&P500 Cash Index


Trading Metrics calculated at close of trading on 21-Aug-1990
Day Change Summary
Previous Current
20-Aug-1990 21-Aug-1990 Change Change % Previous Week
Open 327.80 328.51 0.71 0.2% 335.52
High 329.90 328.51 -1.39 -0.4% 341.92
Low 327.07 318.78 -8.29 -2.5% 324.63
Close 328.51 321.86 -6.65 -2.0% 327.83
Range 2.83 9.73 6.90 243.8% 17.29
ATR 5.23 5.55 0.32 6.1% 0.00
Volume
Daily Pivots for day following 21-Aug-1990
Classic Woodie Camarilla DeMark
R4 352.24 346.78 327.21
R3 342.51 337.05 324.54
R2 332.78 332.78 323.64
R1 327.32 327.32 322.75 325.19
PP 323.05 323.05 323.05 321.98
S1 317.59 317.59 320.97 315.46
S2 313.32 313.32 320.08
S3 303.59 307.86 319.18
S4 293.86 298.13 316.51
Weekly Pivots for week ending 17-Aug-1990
Classic Woodie Camarilla DeMark
R4 383.33 372.87 337.34
R3 366.04 355.58 332.58
R2 348.75 348.75 331.00
R1 338.29 338.29 329.41 334.88
PP 331.46 331.46 331.46 329.75
S1 321.00 321.00 326.25 317.59
S2 314.17 314.17 324.66
S3 296.88 303.71 323.08
S4 279.59 286.42 318.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 341.92 318.78 23.14 7.2% 6.10 1.9% 13% False True
10 341.92 318.78 23.14 7.2% 5.42 1.7% 13% False True
20 357.52 318.78 38.74 12.0% 5.62 1.7% 8% False True
40 369.78 318.78 51.00 15.8% 4.86 1.5% 6% False True
60 369.78 318.78 51.00 15.8% 4.56 1.4% 6% False True
80 369.78 318.78 51.00 15.8% 4.24 1.3% 6% False True
100 369.78 318.78 51.00 15.8% 4.06 1.3% 6% False True
120 369.78 318.78 51.00 15.8% 3.93 1.2% 6% False True
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.65
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 369.86
2.618 353.98
1.618 344.25
1.000 338.24
0.618 334.52
HIGH 328.51
0.618 324.79
0.500 323.65
0.382 322.50
LOW 318.78
0.618 312.77
1.000 309.05
1.618 303.04
2.618 293.31
4.250 277.43
Fisher Pivots for day following 21-Aug-1990
Pivot 1 day 3 day
R1 323.65 325.57
PP 323.05 324.33
S1 322.46 323.10

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

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