S&P500 Cash Index


Trading Metrics calculated at close of trading on 22-Aug-1990
Day Change Summary
Previous Current
21-Aug-1990 22-Aug-1990 Change Change % Previous Week
Open 328.51 321.86 -6.65 -2.0% 335.52
High 328.51 324.15 -4.36 -1.3% 341.92
Low 318.78 316.55 -2.23 -0.7% 324.63
Close 321.86 316.55 -5.31 -1.6% 327.83
Range 9.73 7.60 -2.13 -21.9% 17.29
ATR 5.55 5.70 0.15 2.6% 0.00
Volume
Daily Pivots for day following 22-Aug-1990
Classic Woodie Camarilla DeMark
R4 341.88 336.82 320.73
R3 334.28 329.22 318.64
R2 326.68 326.68 317.94
R1 321.62 321.62 317.25 320.35
PP 319.08 319.08 319.08 318.45
S1 314.02 314.02 315.85 312.75
S2 311.48 311.48 315.16
S3 303.88 306.42 314.46
S4 296.28 298.82 312.37
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
5 340.06 316.55 23.51 7.4% 7.11 2.2% 0% False True
10 341.92 316.55 25.37 8.0% 5.75 1.8% 0% False True
20 357.47 316.55 40.92 12.9% 5.87 1.9% 0% False True
40 369.78 316.55 53.23 16.8% 4.95 1.6% 0% False True
60 369.78 316.55 53.23 16.8% 4.58 1.4% 0% False True
80 369.78 316.55 53.23 16.8% 4.29 1.4% 0% False True
100 369.78 316.55 53.23 16.8% 4.11 1.3% 0% False True
120 369.78 316.55 53.23 16.8% 3.97 1.3% 0% False True
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 0.88
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 356.45
2.618 344.05
1.618 336.45
1.000 331.75
0.618 328.85
HIGH 324.15
0.618 321.25
0.500 320.35
0.382 319.45
LOW 316.55
0.618 311.85
1.000 308.95
1.618 304.25
2.618 296.65
4.250 284.25
Fisher Pivots for day following 22-Aug-1990
Pivot 1 day 3 day
R1 320.35 323.23
PP 319.08 321.00
S1 317.82 318.78

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

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