S&P500 Cash Index


Trading Metrics calculated at close of trading on 24-Aug-1990
Day Change Summary
Previous Current
23-Aug-1990 24-Aug-1990 Change Change % Previous Week
Open 316.55 307.06 -9.49 -3.0% 327.80
High 316.55 311.65 -4.90 -1.5% 329.90
Low 306.56 306.18 -0.38 -0.1% 306.18
Close 307.06 311.51 4.45 1.4% 311.51
Range 9.99 5.47 -4.52 -45.2% 23.72
ATR 6.00 5.97 -0.04 -0.6% 0.00
Volume
Daily Pivots for day following 24-Aug-1990
Classic Woodie Camarilla DeMark
R4 326.19 324.32 314.52
R3 320.72 318.85 313.01
R2 315.25 315.25 312.51
R1 313.38 313.38 312.01 314.32
PP 309.78 309.78 309.78 310.25
S1 307.91 307.91 311.01 308.85
S2 304.31 304.31 310.51
S3 298.84 302.44 310.01
S4 293.37 296.97 308.50
Weekly Pivots for week ending 24-Aug-1990
Classic Woodie Camarilla DeMark
R4 387.02 372.99 324.56
R3 363.30 349.27 318.03
R2 339.58 339.58 315.86
R1 325.55 325.55 313.68 320.71
PP 315.86 315.86 315.86 313.44
S1 301.83 301.83 309.34 296.99
S2 292.14 292.14 307.16
S3 268.42 278.11 304.99
S4 244.70 254.39 298.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 329.90 306.18 23.72 7.6% 7.12 2.3% 22% False True
10 341.92 306.18 35.74 11.5% 6.42 2.1% 15% False True
20 357.35 306.18 51.17 16.4% 6.28 2.0% 10% False True
40 369.78 306.18 63.60 20.4% 5.15 1.7% 8% False True
60 369.78 306.18 63.60 20.4% 4.78 1.5% 8% False True
80 369.78 306.18 63.60 20.4% 4.43 1.4% 8% False True
100 369.78 306.18 63.60 20.4% 4.18 1.3% 8% False True
120 369.78 306.18 63.60 20.4% 4.04 1.3% 8% False True
Crabel Price Patterns
NR True
NR4 True
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 0.89
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 334.90
2.618 325.97
1.618 320.50
1.000 317.12
0.618 315.03
HIGH 311.65
0.618 309.56
0.500 308.92
0.382 308.27
LOW 306.18
0.618 302.80
1.000 300.71
1.618 297.33
2.618 291.86
4.250 282.93
Fisher Pivots for day following 24-Aug-1990
Pivot 1 day 3 day
R1 310.65 315.17
PP 309.78 313.95
S1 308.92 312.73

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

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