S&P500 Cash Index


Trading Metrics calculated at close of trading on 04-Sep-1990
Day Change Summary
Previous Current
31-Aug-1990 04-Sep-1990 Change Change % Previous Week
Open 318.70 322.56 3.86 1.2% 311.55
High 322.57 323.09 0.52 0.2% 325.83
Low 316.59 319.11 2.52 0.8% 311.55
Close 322.56 323.09 0.53 0.2% 322.56
Range 5.98 3.98 -2.00 -33.4% 14.28
ATR 6.03 5.88 -0.15 -2.4% 0.00
Volume
Daily Pivots for day following 04-Sep-1990
Classic Woodie Camarilla DeMark
R4 333.70 332.38 325.28
R3 329.72 328.40 324.18
R2 325.74 325.74 323.82
R1 324.42 324.42 323.45 325.08
PP 321.76 321.76 321.76 322.10
S1 320.44 320.44 322.73 321.10
S2 317.78 317.78 322.36
S3 313.80 316.46 322.00
S4 309.82 312.48 320.90
Weekly Pivots for week ending 31-Aug-1990
Classic Woodie Camarilla DeMark
R4 362.82 356.97 330.41
R3 348.54 342.69 326.49
R2 334.26 334.26 325.18
R1 328.41 328.41 323.87 331.34
PP 319.98 319.98 319.98 321.44
S1 314.13 314.13 321.25 317.06
S2 305.70 305.70 319.94
S3 291.42 299.85 318.63
S4 277.14 285.57 314.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 325.83 316.59 9.24 2.9% 4.72 1.5% 70% False False
10 328.51 306.18 22.33 6.9% 6.80 2.1% 76% False False
20 341.92 306.18 35.74 11.1% 5.94 1.8% 47% False False
40 369.78 306.18 63.60 19.7% 5.61 1.7% 27% False False
60 369.78 306.18 63.60 19.7% 4.97 1.5% 27% False False
80 369.78 306.18 63.60 19.7% 4.68 1.4% 27% False False
100 369.78 306.18 63.60 19.7% 4.39 1.4% 27% False False
120 369.78 306.18 63.60 19.7% 4.17 1.3% 27% False False
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 0.74
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 340.01
2.618 333.51
1.618 329.53
1.000 327.07
0.618 325.55
HIGH 323.09
0.618 321.57
0.500 321.10
0.382 320.63
LOW 319.11
0.618 316.65
1.000 315.13
1.618 312.67
2.618 308.69
4.250 302.20
Fisher Pivots for day following 04-Sep-1990
Pivot 1 day 3 day
R1 322.43 322.25
PP 321.76 321.42
S1 321.10 320.58

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

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