S&P500 Cash Index


Trading Metrics calculated at close of trading on 05-Sep-1990
Day Change Summary
Previous Current
04-Sep-1990 05-Sep-1990 Change Change % Previous Week
Open 322.56 323.09 0.53 0.2% 311.55
High 323.09 324.52 1.43 0.4% 325.83
Low 319.11 320.99 1.88 0.6% 311.55
Close 323.09 324.39 1.30 0.4% 322.56
Range 3.98 3.53 -0.45 -11.3% 14.28
ATR 5.88 5.71 -0.17 -2.9% 0.00
Volume
Daily Pivots for day following 05-Sep-1990
Classic Woodie Camarilla DeMark
R4 333.89 332.67 326.33
R3 330.36 329.14 325.36
R2 326.83 326.83 325.04
R1 325.61 325.61 324.71 326.22
PP 323.30 323.30 323.30 323.61
S1 322.08 322.08 324.07 322.69
S2 319.77 319.77 323.74
S3 316.24 318.55 323.42
S4 312.71 315.02 322.45
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 2.8% 5.04 1.6% 84% False False
10 325.83 306.18 19.65 6.1% 6.18 1.9% 93% False False
20 341.92 306.18 35.74 11.0% 5.80 1.8% 51% False False
40 369.78 306.18 63.60 19.6% 5.62 1.7% 29% False False
60 369.78 306.18 63.60 19.6% 4.97 1.5% 29% False False
80 369.78 306.18 63.60 19.6% 4.62 1.4% 29% False False
100 369.78 306.18 63.60 19.6% 4.39 1.4% 29% False False
120 369.78 306.18 63.60 19.6% 4.19 1.3% 29% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 339.52
2.618 333.76
1.618 330.23
1.000 328.05
0.618 326.70
HIGH 324.52
0.618 323.17
0.500 322.76
0.382 322.34
LOW 320.99
0.618 318.81
1.000 317.46
1.618 315.28
2.618 311.75
4.250 305.99
Fisher Pivots for day following 05-Sep-1990
Pivot 1 day 3 day
R1 323.85 323.11
PP 323.30 321.83
S1 322.76 320.56

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

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