S&P500 Cash Index


Trading Metrics calculated at close of trading on 06-Sep-1990
Day Change Summary
Previous Current
05-Sep-1990 06-Sep-1990 Change Change % Previous Week
Open 323.09 324.39 1.30 0.4% 311.55
High 324.52 324.39 -0.13 0.0% 325.83
Low 320.99 319.37 -1.62 -0.5% 311.55
Close 324.39 320.46 -3.93 -1.2% 322.56
Range 3.53 5.02 1.49 42.2% 14.28
ATR 5.71 5.66 -0.05 -0.9% 0.00
Volume
Daily Pivots for day following 06-Sep-1990
Classic Woodie Camarilla DeMark
R4 336.47 333.48 323.22
R3 331.45 328.46 321.84
R2 326.43 326.43 321.38
R1 323.44 323.44 320.92 322.43
PP 321.41 321.41 321.41 320.90
S1 318.42 318.42 320.00 317.41
S2 316.39 316.39 319.54
S3 311.37 313.40 319.08
S4 306.35 308.38 317.70
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
5 324.57 316.59 7.98 2.5% 5.05 1.6% 48% False False
10 325.83 306.18 19.65 6.1% 5.92 1.8% 73% False False
20 341.92 306.18 35.74 11.2% 5.83 1.8% 40% False False
40 369.78 306.18 63.60 19.8% 5.63 1.8% 22% False False
60 369.78 306.18 63.60 19.8% 4.95 1.5% 22% False False
80 369.78 306.18 63.60 19.8% 4.60 1.4% 22% False False
100 369.78 306.18 63.60 19.8% 4.41 1.4% 22% False False
120 369.78 306.18 63.60 19.8% 4.20 1.3% 22% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.66
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 345.73
2.618 337.53
1.618 332.51
1.000 329.41
0.618 327.49
HIGH 324.39
0.618 322.47
0.500 321.88
0.382 321.29
LOW 319.37
0.618 316.27
1.000 314.35
1.618 311.25
2.618 306.23
4.250 298.04
Fisher Pivots for day following 06-Sep-1990
Pivot 1 day 3 day
R1 321.88 321.82
PP 321.41 321.36
S1 320.93 320.91

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

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