S&P500 Cash Index


Trading Metrics calculated at close of trading on 11-Sep-1990
Day Change Summary
Previous Current
10-Sep-1990 11-Sep-1990 Change Change % Previous Week
Open 323.42 321.63 -1.79 -0.6% 322.56
High 326.53 322.18 -4.35 -1.3% 324.52
Low 320.31 319.60 -0.71 -0.2% 319.11
Close 321.63 321.04 -0.59 -0.2% 323.40
Range 6.22 2.58 -3.64 -58.5% 5.41
ATR 5.62 5.41 -0.22 -3.9% 0.00
Volume
Daily Pivots for day following 11-Sep-1990
Classic Woodie Camarilla DeMark
R4 328.68 327.44 322.46
R3 326.10 324.86 321.75
R2 323.52 323.52 321.51
R1 322.28 322.28 321.28 321.61
PP 320.94 320.94 320.94 320.61
S1 319.70 319.70 320.80 319.03
S2 318.36 318.36 320.57
S3 315.78 317.12 320.33
S4 313.20 314.54 319.62
Weekly Pivots for week ending 07-Sep-1990
Classic Woodie Camarilla DeMark
R4 338.57 336.40 326.38
R3 333.16 330.99 324.89
R2 327.75 327.75 324.39
R1 325.58 325.58 323.90 326.67
PP 322.34 322.34 322.34 322.89
S1 320.17 320.17 322.90 321.26
S2 316.93 316.93 322.41
S3 311.52 314.76 321.91
S4 306.11 309.35 320.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 326.53 319.37 7.16 2.2% 4.36 1.4% 23% False False
10 326.53 316.59 9.94 3.1% 4.54 1.4% 45% False False
20 341.92 306.18 35.74 11.1% 5.72 1.8% 42% False False
40 369.40 306.18 63.22 19.7% 5.67 1.8% 24% False False
60 369.78 306.18 63.60 19.8% 5.03 1.6% 23% False False
80 369.78 306.18 63.60 19.8% 4.67 1.5% 23% False False
100 369.78 306.18 63.60 19.8% 4.43 1.4% 23% False False
120 369.78 306.18 63.60 19.8% 4.21 1.3% 23% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1.01
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 333.15
2.618 328.93
1.618 326.35
1.000 324.76
0.618 323.77
HIGH 322.18
0.618 321.19
0.500 320.89
0.382 320.59
LOW 319.60
0.618 318.01
1.000 317.02
1.618 315.43
2.618 312.85
4.250 308.64
Fisher Pivots for day following 11-Sep-1990
Pivot 1 day 3 day
R1 320.99 323.07
PP 320.94 322.39
S1 320.89 321.72

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

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