S&P500 Cash Index


Trading Metrics calculated at close of trading on 12-Sep-1990
Day Change Summary
Previous Current
11-Sep-1990 12-Sep-1990 Change Change % Previous Week
Open 321.63 321.04 -0.59 -0.2% 322.56
High 322.18 322.55 0.37 0.1% 324.52
Low 319.60 319.60 0.00 0.0% 319.11
Close 321.04 322.54 1.50 0.5% 323.40
Range 2.58 2.95 0.37 14.3% 5.41
ATR 5.41 5.23 -0.18 -3.2% 0.00
Volume
Daily Pivots for day following 12-Sep-1990
Classic Woodie Camarilla DeMark
R4 330.41 329.43 324.16
R3 327.46 326.48 323.35
R2 324.51 324.51 323.08
R1 323.53 323.53 322.81 324.02
PP 321.56 321.56 321.56 321.81
S1 320.58 320.58 322.27 321.07
S2 318.61 318.61 322.00
S3 315.66 317.63 321.73
S4 312.71 314.68 320.92
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% 4.25 1.3% 44% False False
10 326.53 316.59 9.94 3.1% 4.64 1.4% 60% False False
20 341.92 306.18 35.74 11.1% 5.68 1.8% 46% False False
40 367.52 306.18 61.34 19.0% 5.63 1.7% 27% False False
60 369.78 306.18 63.60 19.7% 4.98 1.5% 26% False False
80 369.78 306.18 63.60 19.7% 4.68 1.5% 26% False False
100 369.78 306.18 63.60 19.7% 4.41 1.4% 26% False False
120 369.78 306.18 63.60 19.7% 4.19 1.3% 26% 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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.08
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 335.09
2.618 330.27
1.618 327.32
1.000 325.50
0.618 324.37
HIGH 322.55
0.618 321.42
0.500 321.08
0.382 320.73
LOW 319.60
0.618 317.78
1.000 316.65
1.618 314.83
2.618 311.88
4.250 307.06
Fisher Pivots for day following 12-Sep-1990
Pivot 1 day 3 day
R1 322.05 323.07
PP 321.56 322.89
S1 321.08 322.72

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

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