S&P500 Cash Index


Trading Metrics calculated at close of trading on 17-Sep-1990
Day Change Summary
Previous Current
14-Sep-1990 17-Sep-1990 Change Change % Previous Week
Open 318.65 316.83 -1.82 -0.6% 323.42
High 318.65 318.05 -0.60 -0.2% 326.53
Low 314.76 315.21 0.45 0.1% 314.76
Close 316.83 317.77 0.94 0.3% 316.83
Range 3.89 2.84 -1.05 -27.0% 11.77
ATR 5.09 4.93 -0.16 -3.2% 0.00
Volume
Daily Pivots for day following 17-Sep-1990
Classic Woodie Camarilla DeMark
R4 325.53 324.49 319.33
R3 322.69 321.65 318.55
R2 319.85 319.85 318.29
R1 318.81 318.81 318.03 319.33
PP 317.01 317.01 317.01 317.27
S1 315.97 315.97 317.51 316.49
S2 314.17 314.17 317.25
S3 311.33 313.13 316.99
S4 308.49 310.29 316.21
Weekly Pivots for week ending 14-Sep-1990
Classic Woodie Camarilla DeMark
R4 354.68 347.53 323.30
R3 342.91 335.76 320.07
R2 331.14 331.14 318.99
R1 323.99 323.99 317.91 321.68
PP 319.37 319.37 319.37 318.22
S1 312.22 312.22 315.75 309.91
S2 307.60 307.60 314.67
S3 295.83 300.45 313.59
S4 284.06 288.68 310.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 322.55 314.76 7.79 2.5% 3.35 1.1% 39% False False
10 326.53 314.76 11.77 3.7% 4.00 1.3% 26% False False
20 329.90 306.18 23.72 7.5% 5.34 1.7% 49% False False
40 361.61 306.18 55.43 17.4% 5.57 1.8% 21% False False
60 369.78 306.18 63.60 20.0% 5.02 1.6% 18% False False
80 369.78 306.18 63.60 20.0% 4.67 1.5% 18% False False
100 369.78 306.18 63.60 20.0% 4.41 1.4% 18% False False
120 369.78 306.18 63.60 20.0% 4.21 1.3% 18% False False
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.90
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 330.12
2.618 325.49
1.618 322.65
1.000 320.89
0.618 319.81
HIGH 318.05
0.618 316.97
0.500 316.63
0.382 316.29
LOW 315.21
0.618 313.45
1.000 312.37
1.618 310.61
2.618 307.77
4.250 303.14
Fisher Pivots for day following 17-Sep-1990
Pivot 1 day 3 day
R1 317.39 318.64
PP 317.01 318.35
S1 316.63 318.06

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

View Archives - Comment on this page... - Back to Index of Symbols