S&P500 Cash Index


Trading Metrics calculated at close of trading on 20-Sep-1990
Day Change Summary
Previous Current
19-Sep-1990 20-Sep-1990 Change Change % Previous Week
Open 318.60 316.59 -2.01 -0.6% 323.42
High 319.35 316.59 -2.76 -0.9% 326.53
Low 316.25 310.55 -5.70 -1.8% 314.76
Close 316.60 311.48 -5.12 -1.6% 316.83
Range 3.10 6.04 2.94 94.8% 11.77
ATR 4.77 4.86 0.09 1.9% 0.00
Volume
Daily Pivots for day following 20-Sep-1990
Classic Woodie Camarilla DeMark
R4 330.99 327.28 314.80
R3 324.95 321.24 313.14
R2 318.91 318.91 312.59
R1 315.20 315.20 312.03 314.04
PP 312.87 312.87 312.87 312.29
S1 309.16 309.16 310.93 308.00
S2 306.83 306.83 310.37
S3 300.79 303.12 309.82
S4 294.75 297.08 308.16
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
5 319.35 310.55 8.80 2.8% 4.09 1.3% 11% False True
10 326.53 310.55 15.98 5.1% 4.12 1.3% 6% False True
20 326.53 306.18 20.35 6.5% 5.02 1.6% 26% False False
40 357.47 306.18 51.29 16.5% 5.44 1.7% 10% False False
60 369.78 306.18 63.60 20.4% 4.97 1.6% 8% False False
80 369.78 306.18 63.60 20.4% 4.69 1.5% 8% False False
100 369.78 306.18 63.60 20.4% 4.43 1.4% 8% False False
120 369.78 306.18 63.60 20.4% 4.26 1.4% 8% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.89
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 342.26
2.618 332.40
1.618 326.36
1.000 322.63
0.618 320.32
HIGH 316.59
0.618 314.28
0.500 313.57
0.382 312.86
LOW 310.55
0.618 306.82
1.000 304.51
1.618 300.78
2.618 294.74
4.250 284.88
Fisher Pivots for day following 20-Sep-1990
Pivot 1 day 3 day
R1 313.57 314.95
PP 312.87 313.79
S1 312.18 312.64

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

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