S&P500 Cash Index


Trading Metrics calculated at close of trading on 26-Sep-1990
Day Change Summary
Previous Current
25-Sep-1990 26-Sep-1990 Change Change % Previous Week
Open 304.59 308.24 3.65 1.2% 316.83
High 308.27 308.28 0.01 0.0% 319.35
Low 304.23 303.05 -1.18 -0.4% 307.98
Close 308.26 305.06 -3.20 -1.0% 311.23
Range 4.04 5.23 1.19 29.5% 11.37
ATR 4.95 4.97 0.02 0.4% 0.00
Volume
Daily Pivots for day following 26-Sep-1990
Classic Woodie Camarilla DeMark
R4 321.15 318.34 307.94
R3 315.92 313.11 306.50
R2 310.69 310.69 306.02
R1 307.88 307.88 305.54 306.67
PP 305.46 305.46 305.46 304.86
S1 302.65 302.65 304.58 301.44
S2 300.23 300.23 304.10
S3 295.00 297.42 303.62
S4 289.77 292.19 302.18
Weekly Pivots for week ending 21-Sep-1990
Classic Woodie Camarilla DeMark
R4 346.96 340.47 317.48
R3 335.59 329.10 314.36
R2 324.22 324.22 313.31
R1 317.73 317.73 312.27 315.29
PP 312.85 312.85 312.85 311.64
S1 306.36 306.36 310.19 303.92
S2 301.48 301.48 309.15
S3 290.11 294.99 308.10
S4 278.74 283.62 304.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 316.59 303.05 13.54 4.4% 5.45 1.8% 15% False True
10 322.51 303.05 19.46 6.4% 4.61 1.5% 10% False True
20 326.53 303.05 23.48 7.7% 4.63 1.5% 9% False True
40 357.35 303.05 54.30 17.8% 5.60 1.8% 4% False True
60 369.78 303.05 66.73 21.9% 5.14 1.7% 3% False True
80 369.78 303.05 66.73 21.9% 4.81 1.6% 3% False True
100 369.78 303.05 66.73 21.9% 4.54 1.5% 3% False True
120 369.78 303.05 66.73 21.9% 4.31 1.4% 3% False True
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 330.51
2.618 321.97
1.618 316.74
1.000 313.51
0.618 311.51
HIGH 308.28
0.618 306.28
0.500 305.67
0.382 305.05
LOW 303.05
0.618 299.82
1.000 297.82
1.618 294.59
2.618 289.36
4.250 280.82
Fisher Pivots for day following 26-Sep-1990
Pivot 1 day 3 day
R1 305.67 307.19
PP 305.46 306.48
S1 305.26 305.77

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

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