S&P500 Cash Index


Trading Metrics calculated at close of trading on 28-Sep-1990
Day Change Summary
Previous Current
27-Sep-1990 28-Sep-1990 Change Change % Previous Week
Open 305.06 300.97 -4.09 -1.3% 311.32
High 307.47 306.05 -1.42 -0.5% 311.32
Low 299.10 295.98 -3.12 -1.0% 295.98
Close 300.97 306.05 5.08 1.7% 306.05
Range 8.37 10.07 1.70 20.3% 15.34
ATR 5.22 5.56 0.35 6.6% 0.00
Volume
Daily Pivots for day following 28-Sep-1990
Classic Woodie Camarilla DeMark
R4 332.90 329.55 311.59
R3 322.83 319.48 308.82
R2 312.76 312.76 307.90
R1 309.41 309.41 306.97 311.09
PP 302.69 302.69 302.69 303.53
S1 299.34 299.34 305.13 301.02
S2 292.62 292.62 304.20
S3 282.55 289.27 303.28
S4 272.48 279.20 300.51
Weekly Pivots for week ending 28-Sep-1990
Classic Woodie Camarilla DeMark
R4 350.47 343.60 314.49
R3 335.13 328.26 310.27
R2 319.79 319.79 308.86
R1 312.92 312.92 307.46 308.69
PP 304.45 304.45 304.45 302.33
S1 297.58 297.58 304.64 293.35
S2 289.11 289.11 303.24
S3 273.77 282.24 301.83
S4 258.43 266.90 297.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 311.32 295.98 15.34 5.0% 7.09 2.3% 66% False True
10 319.35 295.98 23.37 7.6% 5.62 1.8% 43% False True
20 326.53 295.98 30.55 10.0% 4.97 1.6% 33% False True
40 351.48 295.98 55.50 18.1% 5.82 1.9% 18% False True
60 369.78 295.98 73.80 24.1% 5.34 1.7% 14% False True
80 369.78 295.98 73.80 24.1% 4.97 1.6% 14% False True
100 369.78 295.98 73.80 24.1% 4.68 1.5% 14% False True
120 369.78 295.98 73.80 24.1% 4.43 1.4% 14% False True
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 1.15
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 348.85
2.618 332.41
1.618 322.34
1.000 316.12
0.618 312.27
HIGH 306.05
0.618 302.20
0.500 301.02
0.382 299.83
LOW 295.98
0.618 289.76
1.000 285.91
1.618 279.69
2.618 269.62
4.250 253.18
Fisher Pivots for day following 28-Sep-1990
Pivot 1 day 3 day
R1 304.37 304.74
PP 302.69 303.44
S1 301.02 302.13

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

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