S&P500 Cash Index


Trading Metrics calculated at close of trading on 01-Oct-1990
Day Change Summary
Previous Current
28-Sep-1990 01-Oct-1990 Change Change % Previous Week
Open 300.97 306.10 5.13 1.7% 311.32
High 306.05 314.94 8.89 2.9% 311.32
Low 295.98 306.10 10.12 3.4% 295.98
Close 306.05 314.94 8.89 2.9% 306.05
Range 10.07 8.84 -1.23 -12.2% 15.34
ATR 5.56 5.80 0.24 4.3% 0.00
Volume
Daily Pivots for day following 01-Oct-1990
Classic Woodie Camarilla DeMark
R4 338.51 335.57 319.80
R3 329.67 326.73 317.37
R2 320.83 320.83 316.56
R1 317.89 317.89 315.75 319.36
PP 311.99 311.99 311.99 312.73
S1 309.05 309.05 314.13 310.52
S2 303.15 303.15 313.32
S3 294.31 300.21 312.51
S4 285.47 291.37 310.08
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
5 314.94 295.98 18.96 6.0% 7.31 2.3% 100% True False
10 319.35 295.98 23.37 7.4% 6.22 2.0% 81% False False
20 326.53 295.98 30.55 9.7% 5.11 1.6% 62% False False
40 344.75 295.98 48.77 15.5% 5.71 1.8% 39% False False
60 369.78 295.98 73.80 23.4% 5.41 1.7% 26% False False
80 369.78 295.98 73.80 23.4% 5.03 1.6% 26% False False
100 369.78 295.98 73.80 23.4% 4.75 1.5% 26% False False
120 369.78 295.98 73.80 23.4% 4.49 1.4% 26% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.03
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 352.51
2.618 338.08
1.618 329.24
1.000 323.78
0.618 320.40
HIGH 314.94
0.618 311.56
0.500 310.52
0.382 309.48
LOW 306.10
0.618 300.64
1.000 297.26
1.618 291.80
2.618 282.96
4.250 268.53
Fisher Pivots for day following 01-Oct-1990
Pivot 1 day 3 day
R1 313.47 311.78
PP 311.99 308.62
S1 310.52 305.46

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

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