S&P500 Cash Index


Trading Metrics calculated at close of trading on 09-Oct-1990
Day Change Summary
Previous Current
08-Oct-1990 09-Oct-1990 Change Change % Previous Week
Open 311.50 313.46 1.96 0.6% 306.10
High 315.03 313.46 -1.57 -0.5% 319.69
Low 311.50 305.09 -6.41 -2.1% 305.76
Close 313.48 305.10 -8.38 -2.7% 311.50
Range 3.53 8.37 4.84 137.1% 13.93
ATR 5.72 5.91 0.19 3.3% 0.00
Volume
Daily Pivots for day following 09-Oct-1990
Classic Woodie Camarilla DeMark
R4 332.99 327.42 309.70
R3 324.62 319.05 307.40
R2 316.25 316.25 306.63
R1 310.68 310.68 305.87 309.28
PP 307.88 307.88 307.88 307.19
S1 302.31 302.31 304.33 300.91
S2 299.51 299.51 303.57
S3 291.14 293.94 302.80
S4 282.77 285.57 300.50
Weekly Pivots for week ending 05-Oct-1990
Classic Woodie Camarilla DeMark
R4 354.11 346.73 319.16
R3 340.18 332.80 315.33
R2 326.25 326.25 314.05
R1 318.87 318.87 312.78 322.56
PP 312.32 312.32 312.32 314.16
S1 304.94 304.94 310.22 308.63
S2 298.39 298.39 308.95
S3 284.46 291.01 307.67
S4 270.53 277.08 303.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 316.26 305.09 11.17 3.7% 6.26 2.1% 0% False True
10 319.69 295.98 23.71 7.8% 6.86 2.2% 38% False False
20 322.55 295.98 26.57 8.7% 5.62 1.8% 34% False False
40 341.92 295.98 45.94 15.1% 5.67 1.9% 20% False False
60 369.40 295.98 73.42 24.1% 5.65 1.9% 12% False False
80 369.78 295.98 73.80 24.2% 5.18 1.7% 12% False False
100 369.78 295.98 73.80 24.2% 4.86 1.6% 12% False False
120 369.78 295.98 73.80 24.2% 4.63 1.5% 12% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1.26
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 349.03
2.618 335.37
1.618 327.00
1.000 321.83
0.618 318.63
HIGH 313.46
0.618 310.26
0.500 309.28
0.382 308.29
LOW 305.09
0.618 299.92
1.000 296.72
1.618 291.55
2.618 283.18
4.250 269.52
Fisher Pivots for day following 09-Oct-1990
Pivot 1 day 3 day
R1 309.28 310.06
PP 307.88 308.41
S1 306.49 306.75

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

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