S&P500 Cash Index


Trading Metrics calculated at close of trading on 10-Oct-1990
Day Change Summary
Previous Current
09-Oct-1990 10-Oct-1990 Change Change % Previous Week
Open 313.46 305.09 -8.37 -2.7% 306.10
High 313.46 306.43 -7.03 -2.2% 319.69
Low 305.09 299.21 -5.88 -1.9% 305.76
Close 305.10 300.40 -4.70 -1.5% 311.50
Range 8.37 7.22 -1.15 -13.7% 13.93
ATR 5.91 6.01 0.09 1.6% 0.00
Volume
Daily Pivots for day following 10-Oct-1990
Classic Woodie Camarilla DeMark
R4 323.67 319.26 304.37
R3 316.45 312.04 302.39
R2 309.23 309.23 301.72
R1 304.82 304.82 301.06 303.42
PP 302.01 302.01 302.01 301.31
S1 297.60 297.60 299.74 296.20
S2 294.79 294.79 299.08
S3 287.57 290.38 298.41
S4 280.35 283.16 296.43
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
5 315.03 299.21 15.82 5.3% 6.59 2.2% 8% False True
10 319.69 295.98 23.71 7.9% 7.06 2.3% 19% False False
20 322.51 295.98 26.53 8.8% 5.83 1.9% 17% False False
40 341.92 295.98 45.94 15.3% 5.76 1.9% 10% False False
60 367.52 295.98 71.54 23.8% 5.70 1.9% 6% False False
80 369.78 295.98 73.80 24.6% 5.19 1.7% 6% False False
100 369.78 295.98 73.80 24.6% 4.91 1.6% 6% False False
120 369.78 295.98 73.80 24.6% 4.64 1.5% 6% 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 1.39
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 337.12
2.618 325.33
1.618 318.11
1.000 313.65
0.618 310.89
HIGH 306.43
0.618 303.67
0.500 302.82
0.382 301.97
LOW 299.21
0.618 294.75
1.000 291.99
1.618 287.53
2.618 280.31
4.250 268.53
Fisher Pivots for day following 10-Oct-1990
Pivot 1 day 3 day
R1 302.82 307.12
PP 302.01 304.88
S1 301.21 302.64

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

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