S&P500 Cash Index


Trading Metrics calculated at close of trading on 17-Oct-1990
Day Change Summary
Previous Current
16-Oct-1990 17-Oct-1990 Change Change % Previous Week
Open 303.23 298.92 -4.31 -1.4% 311.50
High 304.34 301.50 -2.84 -0.9% 315.03
Low 298.12 297.79 -0.33 -0.1% 294.51
Close 298.92 298.76 -0.16 -0.1% 300.03
Range 6.22 3.71 -2.51 -40.4% 20.52
ATR 6.42 6.23 -0.19 -3.0% 0.00
Volume
Daily Pivots for day following 17-Oct-1990
Classic Woodie Camarilla DeMark
R4 310.48 308.33 300.80
R3 306.77 304.62 299.78
R2 303.06 303.06 299.44
R1 300.91 300.91 299.10 300.13
PP 299.35 299.35 299.35 298.96
S1 297.20 297.20 298.42 296.42
S2 295.64 295.64 298.08
S3 291.93 293.49 297.74
S4 288.22 289.78 296.72
Weekly Pivots for week ending 12-Oct-1990
Classic Woodie Camarilla DeMark
R4 364.75 352.91 311.32
R3 344.23 332.39 305.67
R2 323.71 323.71 303.79
R1 311.87 311.87 301.91 307.53
PP 303.19 303.19 303.19 301.02
S1 291.35 291.35 298.15 287.01
S2 282.67 282.67 296.27
S3 262.15 270.83 294.39
S4 241.63 250.31 288.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 304.79 294.51 10.28 3.4% 6.86 2.3% 41% False False
10 315.03 294.51 20.52 6.9% 6.72 2.3% 21% False False
20 319.69 294.51 25.18 8.4% 6.60 2.2% 17% False False
40 326.53 294.51 32.02 10.7% 5.85 2.0% 13% False False
60 357.52 294.51 63.01 21.1% 5.77 1.9% 7% False False
80 369.78 294.51 75.27 25.2% 5.36 1.8% 6% False False
100 369.78 294.51 75.27 25.2% 5.07 1.7% 6% False False
120 369.78 294.51 75.27 25.2% 4.78 1.6% 6% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1.26
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 317.27
2.618 311.21
1.618 307.50
1.000 305.21
0.618 303.79
HIGH 301.50
0.618 300.08
0.500 299.65
0.382 299.21
LOW 297.79
0.618 295.50
1.000 294.08
1.618 291.79
2.618 288.08
4.250 282.02
Fisher Pivots for day following 17-Oct-1990
Pivot 1 day 3 day
R1 299.65 300.60
PP 299.35 299.99
S1 299.06 299.37

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

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