S&P500 Cash Index


Trading Metrics calculated at close of trading on 19-Oct-1990
Day Change Summary
Previous Current
18-Oct-1990 19-Oct-1990 Change Change % Previous Week
Open 298.75 305.74 6.99 2.3% 300.03
High 305.74 312.47 6.73 2.2% 312.47
Low 298.75 305.74 6.99 2.3% 296.41
Close 305.74 312.47 6.73 2.2% 312.47
Range 6.99 6.73 -0.26 -3.7% 16.06
ATR 6.28 6.31 0.03 0.5% 0.00
Volume
Daily Pivots for day following 19-Oct-1990
Classic Woodie Camarilla DeMark
R4 330.42 328.17 316.17
R3 323.69 321.44 314.32
R2 316.96 316.96 313.70
R1 314.71 314.71 313.09 315.84
PP 310.23 310.23 310.23 310.79
S1 307.98 307.98 311.85 309.11
S2 303.50 303.50 311.24
S3 296.77 301.25 310.62
S4 290.04 294.52 308.77
Weekly Pivots for week ending 19-Oct-1990
Classic Woodie Camarilla DeMark
R4 355.30 349.94 321.30
R3 339.24 333.88 316.89
R2 323.18 323.18 315.41
R1 317.82 317.82 313.94 320.50
PP 307.12 307.12 307.12 308.46
S1 301.76 301.76 311.00 304.44
S2 291.06 291.06 309.53
S3 275.00 285.70 308.05
S4 258.94 269.64 303.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 312.47 296.41 16.06 5.1% 6.41 2.1% 100% True False
10 315.03 294.51 20.52 6.6% 6.71 2.1% 88% False False
20 319.69 294.51 25.18 8.1% 6.78 2.2% 71% False False
40 326.53 294.51 32.02 10.2% 5.75 1.8% 56% False False
60 357.35 294.51 62.84 20.1% 5.90 1.9% 29% False False
80 369.78 294.51 75.27 24.1% 5.42 1.7% 24% False False
100 369.78 294.51 75.27 24.1% 5.13 1.6% 24% False False
120 369.78 294.51 75.27 24.1% 4.84 1.5% 24% 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 0.85
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 341.07
2.618 330.09
1.618 323.36
1.000 319.20
0.618 316.63
HIGH 312.47
0.618 309.90
0.500 309.11
0.382 308.31
LOW 305.74
0.618 301.58
1.000 299.01
1.618 294.85
2.618 288.12
4.250 277.14
Fisher Pivots for day following 19-Oct-1990
Pivot 1 day 3 day
R1 311.35 310.02
PP 310.23 307.58
S1 309.11 305.13

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

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