S&P500 Cash Index


Trading Metrics calculated at close of trading on 22-Oct-1990
Day Change Summary
Previous Current
19-Oct-1990 22-Oct-1990 Change Change % Previous Week
Open 305.74 312.48 6.74 2.2% 300.03
High 312.47 315.83 3.36 1.1% 312.47
Low 305.74 310.47 4.73 1.5% 296.41
Close 312.47 314.76 2.29 0.7% 312.47
Range 6.73 5.36 -1.37 -20.4% 16.06
ATR 6.31 6.24 -0.07 -1.1% 0.00
Volume
Daily Pivots for day following 22-Oct-1990
Classic Woodie Camarilla DeMark
R4 329.77 327.62 317.71
R3 324.41 322.26 316.23
R2 319.05 319.05 315.74
R1 316.90 316.90 315.25 317.98
PP 313.69 313.69 313.69 314.22
S1 311.54 311.54 314.27 312.62
S2 308.33 308.33 313.78
S3 302.97 306.18 313.29
S4 297.61 300.82 311.81
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
5 315.83 297.79 18.04 5.7% 5.80 1.8% 94% True False
10 315.83 294.51 21.32 6.8% 6.90 2.2% 95% True False
20 319.69 294.51 25.18 8.0% 6.66 2.1% 80% False False
40 326.53 294.51 32.02 10.2% 5.75 1.8% 63% False False
60 357.35 294.51 62.84 20.0% 5.93 1.9% 32% False False
80 369.78 294.51 75.27 23.9% 5.45 1.7% 27% False False
100 369.78 294.51 75.27 23.9% 5.17 1.6% 27% False False
120 369.78 294.51 75.27 23.9% 4.87 1.5% 27% 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 1.05
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 338.61
2.618 329.86
1.618 324.50
1.000 321.19
0.618 319.14
HIGH 315.83
0.618 313.78
0.500 313.15
0.382 312.52
LOW 310.47
0.618 307.16
1.000 305.11
1.618 301.80
2.618 296.44
4.250 287.69
Fisher Pivots for day following 22-Oct-1990
Pivot 1 day 3 day
R1 314.22 312.27
PP 313.69 309.78
S1 313.15 307.29

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

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