S&P500 Cash Index


Trading Metrics calculated at close of trading on 23-Oct-1990
Day Change Summary
Previous Current
22-Oct-1990 23-Oct-1990 Change Change % Previous Week
Open 312.48 314.76 2.28 0.7% 300.03
High 315.83 315.06 -0.77 -0.2% 312.47
Low 310.47 312.06 1.59 0.5% 296.41
Close 314.76 312.36 -2.40 -0.8% 312.47
Range 5.36 3.00 -2.36 -44.0% 16.06
ATR 6.24 6.01 -0.23 -3.7% 0.00
Volume
Daily Pivots for day following 23-Oct-1990
Classic Woodie Camarilla DeMark
R4 322.16 320.26 314.01
R3 319.16 317.26 313.19
R2 316.16 316.16 312.91
R1 314.26 314.26 312.64 313.71
PP 313.16 313.16 313.16 312.89
S1 311.26 311.26 312.09 310.71
S2 310.16 310.16 311.81
S3 307.16 308.26 311.54
S4 304.16 305.26 310.71
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 5.8% 5.16 1.7% 81% False False
10 315.83 294.51 21.32 6.8% 6.36 2.0% 84% False False
20 319.69 294.51 25.18 8.1% 6.61 2.1% 71% False False
40 326.53 294.51 32.02 10.3% 5.54 1.8% 56% False False
60 357.35 294.51 62.84 20.1% 5.90 1.9% 28% False False
80 369.78 294.51 75.27 24.1% 5.47 1.8% 24% False False
100 369.78 294.51 75.27 24.1% 5.17 1.7% 24% False False
120 369.78 294.51 75.27 24.1% 4.87 1.6% 24% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.08
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 327.81
2.618 322.91
1.618 319.91
1.000 318.06
0.618 316.91
HIGH 315.06
0.618 313.91
0.500 313.56
0.382 313.21
LOW 312.06
0.618 310.21
1.000 309.06
1.618 307.21
2.618 304.21
4.250 299.31
Fisher Pivots for day following 23-Oct-1990
Pivot 1 day 3 day
R1 313.56 311.84
PP 313.16 311.31
S1 312.76 310.79

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

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