S&P500 Cash Index


Trading Metrics calculated at close of trading on 24-Oct-1990
Day Change Summary
Previous Current
23-Oct-1990 24-Oct-1990 Change Change % Previous Week
Open 314.76 312.36 -2.40 -0.8% 300.03
High 315.06 313.51 -1.55 -0.5% 312.47
Low 312.06 310.74 -1.32 -0.4% 296.41
Close 312.36 312.60 0.24 0.1% 312.47
Range 3.00 2.77 -0.23 -7.7% 16.06
ATR 6.01 5.78 -0.23 -3.9% 0.00
Volume
Daily Pivots for day following 24-Oct-1990
Classic Woodie Camarilla DeMark
R4 320.59 319.37 314.12
R3 317.82 316.60 313.36
R2 315.05 315.05 313.11
R1 313.83 313.83 312.85 314.44
PP 312.28 312.28 312.28 312.59
S1 311.06 311.06 312.35 311.67
S2 309.51 309.51 312.09
S3 306.74 308.29 311.84
S4 303.97 305.52 311.08
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
5 315.83 298.75 17.08 5.5% 4.97 1.6% 81% False False
10 315.83 294.51 21.32 6.8% 5.91 1.9% 85% False False
20 319.69 294.51 25.18 8.1% 6.48 2.1% 72% False False
40 326.53 294.51 32.02 10.2% 5.56 1.8% 56% False False
60 357.35 294.51 62.84 20.1% 5.89 1.9% 29% False False
80 369.78 294.51 75.27 24.1% 5.48 1.8% 24% False False
100 369.78 294.51 75.27 24.1% 5.15 1.6% 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 False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.06
Narrowest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 325.28
2.618 320.76
1.618 317.99
1.000 316.28
0.618 315.22
HIGH 313.51
0.618 312.45
0.500 312.13
0.382 311.80
LOW 310.74
0.618 309.03
1.000 307.97
1.618 306.26
2.618 303.49
4.250 298.97
Fisher Pivots for day following 24-Oct-1990
Pivot 1 day 3 day
R1 312.44 313.15
PP 312.28 312.97
S1 312.13 312.78

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

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