S&P500 Cash Index


Trading Metrics calculated at close of trading on 26-Oct-1990
Day Change Summary
Previous Current
25-Oct-1990 26-Oct-1990 Change Change % Previous Week
Open 312.60 310.17 -2.43 -0.8% 312.48
High 313.71 310.17 -3.54 -1.1% 315.83
Low 309.70 304.71 -4.99 -1.6% 304.71
Close 310.17 304.71 -5.46 -1.8% 304.71
Range 4.01 5.46 1.45 36.2% 11.12
ATR 5.65 5.64 -0.01 -0.2% 0.00
Volume
Daily Pivots for day following 26-Oct-1990
Classic Woodie Camarilla DeMark
R4 322.91 319.27 307.71
R3 317.45 313.81 306.21
R2 311.99 311.99 305.71
R1 308.35 308.35 305.21 307.44
PP 306.53 306.53 306.53 306.08
S1 302.89 302.89 304.21 301.98
S2 301.07 301.07 303.71
S3 295.61 297.43 303.21
S4 290.15 291.97 301.71
Weekly Pivots for week ending 26-Oct-1990
Classic Woodie Camarilla DeMark
R4 341.78 334.36 310.83
R3 330.66 323.24 307.77
R2 319.54 319.54 306.75
R1 312.12 312.12 305.73 310.27
PP 308.42 308.42 308.42 307.49
S1 301.00 301.00 303.69 299.15
S2 297.30 297.30 302.67
S3 286.18 289.88 301.65
S4 275.06 278.76 298.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 315.83 304.71 11.12 3.6% 4.12 1.4% 0% False True
10 315.83 296.41 19.42 6.4% 5.26 1.7% 43% False False
20 319.69 294.51 25.18 8.3% 6.04 2.0% 41% False False
40 326.53 294.51 32.02 10.5% 5.50 1.8% 32% False False
60 351.48 294.51 56.97 18.7% 5.90 1.9% 18% False False
80 369.78 294.51 75.27 24.7% 5.51 1.8% 14% False False
100 369.78 294.51 75.27 24.7% 5.19 1.7% 14% False False
120 369.78 294.51 75.27 24.7% 4.91 1.6% 14% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.04
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 333.38
2.618 324.46
1.618 319.00
1.000 315.63
0.618 313.54
HIGH 310.17
0.618 308.08
0.500 307.44
0.382 306.80
LOW 304.71
0.618 301.34
1.000 299.25
1.618 295.88
2.618 290.42
4.250 281.51
Fisher Pivots for day following 26-Oct-1990
Pivot 1 day 3 day
R1 307.44 309.21
PP 306.53 307.71
S1 305.62 306.21

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

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