S&P500 Cash Index


Trading Metrics calculated at close of trading on 14-Sep-1988
Day Change Summary
Previous Current
13-Sep-1988 14-Sep-1988 Change Change % Previous Week
Open 266.47 267.43 0.96 0.4% 264.48
High 267.43 269.47 2.04 0.8% 268.26
Low 265.22 267.41 2.19 0.8% 263.66
Close 267.43 269.31 1.88 0.7% 266.84
Range 2.21 2.06 -0.15 -6.8% 4.60
ATR 2.89 2.83 -0.06 -2.0% 0.00
Volume
Daily Pivots for day following 14-Sep-1988
Classic Woodie Camarilla DeMark
R4 274.91 274.17 270.44
R3 272.85 272.11 269.88
R2 270.79 270.79 269.69
R1 270.05 270.05 269.50 270.42
PP 268.73 268.73 268.73 268.92
S1 267.99 267.99 269.12 268.36
S2 266.67 266.67 268.93
S3 264.61 265.93 268.74
S4 262.55 263.87 268.18
Weekly Pivots for week ending 09-Sep-1988
Classic Woodie Camarilla DeMark
R4 280.05 278.05 269.37
R3 275.45 273.45 268.11
R2 270.85 270.85 267.68
R1 268.85 268.85 267.26 269.85
PP 266.25 266.25 266.25 266.76
S1 264.25 264.25 266.42 265.25
S2 261.65 261.65 266.00
S3 257.05 259.65 265.58
S4 252.45 255.05 264.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 269.47 263.66 5.81 2.2% 2.39 0.9% 97% True False
10 269.47 256.98 12.49 4.6% 2.92 1.1% 99% True False
20 269.47 256.53 12.94 4.8% 2.72 1.0% 99% True False
40 274.20 256.53 17.67 6.6% 2.94 1.1% 72% False False
60 276.88 256.53 20.35 7.6% 3.10 1.2% 63% False False
80 276.88 249.82 27.06 10.0% 3.14 1.2% 72% False False
100 276.88 248.85 28.03 10.4% 3.08 1.1% 73% False False
120 276.88 248.85 28.03 10.4% 3.23 1.2% 73% 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 0.65
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 278.23
2.618 274.86
1.618 272.80
1.000 271.53
0.618 270.74
HIGH 269.47
0.618 268.68
0.500 268.44
0.382 268.20
LOW 267.41
0.618 266.14
1.000 265.35
1.618 264.08
2.618 262.02
4.250 258.66
Fisher Pivots for day following 14-Sep-1988
Pivot 1 day 3 day
R1 269.02 268.66
PP 268.73 268.00
S1 268.44 267.35

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

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