S&P500 Cash Index


Trading Metrics calculated at close of trading on 27-Sep-1989
Day Change Summary
Previous Current
26-Sep-1989 27-Sep-1989 Change Change % Previous Week
Open 344.23 344.33 0.10 0.0% 345.06
High 347.02 345.47 -1.55 -0.4% 348.46
Low 344.13 342.85 -1.28 -0.4% 344.60
Close 344.33 345.10 0.77 0.2% 347.05
Range 2.89 2.62 -0.27 -9.3% 3.86
ATR 2.94 2.92 -0.02 -0.8% 0.00
Volume
Daily Pivots for day following 27-Sep-1989
Classic Woodie Camarilla DeMark
R4 352.33 351.34 346.54
R3 349.71 348.72 345.82
R2 347.09 347.09 345.58
R1 346.10 346.10 345.34 346.60
PP 344.47 344.47 344.47 344.72
S1 343.48 343.48 344.86 343.98
S2 341.85 341.85 344.62
S3 339.23 340.86 344.38
S4 336.61 338.24 343.66
Weekly Pivots for week ending 22-Sep-1989
Classic Woodie Camarilla DeMark
R4 358.28 356.53 349.17
R3 354.42 352.67 348.11
R2 350.56 350.56 347.76
R1 348.81 348.81 347.40 349.69
PP 346.70 346.70 346.70 347.14
S1 344.95 344.95 346.70 345.83
S2 342.84 342.84 346.34
S3 338.98 341.09 345.99
S4 335.12 337.23 344.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 348.46 342.85 5.61 1.6% 2.85 0.8% 40% False True
10 348.46 341.37 7.09 2.1% 2.61 0.8% 53% False False
20 354.13 341.37 12.76 3.7% 2.79 0.8% 29% False False
40 354.13 339.00 15.13 4.4% 3.12 0.9% 40% False False
60 354.13 317.26 36.87 10.7% 3.17 0.9% 76% False False
80 354.13 314.38 39.75 11.5% 3.15 0.9% 77% False False
100 354.13 304.06 50.07 14.5% 3.08 0.9% 82% False False
120 354.13 296.27 57.86 16.8% 2.97 0.9% 84% 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 True
Bear Hook False
Bull Hook False
Stretch 0.58
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 356.61
2.618 352.33
1.618 349.71
1.000 348.09
0.618 347.09
HIGH 345.47
0.618 344.47
0.500 344.16
0.382 343.85
LOW 342.85
0.618 341.23
1.000 340.23
1.618 338.61
2.618 335.99
4.250 331.72
Fisher Pivots for day following 27-Sep-1989
Pivot 1 day 3 day
R1 344.79 345.05
PP 344.47 345.00
S1 344.16 344.95

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

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