S&P500 Cash Index


Trading Metrics calculated at close of trading on 27-Aug-1990
Day Change Summary
Previous Current
24-Aug-1990 27-Aug-1990 Change Change % Previous Week
Open 307.06 311.55 4.49 1.5% 327.80
High 311.65 323.11 11.46 3.7% 329.90
Low 306.18 311.55 5.37 1.8% 306.18
Close 311.51 321.44 9.93 3.2% 311.51
Range 5.47 11.56 6.09 111.3% 23.72
ATR 5.97 6.37 0.40 6.7% 0.00
Volume
Daily Pivots for day following 27-Aug-1990
Classic Woodie Camarilla DeMark
R4 353.38 348.97 327.80
R3 341.82 337.41 324.62
R2 330.26 330.26 323.56
R1 325.85 325.85 322.50 328.06
PP 318.70 318.70 318.70 319.80
S1 314.29 314.29 320.38 316.50
S2 307.14 307.14 319.32
S3 295.58 302.73 318.26
S4 284.02 291.17 315.08
Weekly Pivots for week ending 24-Aug-1990
Classic Woodie Camarilla DeMark
R4 387.02 372.99 324.56
R3 363.30 349.27 318.03
R2 339.58 339.58 315.86
R1 325.55 325.55 313.68 320.71
PP 315.86 315.86 315.86 313.44
S1 301.83 301.83 309.34 296.99
S2 292.14 292.14 307.16
S3 268.42 278.11 304.99
S4 244.70 254.39 298.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 328.51 306.18 22.33 6.9% 8.87 2.8% 68% False False
10 341.92 306.18 35.74 11.1% 6.89 2.1% 43% False False
20 357.35 306.18 51.17 15.9% 6.63 2.1% 30% False False
40 369.78 306.18 63.60 19.8% 5.40 1.7% 24% False False
60 369.78 306.18 63.60 19.8% 4.93 1.5% 24% False False
80 369.78 306.18 63.60 19.8% 4.54 1.4% 24% False False
100 369.78 306.18 63.60 19.8% 4.25 1.3% 24% False False
120 369.78 306.18 63.60 19.8% 4.11 1.3% 24% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.55
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 372.24
2.618 353.37
1.618 341.81
1.000 334.67
0.618 330.25
HIGH 323.11
0.618 318.69
0.500 317.33
0.382 315.97
LOW 311.55
0.618 304.41
1.000 299.99
1.618 292.85
2.618 281.29
4.250 262.42
Fisher Pivots for day following 27-Aug-1990
Pivot 1 day 3 day
R1 320.07 319.18
PP 318.70 316.91
S1 317.33 314.65

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

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