S&P500 Cash Index


Trading Metrics calculated at close of trading on 31-Aug-1990
Day Change Summary
Previous Current
30-Aug-1990 31-Aug-1990 Change Change % Previous Week
Open 324.19 318.70 -5.49 -1.7% 311.55
High 324.57 322.57 -2.00 -0.6% 325.83
Low 317.82 316.59 -1.23 -0.4% 311.55
Close 318.71 322.56 3.85 1.2% 322.56
Range 6.75 5.98 -0.77 -11.4% 14.28
ATR 6.03 6.03 0.00 -0.1% 0.00
Volume
Daily Pivots for day following 31-Aug-1990
Classic Woodie Camarilla DeMark
R4 338.51 336.52 325.85
R3 332.53 330.54 324.20
R2 326.55 326.55 323.66
R1 324.56 324.56 323.11 325.56
PP 320.57 320.57 320.57 321.07
S1 318.58 318.58 322.01 319.58
S2 314.59 314.59 321.46
S3 308.61 312.60 320.92
S4 302.63 306.62 319.27
Weekly Pivots for week ending 31-Aug-1990
Classic Woodie Camarilla DeMark
R4 362.82 356.97 330.41
R3 348.54 342.69 326.49
R2 334.26 334.26 325.18
R1 328.41 328.41 323.87 331.34
PP 319.98 319.98 319.98 321.44
S1 314.13 314.13 321.25 317.06
S2 305.70 305.70 319.94
S3 291.42 299.85 318.63
S4 277.14 285.57 314.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 325.83 311.55 14.28 4.4% 6.24 1.9% 77% False False
10 329.90 306.18 23.72 7.4% 6.68 2.1% 69% False False
20 344.75 306.18 38.57 12.0% 6.32 2.0% 42% False False
40 369.78 306.18 63.60 19.7% 5.56 1.7% 26% False False
60 369.78 306.18 63.60 19.7% 5.00 1.6% 26% False False
80 369.78 306.18 63.60 19.7% 4.66 1.4% 26% False False
100 369.78 306.18 63.60 19.7% 4.36 1.4% 26% False False
120 369.78 306.18 63.60 19.7% 4.16 1.3% 26% 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 0.76
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 347.99
2.618 338.23
1.618 332.25
1.000 328.55
0.618 326.27
HIGH 322.57
0.618 320.29
0.500 319.58
0.382 318.87
LOW 316.59
0.618 312.89
1.000 310.61
1.618 306.91
2.618 300.93
4.250 291.18
Fisher Pivots for day following 31-Aug-1990
Pivot 1 day 3 day
R1 321.57 322.11
PP 320.57 321.66
S1 319.58 321.21

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

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