S&P500 Cash Index


Trading Metrics calculated at close of trading on 14-Sep-1990
Day Change Summary
Previous Current
13-Sep-1990 14-Sep-1990 Change Change % Previous Week
Open 322.51 318.65 -3.86 -1.2% 323.42
High 322.51 318.65 -3.86 -1.2% 326.53
Low 318.02 314.76 -3.26 -1.0% 314.76
Close 318.65 316.83 -1.82 -0.6% 316.83
Range 4.49 3.89 -0.60 -13.4% 11.77
ATR 5.18 5.09 -0.09 -1.8% 0.00
Volume
Daily Pivots for day following 14-Sep-1990
Classic Woodie Camarilla DeMark
R4 328.42 326.51 318.97
R3 324.53 322.62 317.90
R2 320.64 320.64 317.54
R1 318.73 318.73 317.19 317.74
PP 316.75 316.75 316.75 316.25
S1 314.84 314.84 316.47 313.85
S2 312.86 312.86 316.12
S3 308.97 310.95 315.76
S4 305.08 307.06 314.69
Weekly Pivots for week ending 14-Sep-1990
Classic Woodie Camarilla DeMark
R4 354.68 347.53 323.30
R3 342.91 335.76 320.07
R2 331.14 331.14 318.99
R1 323.99 323.99 317.91 321.68
PP 319.37 319.37 319.37 318.22
S1 312.22 312.22 315.75 309.91
S2 307.60 307.60 314.67
S3 295.83 300.45 313.59
S4 284.06 288.68 310.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 326.53 314.76 11.77 3.7% 4.03 1.3% 18% False True
10 326.53 314.76 11.77 3.7% 4.31 1.4% 18% False True
20 332.36 306.18 26.18 8.3% 5.58 1.8% 41% False False
40 366.64 306.18 60.46 19.1% 5.63 1.8% 18% False False
60 369.78 306.18 63.60 20.1% 5.02 1.6% 17% False False
80 369.78 306.18 63.60 20.1% 4.66 1.5% 17% False False
100 369.78 306.18 63.60 20.1% 4.41 1.4% 17% False False
120 369.78 306.18 63.60 20.1% 4.22 1.3% 17% 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 0.99
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 335.18
2.618 328.83
1.618 324.94
1.000 322.54
0.618 321.05
HIGH 318.65
0.618 317.16
0.500 316.71
0.382 316.25
LOW 314.76
0.618 312.36
1.000 310.87
1.618 308.47
2.618 304.58
4.250 298.23
Fisher Pivots for day following 14-Sep-1990
Pivot 1 day 3 day
R1 316.79 318.66
PP 316.75 318.05
S1 316.71 317.44

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

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