S&P500 Cash Index


Trading Metrics calculated at close of trading on 27-Sep-1990
Day Change Summary
Previous Current
26-Sep-1990 27-Sep-1990 Change Change % Previous Week
Open 308.24 305.06 -3.18 -1.0% 316.83
High 308.28 307.47 -0.81 -0.3% 319.35
Low 303.05 299.10 -3.95 -1.3% 307.98
Close 305.06 300.97 -4.09 -1.3% 311.23
Range 5.23 8.37 3.14 60.0% 11.37
ATR 4.97 5.22 0.24 4.9% 0.00
Volume
Daily Pivots for day following 27-Sep-1990
Classic Woodie Camarilla DeMark
R4 327.62 322.67 305.57
R3 319.25 314.30 303.27
R2 310.88 310.88 302.50
R1 305.93 305.93 301.74 304.22
PP 302.51 302.51 302.51 301.66
S1 297.56 297.56 300.20 295.85
S2 294.14 294.14 299.44
S3 285.77 289.19 298.67
S4 277.40 280.82 296.37
Weekly Pivots for week ending 21-Sep-1990
Classic Woodie Camarilla DeMark
R4 346.96 340.47 317.48
R3 335.59 329.10 314.36
R2 324.22 324.22 313.31
R1 317.73 317.73 312.27 315.29
PP 312.85 312.85 312.85 311.64
S1 306.36 306.36 310.19 303.92
S2 301.48 301.48 309.15
S3 290.11 294.99 308.10
S4 278.74 283.62 304.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 312.17 299.10 13.07 4.3% 5.91 2.0% 14% False True
10 319.35 299.10 20.25 6.7% 5.00 1.7% 9% False True
20 326.53 299.10 27.43 9.1% 4.80 1.6% 7% False True
40 355.51 299.10 56.41 18.7% 5.72 1.9% 3% False True
60 369.78 299.10 70.68 23.5% 5.26 1.7% 3% False True
80 369.78 299.10 70.68 23.5% 4.87 1.6% 3% False True
100 369.78 299.10 70.68 23.5% 4.60 1.5% 3% False True
120 369.78 299.10 70.68 23.5% 4.36 1.4% 3% False True
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 0.66
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 343.04
2.618 329.38
1.618 321.01
1.000 315.84
0.618 312.64
HIGH 307.47
0.618 304.27
0.500 303.29
0.382 302.30
LOW 299.10
0.618 293.93
1.000 290.73
1.618 285.56
2.618 277.19
4.250 263.53
Fisher Pivots for day following 27-Sep-1990
Pivot 1 day 3 day
R1 303.29 303.69
PP 302.51 302.78
S1 301.74 301.88

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

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