S&P500 Cash Index


Trading Metrics calculated at close of trading on 11-Oct-1990
Day Change Summary
Previous Current
10-Oct-1990 11-Oct-1990 Change Change % Previous Week
Open 305.09 300.39 -4.70 -1.5% 306.10
High 306.43 301.45 -4.98 -1.6% 319.69
Low 299.21 294.51 -4.70 -1.6% 305.76
Close 300.40 295.46 -4.94 -1.6% 311.50
Range 7.22 6.94 -0.28 -3.9% 13.93
ATR 6.01 6.07 0.07 1.1% 0.00
Volume
Daily Pivots for day following 11-Oct-1990
Classic Woodie Camarilla DeMark
R4 317.96 313.65 299.28
R3 311.02 306.71 297.37
R2 304.08 304.08 296.73
R1 299.77 299.77 296.10 298.46
PP 297.14 297.14 297.14 296.48
S1 292.83 292.83 294.82 291.52
S2 290.20 290.20 294.19
S3 283.26 285.89 293.55
S4 276.32 278.95 291.64
Weekly Pivots for week ending 05-Oct-1990
Classic Woodie Camarilla DeMark
R4 354.11 346.73 319.16
R3 340.18 332.80 315.33
R2 326.25 326.25 314.05
R1 318.87 318.87 312.78 322.56
PP 312.32 312.32 312.32 314.16
S1 304.94 304.94 310.22 308.63
S2 298.39 298.39 308.95
S3 284.46 291.01 307.67
S4 270.53 277.08 303.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 315.03 294.51 20.52 6.9% 7.02 2.4% 5% False True
10 319.69 294.51 25.18 8.5% 6.91 2.3% 4% False True
20 319.69 294.51 25.18 8.5% 5.96 2.0% 4% False True
40 340.06 294.51 45.55 15.4% 5.87 2.0% 2% False True
60 366.64 294.51 72.13 24.4% 5.74 1.9% 1% False True
80 369.78 294.51 75.27 25.5% 5.25 1.8% 1% False True
100 369.78 294.51 75.27 25.5% 4.93 1.7% 1% False True
120 369.78 294.51 75.27 25.5% 4.66 1.6% 1% False True
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 1.25
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 330.95
2.618 319.62
1.618 312.68
1.000 308.39
0.618 305.74
HIGH 301.45
0.618 298.80
0.500 297.98
0.382 297.16
LOW 294.51
0.618 290.22
1.000 287.57
1.618 283.28
2.618 276.34
4.250 265.02
Fisher Pivots for day following 11-Oct-1990
Pivot 1 day 3 day
R1 297.98 303.99
PP 297.14 301.14
S1 296.30 298.30

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

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