S&P500 Cash Index


Trading Metrics calculated at close of trading on 12-Oct-1990
Day Change Summary
Previous Current
11-Oct-1990 12-Oct-1990 Change Change % Previous Week
Open 300.39 295.45 -4.94 -1.6% 311.50
High 301.45 304.25 2.80 0.9% 315.03
Low 294.51 295.22 0.71 0.2% 294.51
Close 295.46 300.03 4.57 1.5% 300.03
Range 6.94 9.03 2.09 30.1% 20.52
ATR 6.07 6.28 0.21 3.5% 0.00
Volume
Daily Pivots for day following 12-Oct-1990
Classic Woodie Camarilla DeMark
R4 326.92 322.51 305.00
R3 317.89 313.48 302.51
R2 308.86 308.86 301.69
R1 304.45 304.45 300.86 306.66
PP 299.83 299.83 299.83 300.94
S1 295.42 295.42 299.20 297.63
S2 290.80 290.80 298.37
S3 281.77 286.39 297.55
S4 272.74 277.36 295.06
Weekly Pivots for week ending 12-Oct-1990
Classic Woodie Camarilla DeMark
R4 364.75 352.91 311.32
R3 344.23 332.39 305.67
R2 323.71 323.71 303.79
R1 311.87 311.87 301.91 307.53
PP 303.19 303.19 303.19 301.02
S1 291.35 291.35 298.15 287.01
S2 282.67 282.67 296.27
S3 262.15 270.83 294.39
S4 241.63 250.31 288.74
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 6.8% 7.02 2.3% 27% False False
10 319.69 294.51 25.18 8.4% 6.81 2.3% 22% False False
20 319.69 294.51 25.18 8.4% 6.21 2.1% 22% False False
40 332.36 294.51 37.85 12.6% 5.90 2.0% 15% False False
60 366.64 294.51 72.13 24.0% 5.82 1.9% 8% False False
80 369.78 294.51 75.27 25.1% 5.32 1.8% 7% False False
100 369.78 294.51 75.27 25.1% 4.97 1.7% 7% False False
120 369.78 294.51 75.27 25.1% 4.71 1.6% 7% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.78
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 342.63
2.618 327.89
1.618 318.86
1.000 313.28
0.618 309.83
HIGH 304.25
0.618 300.80
0.500 299.74
0.382 298.67
LOW 295.22
0.618 289.64
1.000 286.19
1.618 280.61
2.618 271.58
4.250 256.84
Fisher Pivots for day following 12-Oct-1990
Pivot 1 day 3 day
R1 299.93 300.47
PP 299.83 300.32
S1 299.74 300.18

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

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