S&P500 Cash Index


Trading Metrics calculated at close of trading on 15-Oct-1990
Day Change Summary
Previous Current
12-Oct-1990 15-Oct-1990 Change Change % Previous Week
Open 295.45 300.03 4.58 1.6% 311.50
High 304.25 304.79 0.54 0.2% 315.03
Low 295.22 296.41 1.19 0.4% 294.51
Close 300.03 303.23 3.20 1.1% 300.03
Range 9.03 8.38 -0.65 -7.2% 20.52
ATR 6.28 6.43 0.15 2.4% 0.00
Volume
Daily Pivots for day following 15-Oct-1990
Classic Woodie Camarilla DeMark
R4 326.62 323.30 307.84
R3 318.24 314.92 305.53
R2 309.86 309.86 304.77
R1 306.54 306.54 304.00 308.20
PP 301.48 301.48 301.48 302.31
S1 298.16 298.16 302.46 299.82
S2 293.10 293.10 301.69
S3 284.72 289.78 300.93
S4 276.34 281.40 298.62
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
5 313.46 294.51 18.95 6.2% 7.99 2.6% 46% False False
10 319.69 294.51 25.18 8.3% 6.76 2.2% 35% False False
20 319.69 294.51 25.18 8.3% 6.49 2.1% 35% False False
40 329.90 294.51 35.39 11.7% 5.92 2.0% 25% False False
60 361.61 294.51 67.10 22.1% 5.88 1.9% 13% False False
80 369.78 294.51 75.27 24.8% 5.39 1.8% 12% False False
100 369.78 294.51 75.27 24.8% 5.03 1.7% 12% False False
120 369.78 294.51 75.27 24.8% 4.76 1.6% 12% 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 1.14
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 340.41
2.618 326.73
1.618 318.35
1.000 313.17
0.618 309.97
HIGH 304.79
0.618 301.59
0.500 300.60
0.382 299.61
LOW 296.41
0.618 291.23
1.000 288.03
1.618 282.85
2.618 274.47
4.250 260.80
Fisher Pivots for day following 15-Oct-1990
Pivot 1 day 3 day
R1 302.35 302.04
PP 301.48 300.84
S1 300.60 299.65

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

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