S&P500 Cash Index


Trading Metrics calculated at close of trading on 27-Nov-1989
Day Change Summary
Previous Current
24-Nov-1989 27-Nov-1989 Change Change % Previous Week
Open 341.91 343.97 2.06 0.6% 341.61
High 344.24 346.24 2.00 0.6% 344.24
Low 341.91 343.97 2.06 0.6% 337.53
Close 343.97 345.61 1.64 0.5% 343.97
Range 2.33 2.27 -0.06 -2.6% 6.71
ATR 3.63 3.53 -0.10 -2.7% 0.00
Volume
Daily Pivots for day following 27-Nov-1989
Classic Woodie Camarilla DeMark
R4 352.08 351.12 346.86
R3 349.81 348.85 346.23
R2 347.54 347.54 346.03
R1 346.58 346.58 345.82 347.06
PP 345.27 345.27 345.27 345.52
S1 344.31 344.31 345.40 344.79
S2 343.00 343.00 345.19
S3 340.73 342.04 344.99
S4 338.46 339.77 344.36
Weekly Pivots for week ending 24-Nov-1989
Classic Woodie Camarilla DeMark
R4 362.04 359.72 347.66
R3 355.33 353.01 345.82
R2 348.62 348.62 345.20
R1 346.30 346.30 344.59 347.46
PP 341.91 341.91 341.91 342.50
S1 339.59 339.59 343.35 340.75
S2 335.20 335.20 342.74
S3 328.49 332.88 342.12
S4 321.78 326.17 340.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 346.24 337.53 8.71 2.5% 2.64 0.8% 93% True False
10 346.24 337.06 9.18 2.7% 2.70 0.8% 93% True False
20 346.24 330.91 15.33 4.4% 3.15 0.9% 96% True False
40 360.44 327.12 33.32 9.6% 4.54 1.3% 55% False False
60 360.44 327.12 33.32 9.6% 3.97 1.1% 55% False False
80 360.44 327.12 33.32 9.6% 3.86 1.1% 55% False False
100 360.44 321.08 39.36 11.4% 3.72 1.1% 62% False False
120 360.44 314.38 46.06 13.3% 3.60 1.0% 68% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.52
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 355.89
2.618 352.18
1.618 349.91
1.000 348.51
0.618 347.64
HIGH 346.24
0.618 345.37
0.500 345.11
0.382 344.84
LOW 343.97
0.618 342.57
1.000 341.70
1.618 340.30
2.618 338.03
4.250 334.32
Fisher Pivots for day following 27-Nov-1989
Pivot 1 day 3 day
R1 345.44 344.71
PP 345.27 343.81
S1 345.11 342.92

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

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