S&P500 Cash Index


Trading Metrics calculated at close of trading on 12-Jan-1990
Day Change Summary
Previous Current
11-Jan-1990 12-Jan-1990 Change Change % Previous Week
Open 347.31 348.53 1.22 0.4% 352.20
High 350.14 348.53 -1.61 -0.5% 354.24
Low 347.31 339.49 -7.82 -2.3% 339.49
Close 348.53 339.93 -8.60 -2.5% 339.93
Range 2.83 9.04 6.21 219.4% 14.75
ATR 3.72 4.10 0.38 10.2% 0.00
Volume
Daily Pivots for day following 12-Jan-1990
Classic Woodie Camarilla DeMark
R4 369.77 363.89 344.90
R3 360.73 354.85 342.42
R2 351.69 351.69 341.59
R1 345.81 345.81 340.76 344.23
PP 342.65 342.65 342.65 341.86
S1 336.77 336.77 339.10 335.19
S2 333.61 333.61 338.27
S3 324.57 327.73 337.44
S4 315.53 318.69 334.96
Weekly Pivots for week ending 12-Jan-1990
Classic Woodie Camarilla DeMark
R4 388.80 379.12 348.04
R3 374.05 364.37 343.99
R2 359.30 359.30 342.63
R1 349.62 349.62 341.28 347.09
PP 344.55 344.55 344.55 343.29
S1 334.87 334.87 338.58 332.34
S2 329.80 329.80 337.23
S3 315.05 320.12 335.87
S4 300.30 305.37 331.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 354.24 339.49 14.75 4.3% 5.09 1.5% 3% False True
10 360.59 339.49 21.10 6.2% 4.88 1.4% 2% False True
20 360.59 339.49 21.10 6.2% 4.12 1.2% 2% False True
40 360.59 337.14 23.45 6.9% 3.43 1.0% 12% False False
60 360.59 329.03 31.56 9.3% 3.83 1.1% 35% False False
80 360.59 327.12 33.47 9.8% 3.98 1.2% 38% False False
100 360.59 327.12 33.47 9.8% 3.81 1.1% 38% False False
120 360.59 327.12 33.47 9.8% 3.76 1.1% 38% False False
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 0.44
Widest range in 55 trading days
Fibonacci Retracements and Extensions
4.250 386.95
2.618 372.20
1.618 363.16
1.000 357.57
0.618 354.12
HIGH 348.53
0.618 345.08
0.500 344.01
0.382 342.94
LOW 339.49
0.618 333.90
1.000 330.45
1.618 324.86
2.618 315.82
4.250 301.07
Fisher Pivots for day following 12-Jan-1990
Pivot 1 day 3 day
R1 344.01 344.82
PP 342.65 343.19
S1 341.29 341.56

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

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