S&P500 Cash Index


Trading Metrics calculated at close of trading on 15-Jan-1990
Day Change Summary
Previous Current
12-Jan-1990 15-Jan-1990 Change Change % Previous Week
Open 348.53 339.93 -8.60 -2.5% 352.20
High 348.53 339.94 -8.59 -2.5% 354.24
Low 339.49 336.57 -2.92 -0.9% 339.49
Close 339.93 337.00 -2.93 -0.9% 339.93
Range 9.04 3.37 -5.67 -62.7% 14.75
ATR 4.10 4.04 -0.05 -1.3% 0.00
Volume
Daily Pivots for day following 15-Jan-1990
Classic Woodie Camarilla DeMark
R4 347.95 345.84 338.85
R3 344.58 342.47 337.93
R2 341.21 341.21 337.62
R1 339.10 339.10 337.31 338.47
PP 337.84 337.84 337.84 337.52
S1 335.73 335.73 336.69 335.10
S2 334.47 334.47 336.38
S3 331.10 332.36 336.07
S4 327.73 328.99 335.15
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
5 354.17 336.57 17.60 5.2% 5.02 1.5% 2% False True
10 360.59 336.57 24.02 7.1% 4.94 1.5% 2% False True
20 360.59 336.57 24.02 7.1% 4.16 1.2% 2% False True
40 360.59 336.57 24.02 7.1% 3.43 1.0% 2% False True
60 360.59 330.91 29.68 8.8% 3.65 1.1% 21% False False
80 360.59 327.12 33.47 9.9% 4.01 1.2% 30% False False
100 360.59 327.12 33.47 9.9% 3.82 1.1% 30% False False
120 360.59 327.12 33.47 9.9% 3.76 1.1% 30% 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 0.44
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 354.26
2.618 348.76
1.618 345.39
1.000 343.31
0.618 342.02
HIGH 339.94
0.618 338.65
0.500 338.26
0.382 337.86
LOW 336.57
0.618 334.49
1.000 333.20
1.618 331.12
2.618 327.75
4.250 322.25
Fisher Pivots for day following 15-Jan-1990
Pivot 1 day 3 day
R1 338.26 343.36
PP 337.84 341.24
S1 337.42 339.12

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

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