S&P500 Cash Index


Trading Metrics calculated at close of trading on 17-Jan-1990
Day Change Summary
Previous Current
16-Jan-1990 17-Jan-1990 Change Change % Previous Week
Open 337.00 340.75 3.75 1.1% 352.20
High 340.75 342.01 1.26 0.4% 354.24
Low 333.37 336.26 2.89 0.9% 339.49
Close 340.75 337.40 -3.35 -1.0% 339.93
Range 7.38 5.75 -1.63 -22.1% 14.75
ATR 4.28 4.39 0.10 2.4% 0.00
Volume
Daily Pivots for day following 17-Jan-1990
Classic Woodie Camarilla DeMark
R4 355.81 352.35 340.56
R3 350.06 346.60 338.98
R2 344.31 344.31 338.45
R1 340.85 340.85 337.93 339.71
PP 338.56 338.56 338.56 337.98
S1 335.10 335.10 336.87 333.96
S2 332.81 332.81 336.35
S3 327.06 329.35 335.82
S4 321.31 323.60 334.24
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
5 350.14 333.37 16.77 5.0% 5.67 1.7% 24% False False
10 358.76 333.37 25.39 7.5% 5.21 1.5% 16% False False
20 360.59 333.37 27.22 8.1% 4.09 1.2% 15% False False
40 360.59 333.37 27.22 8.1% 3.64 1.1% 15% False False
60 360.59 330.91 29.68 8.8% 3.70 1.1% 22% False False
80 360.59 327.12 33.47 9.9% 4.11 1.2% 31% False False
100 360.59 327.12 33.47 9.9% 3.84 1.1% 31% False False
120 360.59 327.12 33.47 9.9% 3.79 1.1% 31% 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 0.69
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 366.45
2.618 357.06
1.618 351.31
1.000 347.76
0.618 345.56
HIGH 342.01
0.618 339.81
0.500 339.14
0.382 338.46
LOW 336.26
0.618 332.71
1.000 330.51
1.618 326.96
2.618 321.21
4.250 311.82
Fisher Pivots for day following 17-Jan-1990
Pivot 1 day 3 day
R1 339.14 337.69
PP 338.56 337.59
S1 337.98 337.50

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

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