S&P500 Cash Index


Trading Metrics calculated at close of trading on 06-Nov-1990
Day Change Summary
Previous Current
05-Nov-1990 06-Nov-1990 Change Change % Previous Week
Open 311.85 314.59 2.74 0.9% 304.74
High 314.61 314.76 0.15 0.0% 311.94
Low 311.41 311.43 0.02 0.0% 299.44
Close 314.59 311.62 -2.97 -0.9% 311.85
Range 3.20 3.33 0.13 4.1% 12.50
ATR 5.31 5.17 -0.14 -2.7% 0.00
Volume
Daily Pivots for day following 06-Nov-1990
Classic Woodie Camarilla DeMark
R4 322.59 320.44 313.45
R3 319.26 317.11 312.54
R2 315.93 315.93 312.23
R1 313.78 313.78 311.93 313.19
PP 312.60 312.60 312.60 312.31
S1 310.45 310.45 311.31 309.86
S2 309.27 309.27 311.01
S3 305.94 307.12 310.70
S4 302.61 303.79 309.79
Weekly Pivots for week ending 02-Nov-1990
Classic Woodie Camarilla DeMark
R4 345.24 341.05 318.73
R3 332.74 328.55 315.29
R2 320.24 320.24 314.14
R1 316.05 316.05 313.00 318.15
PP 307.74 307.74 307.74 308.79
S1 303.55 303.55 310.70 305.65
S2 295.24 295.24 309.56
S3 282.74 291.05 308.41
S4 270.24 278.55 304.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 314.76 301.61 13.15 4.2% 4.12 1.3% 76% True False
10 314.76 299.44 15.32 4.9% 4.45 1.4% 80% True False
20 315.83 294.51 21.32 6.8% 5.40 1.7% 80% False False
40 322.55 294.51 28.04 9.0% 5.51 1.8% 61% False False
60 341.92 294.51 47.41 15.2% 5.58 1.8% 36% False False
80 369.40 294.51 74.89 24.0% 5.59 1.8% 23% False False
100 369.78 294.51 75.27 24.2% 5.22 1.7% 23% False False
120 369.78 294.51 75.27 24.2% 4.95 1.6% 23% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.22
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 328.91
2.618 323.48
1.618 320.15
1.000 318.09
0.618 316.82
HIGH 314.76
0.618 313.49
0.500 313.10
0.382 312.70
LOW 311.43
0.618 309.37
1.000 308.10
1.618 306.04
2.618 302.71
4.250 297.28
Fisher Pivots for day following 06-Nov-1990
Pivot 1 day 3 day
R1 313.10 311.35
PP 312.60 311.09
S1 312.11 310.82

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

View Archives - Comment on this page... - Back to Index of Symbols