S&P500 Cash Index


Trading Metrics calculated at close of trading on 08-Nov-1990
Day Change Summary
Previous Current
07-Nov-1990 08-Nov-1990 Change Change % Previous Week
Open 311.62 306.01 -5.61 -1.8% 304.74
High 311.62 309.77 -1.85 -0.6% 311.94
Low 305.79 305.03 -0.76 -0.2% 299.44
Close 306.01 307.61 1.60 0.5% 311.85
Range 5.83 4.74 -1.09 -18.7% 12.50
ATR 5.22 5.18 -0.03 -0.7% 0.00
Volume
Daily Pivots for day following 08-Nov-1990
Classic Woodie Camarilla DeMark
R4 321.69 319.39 310.22
R3 316.95 314.65 308.91
R2 312.21 312.21 308.48
R1 309.91 309.91 308.04 311.06
PP 307.47 307.47 307.47 308.05
S1 305.17 305.17 307.18 306.32
S2 302.73 302.73 306.74
S3 297.99 300.43 306.31
S4 293.25 295.69 305.00
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
5 314.76 305.03 9.73 3.2% 4.43 1.4% 27% False True
10 314.76 299.44 15.32 5.0% 4.83 1.6% 53% False False
20 315.83 295.22 20.61 6.7% 5.22 1.7% 60% False False
40 319.69 294.51 25.18 8.2% 5.59 1.8% 52% False False
60 340.06 294.51 45.55 14.8% 5.65 1.8% 29% False False
80 366.64 294.51 72.13 23.4% 5.61 1.8% 18% False False
100 369.78 294.51 75.27 24.5% 5.24 1.7% 17% False False
120 369.78 294.51 75.27 24.5% 4.98 1.6% 17% 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 1.09
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 329.92
2.618 322.18
1.618 317.44
1.000 314.51
0.618 312.70
HIGH 309.77
0.618 307.96
0.500 307.40
0.382 306.84
LOW 305.03
0.618 302.10
1.000 300.29
1.618 297.36
2.618 292.62
4.250 284.89
Fisher Pivots for day following 08-Nov-1990
Pivot 1 day 3 day
R1 307.54 309.90
PP 307.47 309.13
S1 307.40 308.37

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

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