S&P500 Cash Index


Trading Metrics calculated at close of trading on 09-Nov-1990
Day Change Summary
Previous Current
08-Nov-1990 09-Nov-1990 Change Change % Previous Week
Open 306.01 307.61 1.60 0.5% 311.85
High 309.77 313.78 4.01 1.3% 314.76
Low 305.03 307.61 2.58 0.8% 305.03
Close 307.61 313.74 6.13 2.0% 313.74
Range 4.74 6.17 1.43 30.2% 9.73
ATR 5.18 5.26 0.07 1.4% 0.00
Volume
Daily Pivots for day following 09-Nov-1990
Classic Woodie Camarilla DeMark
R4 330.22 328.15 317.13
R3 324.05 321.98 315.44
R2 317.88 317.88 314.87
R1 315.81 315.81 314.31 316.85
PP 311.71 311.71 311.71 312.23
S1 309.64 309.64 313.17 310.68
S2 305.54 305.54 312.61
S3 299.37 303.47 312.04
S4 293.20 297.30 310.35
Weekly Pivots for week ending 09-Nov-1990
Classic Woodie Camarilla DeMark
R4 340.37 336.78 319.09
R3 330.64 327.05 316.42
R2 320.91 320.91 315.52
R1 317.32 317.32 314.63 319.12
PP 311.18 311.18 311.18 312.07
S1 307.59 307.59 312.85 309.39
S2 301.45 301.45 311.96
S3 291.72 297.86 311.06
S4 281.99 288.13 308.39
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 3.1% 4.65 1.5% 90% False False
10 314.76 299.44 15.32 4.9% 4.90 1.6% 93% False False
20 315.83 296.41 19.42 6.2% 5.08 1.6% 89% False False
40 319.69 294.51 25.18 8.0% 5.65 1.8% 76% False False
60 332.36 294.51 37.85 12.1% 5.63 1.8% 51% False False
80 366.64 294.51 72.13 23.0% 5.64 1.8% 27% False False
100 369.78 294.51 75.27 24.0% 5.27 1.7% 26% False False
120 369.78 294.51 75.27 24.0% 4.99 1.6% 26% 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 1.09
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 340.00
2.618 329.93
1.618 323.76
1.000 319.95
0.618 317.59
HIGH 313.78
0.618 311.42
0.500 310.70
0.382 309.97
LOW 307.61
0.618 303.80
1.000 301.44
1.618 297.63
2.618 291.46
4.250 281.39
Fisher Pivots for day following 09-Nov-1990
Pivot 1 day 3 day
R1 312.73 312.30
PP 311.71 310.85
S1 310.70 309.41

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

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