S&P500 Cash Index


Trading Metrics calculated at close of trading on 13-Nov-1990
Day Change Summary
Previous Current
12-Nov-1990 13-Nov-1990 Change Change % Previous Week
Open 313.74 319.48 5.74 1.8% 311.85
High 319.77 319.48 -0.29 -0.1% 314.76
Low 313.73 317.26 3.53 1.1% 305.03
Close 319.48 317.66 -1.82 -0.6% 313.74
Range 6.04 2.22 -3.82 -63.2% 9.73
ATR 5.31 5.09 -0.22 -4.2% 0.00
Volume
Daily Pivots for day following 13-Nov-1990
Classic Woodie Camarilla DeMark
R4 324.79 323.45 318.88
R3 322.57 321.23 318.27
R2 320.35 320.35 318.07
R1 319.01 319.01 317.86 318.57
PP 318.13 318.13 318.13 317.92
S1 316.79 316.79 317.46 316.35
S2 315.91 315.91 317.25
S3 313.69 314.57 317.05
S4 311.47 312.35 316.44
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
5 319.77 305.03 14.74 4.6% 5.00 1.6% 86% False False
10 319.77 301.61 18.16 5.7% 4.56 1.4% 88% False False
20 319.77 297.79 21.98 6.9% 4.76 1.5% 90% False False
40 319.77 294.51 25.26 8.0% 5.67 1.8% 92% False False
60 328.51 294.51 34.00 10.7% 5.59 1.8% 68% False False
80 357.52 294.51 63.01 19.8% 5.53 1.7% 37% False False
100 369.78 294.51 75.27 23.7% 5.25 1.7% 31% False False
120 369.78 294.51 75.27 23.7% 5.03 1.6% 31% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.58
Narrowest range in 54 trading days
Fibonacci Retracements and Extensions
4.250 328.92
2.618 325.29
1.618 323.07
1.000 321.70
0.618 320.85
HIGH 319.48
0.618 318.63
0.500 318.37
0.382 318.11
LOW 317.26
0.618 315.89
1.000 315.04
1.618 313.67
2.618 311.45
4.250 307.83
Fisher Pivots for day following 13-Nov-1990
Pivot 1 day 3 day
R1 318.37 316.34
PP 318.13 315.01
S1 317.90 313.69

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

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