S&P500 Cash Index


Trading Metrics calculated at close of trading on 20-Nov-1990
Day Change Summary
Previous Current
19-Nov-1990 20-Nov-1990 Change Change % Previous Week
Open 317.15 319.34 2.19 0.7% 313.74
High 319.39 319.34 -0.05 0.0% 321.70
Low 317.15 315.31 -1.84 -0.6% 313.73
Close 319.34 315.31 -4.03 -1.3% 317.12
Range 2.24 4.03 1.79 79.9% 7.97
ATR 4.72 4.67 -0.05 -1.0% 0.00
Volume
Daily Pivots for day following 20-Nov-1990
Classic Woodie Camarilla DeMark
R4 328.74 326.06 317.53
R3 324.71 322.03 316.42
R2 320.68 320.68 316.05
R1 318.00 318.00 315.68 317.33
PP 316.65 316.65 316.65 316.32
S1 313.97 313.97 314.94 313.30
S2 312.62 312.62 314.57
S3 308.59 309.94 314.20
S4 304.56 305.91 313.09
Weekly Pivots for week ending 16-Nov-1990
Classic Woodie Camarilla DeMark
R4 341.43 337.24 321.50
R3 333.46 329.27 319.31
R2 325.49 325.49 318.58
R1 321.30 321.30 317.85 323.40
PP 317.52 317.52 317.52 318.56
S1 313.33 313.33 316.39 315.43
S2 309.55 309.55 315.66
S3 301.58 305.36 314.93
S4 293.61 297.39 312.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 321.70 314.99 6.71 2.1% 3.76 1.2% 5% False False
10 321.70 305.03 16.67 5.3% 4.38 1.4% 62% False False
20 321.70 299.44 22.26 7.1% 4.42 1.4% 71% False False
40 321.70 294.51 27.19 8.6% 5.51 1.7% 76% False False
60 326.53 294.51 32.02 10.2% 5.16 1.6% 65% False False
80 357.35 294.51 62.84 19.9% 5.53 1.8% 33% False False
100 369.78 294.51 75.27 23.9% 5.26 1.7% 28% False False
120 369.78 294.51 75.27 23.9% 5.05 1.6% 28% 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 False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 336.47
2.618 329.89
1.618 325.86
1.000 323.37
0.618 321.83
HIGH 319.34
0.618 317.80
0.500 317.33
0.382 316.85
LOW 315.31
0.618 312.82
1.000 311.28
1.618 308.79
2.618 304.76
4.250 298.18
Fisher Pivots for day following 20-Nov-1990
Pivot 1 day 3 day
R1 317.33 317.19
PP 316.65 316.56
S1 315.98 315.94

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

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