S&P500 Cash Index


Trading Metrics calculated at close of trading on 30-Nov-1990
Day Change Summary
Previous Current
29-Nov-1990 30-Nov-1990 Change Change % Previous Week
Open 317.95 316.42 -1.53 -0.5% 315.08
High 317.95 323.02 5.07 1.6% 323.02
Low 315.03 315.42 0.39 0.1% 311.48
Close 316.42 322.22 5.80 1.8% 322.22
Range 2.92 7.60 4.68 160.3% 11.54
ATR 4.13 4.37 0.25 6.0% 0.00
Volume
Daily Pivots for day following 30-Nov-1990
Classic Woodie Camarilla DeMark
R4 343.02 340.22 326.40
R3 335.42 332.62 324.31
R2 327.82 327.82 323.61
R1 325.02 325.02 322.92 326.42
PP 320.22 320.22 320.22 320.92
S1 317.42 317.42 321.52 318.82
S2 312.62 312.62 320.83
S3 305.02 309.82 320.13
S4 297.42 302.22 318.04
Weekly Pivots for week ending 30-Nov-1990
Classic Woodie Camarilla DeMark
R4 353.53 349.41 328.57
R3 341.99 337.87 325.39
R2 330.45 330.45 324.34
R1 326.33 326.33 323.28 328.39
PP 318.91 318.91 318.91 319.94
S1 314.79 314.79 321.16 316.85
S2 307.37 307.37 320.10
S3 295.83 303.25 319.05
S4 284.29 291.71 315.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 323.02 311.48 11.54 3.6% 4.16 1.3% 93% True False
10 323.02 311.48 11.54 3.6% 3.68 1.1% 93% True False
20 323.02 305.03 17.99 5.6% 4.11 1.3% 96% True False
40 323.02 294.51 28.51 8.8% 4.99 1.5% 97% True False
60 326.53 294.51 32.02 9.9% 5.07 1.6% 87% False False
80 341.92 294.51 47.41 14.7% 5.26 1.6% 58% False False
100 369.78 294.51 75.27 23.4% 5.29 1.6% 37% False False
120 369.78 294.51 75.27 23.4% 5.01 1.6% 37% 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 0.72
Widest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 355.32
2.618 342.92
1.618 335.32
1.000 330.62
0.618 327.72
HIGH 323.02
0.618 320.12
0.500 319.22
0.382 318.32
LOW 315.42
0.618 310.72
1.000 307.82
1.618 303.12
2.618 295.52
4.250 283.12
Fisher Pivots for day following 30-Nov-1990
Pivot 1 day 3 day
R1 321.22 321.16
PP 320.22 320.09
S1 319.22 319.03

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

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