S&P500 Cash Index


Trading Metrics calculated at close of trading on 03-Dec-1990
Day Change Summary
Previous Current
30-Nov-1990 03-Dec-1990 Change Change % Previous Week
Open 316.42 322.23 5.81 1.8% 315.08
High 323.02 324.90 1.88 0.6% 323.02
Low 315.42 322.23 6.81 2.2% 311.48
Close 322.22 324.10 1.88 0.6% 322.22
Range 7.60 2.67 -4.93 -64.9% 11.54
ATR 4.37 4.25 -0.12 -2.8% 0.00
Volume
Daily Pivots for day following 03-Dec-1990
Classic Woodie Camarilla DeMark
R4 331.75 330.60 325.57
R3 329.08 327.93 324.83
R2 326.41 326.41 324.59
R1 325.26 325.26 324.34 325.84
PP 323.74 323.74 323.74 324.03
S1 322.59 322.59 323.86 323.17
S2 321.07 321.07 323.61
S3 318.40 319.92 323.37
S4 315.73 317.25 322.63
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
5 324.90 315.03 9.87 3.0% 3.68 1.1% 92% True False
10 324.90 311.48 13.42 4.1% 3.57 1.1% 94% True False
20 324.90 305.03 19.87 6.1% 3.99 1.2% 96% True False
40 324.90 294.51 30.39 9.4% 4.83 1.5% 97% True False
60 326.53 294.51 32.02 9.9% 5.04 1.6% 92% False False
80 341.92 294.51 47.41 14.6% 5.26 1.6% 62% False False
100 369.78 294.51 75.27 23.2% 5.27 1.6% 39% False False
120 369.78 294.51 75.27 23.2% 5.01 1.5% 39% 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 0.54
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 336.25
2.618 331.89
1.618 329.22
1.000 327.57
0.618 326.55
HIGH 324.90
0.618 323.88
0.500 323.57
0.382 323.25
LOW 322.23
0.618 320.58
1.000 319.56
1.618 317.91
2.618 315.24
4.250 310.88
Fisher Pivots for day following 03-Dec-1990
Pivot 1 day 3 day
R1 323.92 322.72
PP 323.74 321.34
S1 323.57 319.97

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

View Archives - Comment on this page... - Back to Index of Symbols