S&P500 Cash Index


Trading Metrics calculated at close of trading on 05-Dec-1990
Day Change Summary
Previous Current
04-Dec-1990 05-Dec-1990 Change Change % Previous Week
Open 324.11 326.36 2.25 0.7% 315.08
High 326.77 329.92 3.15 1.0% 323.02
Low 321.97 325.66 3.69 1.1% 311.48
Close 326.35 329.92 3.57 1.1% 322.22
Range 4.80 4.26 -0.54 -11.3% 11.54
ATR 4.29 4.29 0.00 -0.1% 0.00
Volume
Daily Pivots for day following 05-Dec-1990
Classic Woodie Camarilla DeMark
R4 341.28 339.86 332.26
R3 337.02 335.60 331.09
R2 332.76 332.76 330.70
R1 331.34 331.34 330.31 332.05
PP 328.50 328.50 328.50 328.86
S1 327.08 327.08 329.53 327.79
S2 324.24 324.24 329.14
S3 319.98 322.82 328.75
S4 315.72 318.56 327.58
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
5 329.92 315.03 14.89 4.5% 4.45 1.3% 100% True False
10 329.92 311.48 18.44 5.6% 3.85 1.2% 100% True False
20 329.92 305.03 24.89 7.5% 4.12 1.2% 100% True False
40 329.92 294.51 35.41 10.7% 4.76 1.4% 100% True False
60 329.92 294.51 35.41 10.7% 5.05 1.5% 100% True False
80 341.92 294.51 47.41 14.4% 5.21 1.6% 75% False False
100 369.40 294.51 74.89 22.7% 5.30 1.6% 47% False False
120 369.78 294.51 75.27 22.8% 5.04 1.5% 47% 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 0.83
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 348.03
2.618 341.07
1.618 336.81
1.000 334.18
0.618 332.55
HIGH 329.92
0.618 328.29
0.500 327.79
0.382 327.29
LOW 325.66
0.618 323.03
1.000 321.40
1.618 318.77
2.618 314.51
4.250 307.56
Fisher Pivots for day following 05-Dec-1990
Pivot 1 day 3 day
R1 329.21 328.60
PP 328.50 327.27
S1 327.79 325.95

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

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