S&P500 Cash Index


Trading Metrics calculated at close of trading on 06-Dec-1990
Day Change Summary
Previous Current
05-Dec-1990 06-Dec-1990 Change Change % Previous Week
Open 326.36 329.94 3.58 1.1% 315.08
High 329.92 333.98 4.06 1.2% 323.02
Low 325.66 328.37 2.71 0.8% 311.48
Close 329.92 329.07 -0.85 -0.3% 322.22
Range 4.26 5.61 1.35 31.7% 11.54
ATR 4.29 4.38 0.09 2.2% 0.00
Volume
Daily Pivots for day following 06-Dec-1990
Classic Woodie Camarilla DeMark
R4 347.30 343.80 332.16
R3 341.69 338.19 330.61
R2 336.08 336.08 330.10
R1 332.58 332.58 329.58 331.53
PP 330.47 330.47 330.47 329.95
S1 326.97 326.97 328.56 325.92
S2 324.86 324.86 328.04
S3 319.25 321.36 327.53
S4 313.64 315.75 325.98
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
5 333.98 315.42 18.56 5.6% 4.99 1.5% 74% True False
10 333.98 311.48 22.50 6.8% 4.04 1.2% 78% True False
20 333.98 305.03 28.95 8.8% 4.10 1.2% 83% True False
40 333.98 294.51 39.47 12.0% 4.72 1.4% 88% True False
60 333.98 294.51 39.47 12.0% 5.09 1.5% 88% True False
80 341.92 294.51 47.41 14.4% 5.24 1.6% 73% False False
100 367.52 294.51 73.01 22.2% 5.31 1.6% 47% False False
120 369.78 294.51 75.27 22.9% 5.04 1.5% 46% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.90
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 357.82
2.618 348.67
1.618 343.06
1.000 339.59
0.618 337.45
HIGH 333.98
0.618 331.84
0.500 331.18
0.382 330.51
LOW 328.37
0.618 324.90
1.000 322.76
1.618 319.29
2.618 313.68
4.250 304.53
Fisher Pivots for day following 06-Dec-1990
Pivot 1 day 3 day
R1 331.18 328.71
PP 330.47 328.34
S1 329.77 327.98

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

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