S&P500 Cash Index


Trading Metrics calculated at close of trading on 17-Dec-1990
Day Change Summary
Previous Current
14-Dec-1990 17-Dec-1990 Change Change % Previous Week
Open 329.34 326.82 -2.52 -0.8% 327.75
High 329.34 326.82 -2.52 -0.8% 330.58
Low 325.16 324.46 -0.70 -0.2% 325.16
Close 326.82 326.02 -0.80 -0.2% 326.82
Range 4.18 2.36 -1.82 -43.5% 5.42
ATR 3.95 3.84 -0.11 -2.9% 0.00
Volume
Daily Pivots for day following 17-Dec-1990
Classic Woodie Camarilla DeMark
R4 332.85 331.79 327.32
R3 330.49 329.43 326.67
R2 328.13 328.13 326.45
R1 327.07 327.07 326.24 326.42
PP 325.77 325.77 325.77 325.44
S1 324.71 324.71 325.80 324.06
S2 323.41 323.41 325.59
S3 321.05 322.35 325.37
S4 318.69 319.99 324.72
Weekly Pivots for week ending 14-Dec-1990
Classic Woodie Camarilla DeMark
R4 343.78 340.72 329.80
R3 338.36 335.30 328.31
R2 332.94 332.94 327.81
R1 329.88 329.88 327.32 328.70
PP 327.52 327.52 327.52 326.93
S1 324.46 324.46 326.32 323.28
S2 322.10 322.10 325.83
S3 316.68 319.04 325.33
S4 311.26 313.62 323.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 330.58 324.46 6.12 1.9% 3.10 1.0% 25% False True
10 333.98 321.97 12.01 3.7% 3.60 1.1% 34% False False
20 333.98 311.48 22.50 6.9% 3.58 1.1% 65% False False
40 333.98 299.44 34.54 10.6% 4.05 1.2% 77% False False
60 333.98 294.51 39.47 12.1% 4.96 1.5% 80% False False
80 333.98 294.51 39.47 12.1% 4.90 1.5% 80% False False
100 357.35 294.51 62.84 19.3% 5.16 1.6% 50% False False
120 369.78 294.51 75.27 23.1% 4.96 1.5% 42% 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 0.64
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 336.85
2.618 333.00
1.618 330.64
1.000 329.18
0.618 328.28
HIGH 326.82
0.618 325.92
0.500 325.64
0.382 325.36
LOW 324.46
0.618 323.00
1.000 322.10
1.618 320.64
2.618 318.28
4.250 314.43
Fisher Pivots for day following 17-Dec-1990
Pivot 1 day 3 day
R1 325.89 327.52
PP 325.77 327.02
S1 325.64 326.52

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

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