S&P500 Cash Index


Trading Metrics calculated at close of trading on 21-Dec-1990
Day Change Summary
Previous Current
20-Dec-1990 21-Dec-1990 Change Change % Previous Week
Open 330.20 330.12 -0.08 0.0% 326.82
High 330.74 332.47 1.73 0.5% 332.47
Low 326.94 330.12 3.18 1.0% 324.46
Close 330.12 331.75 1.63 0.5% 331.75
Range 3.80 2.35 -1.45 -38.2% 8.01
ATR 3.73 3.63 -0.10 -2.6% 0.00
Volume
Daily Pivots for day following 21-Dec-1990
Classic Woodie Camarilla DeMark
R4 338.50 337.47 333.04
R3 336.15 335.12 332.40
R2 333.80 333.80 332.18
R1 332.77 332.77 331.97 333.29
PP 331.45 331.45 331.45 331.70
S1 330.42 330.42 331.53 330.94
S2 329.10 329.10 331.32
S3 326.75 328.07 331.10
S4 324.40 325.72 330.46
Weekly Pivots for week ending 21-Dec-1990
Classic Woodie Camarilla DeMark
R4 353.59 350.68 336.16
R3 345.58 342.67 333.95
R2 337.57 337.57 333.22
R1 334.66 334.66 332.48 336.12
PP 329.56 329.56 329.56 330.29
S1 326.65 326.65 331.02 328.11
S2 321.55 321.55 330.28
S3 313.54 318.64 329.55
S4 305.53 310.63 327.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 332.47 324.46 8.01 2.4% 2.92 0.9% 91% True False
10 332.47 324.46 8.01 2.4% 3.06 0.9% 91% True False
20 333.98 311.48 22.50 6.8% 3.58 1.1% 90% False False
40 333.98 299.44 34.54 10.4% 3.98 1.2% 94% False False
60 333.98 294.51 39.47 11.9% 4.74 1.4% 94% False False
80 333.98 294.51 39.47 11.9% 4.76 1.4% 94% False False
100 355.51 294.51 61.00 18.4% 5.13 1.5% 61% False False
120 369.78 294.51 75.27 22.7% 5.00 1.5% 49% 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 0.31
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 342.46
2.618 338.62
1.618 336.27
1.000 334.82
0.618 333.92
HIGH 332.47
0.618 331.57
0.500 331.30
0.382 331.02
LOW 330.12
0.618 328.67
1.000 327.77
1.618 326.32
2.618 323.97
4.250 320.13
Fisher Pivots for day following 21-Dec-1990
Pivot 1 day 3 day
R1 331.60 331.07
PP 331.45 330.39
S1 331.30 329.71

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

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