S&P500 Cash Index


Trading Metrics calculated at close of trading on 26-Dec-1990
Day Change Summary
Previous Current
24-Dec-1990 26-Dec-1990 Change Change % Previous Week
Open 331.74 329.89 -1.85 -0.6% 326.82
High 331.74 331.69 -0.05 0.0% 332.47
Low 329.16 329.89 0.73 0.2% 324.46
Close 329.90 330.85 0.95 0.3% 331.75
Range 2.58 1.80 -0.78 -30.2% 8.01
ATR 3.55 3.43 -0.13 -3.5% 0.00
Volume
Daily Pivots for day following 26-Dec-1990
Classic Woodie Camarilla DeMark
R4 336.21 335.33 331.84
R3 334.41 333.53 331.35
R2 332.61 332.61 331.18
R1 331.73 331.73 331.02 332.17
PP 330.81 330.81 330.81 331.03
S1 329.93 329.93 330.69 330.37
S2 329.01 329.01 330.52
S3 327.21 328.13 330.36
S4 325.41 326.33 329.86
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
5 332.47 326.94 5.53 1.7% 2.39 0.7% 71% False False
10 332.47 324.46 8.01 2.4% 2.89 0.9% 80% False False
20 333.98 315.03 18.95 5.7% 3.41 1.0% 83% False False
40 333.98 299.44 34.54 10.4% 3.78 1.1% 91% False False
60 333.98 294.51 39.47 11.9% 4.50 1.4% 92% False False
80 333.98 294.51 39.47 11.9% 4.65 1.4% 92% False False
100 344.75 294.51 50.24 15.2% 4.99 1.5% 72% False False
120 369.78 294.51 75.27 22.8% 4.96 1.5% 48% False False
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 339.34
2.618 336.40
1.618 334.60
1.000 333.49
0.618 332.80
HIGH 331.69
0.618 331.00
0.500 330.79
0.382 330.58
LOW 329.89
0.618 328.78
1.000 328.09
1.618 326.98
2.618 325.18
4.250 322.24
Fisher Pivots for day following 26-Dec-1990
Pivot 1 day 3 day
R1 330.83 330.84
PP 330.81 330.83
S1 330.79 330.82

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

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