S&P500 Cash Index


Trading Metrics calculated at close of trading on 31-Dec-1990
Day Change Summary
Previous Current
28-Dec-1990 31-Dec-1990 Change Change % Previous Week
Open 328.29 328.71 0.42 0.1% 331.74
High 328.72 330.23 1.51 0.5% 331.74
Low 327.24 327.50 0.26 0.1% 327.24
Close 328.72 330.23 1.51 0.5% 328.72
Range 1.48 2.73 1.25 84.5% 4.50
ATR 3.25 3.21 -0.04 -1.1% 0.00
Volume
Daily Pivots for day following 31-Dec-1990
Classic Woodie Camarilla DeMark
R4 337.51 336.60 331.73
R3 334.78 333.87 330.98
R2 332.05 332.05 330.73
R1 331.14 331.14 330.48 331.60
PP 329.32 329.32 329.32 329.55
S1 328.41 328.41 329.98 328.87
S2 326.59 326.59 329.73
S3 323.86 325.68 329.48
S4 321.13 322.95 328.73
Weekly Pivots for week ending 28-Dec-1990
Classic Woodie Camarilla DeMark
R4 342.73 340.23 331.20
R3 338.23 335.73 329.96
R2 333.73 333.73 329.55
R1 331.23 331.23 329.13 330.23
PP 329.23 329.23 329.23 328.74
S1 326.73 326.73 328.31 325.73
S2 324.73 324.73 327.90
S3 320.23 322.23 327.48
S4 315.73 317.73 326.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 331.74 327.24 4.50 1.4% 2.28 0.7% 66% False False
10 332.47 324.46 8.01 2.4% 2.60 0.8% 72% False False
20 333.98 321.97 12.01 3.6% 3.12 0.9% 69% False False
40 333.98 305.03 28.95 8.8% 3.61 1.1% 87% False False
60 333.98 294.51 39.47 12.0% 4.36 1.3% 90% False False
80 333.98 294.51 39.47 12.0% 4.58 1.4% 90% False False
100 341.92 294.51 47.41 14.4% 4.83 1.5% 75% False False
120 369.78 294.51 75.27 22.8% 4.93 1.5% 47% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.33
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 341.83
2.618 337.38
1.618 334.65
1.000 332.96
0.618 331.92
HIGH 330.23
0.618 329.19
0.500 328.87
0.382 328.54
LOW 327.50
0.618 325.81
1.000 324.77
1.618 323.08
2.618 320.35
4.250 315.90
Fisher Pivots for day following 31-Dec-1990
Pivot 1 day 3 day
R1 329.78 329.87
PP 329.32 329.50
S1 328.87 329.14

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

View Archives - Comment on this page... - Back to Index of Symbols