S&P500 Cash Index


Trading Metrics calculated at close of trading on 04-Jan-1991
Day Change Summary
Previous Current
03-Jan-1991 04-Jan-1991 Change Change % Previous Week
Open 326.46 321.91 -4.55 -1.4% 328.71
High 326.53 322.35 -4.18 -1.3% 330.75
Low 321.90 318.87 -3.03 -0.9% 318.87
Close 321.91 321.00 -0.91 -0.3% 321.00
Range 4.63 3.48 -1.15 -24.8% 11.88
ATR 3.39 3.39 0.01 0.2% 0.00
Volume
Daily Pivots for day following 04-Jan-1991
Classic Woodie Camarilla DeMark
R4 331.18 329.57 322.91
R3 327.70 326.09 321.96
R2 324.22 324.22 321.64
R1 322.61 322.61 321.32 321.68
PP 320.74 320.74 320.74 320.27
S1 319.13 319.13 320.68 318.20
S2 317.26 317.26 320.36
S3 313.78 315.65 320.04
S4 310.30 312.17 319.09
Weekly Pivots for week ending 04-Jan-1991
Classic Woodie Camarilla DeMark
R4 359.18 351.97 327.53
R3 347.30 340.09 324.27
R2 335.42 335.42 323.18
R1 328.21 328.21 322.09 325.88
PP 323.54 323.54 323.54 322.37
S1 316.33 316.33 319.91 314.00
S2 311.66 311.66 318.82
S3 299.78 304.45 317.73
S4 287.90 292.57 314.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 330.75 318.87 11.88 3.7% 3.32 1.0% 18% False True
10 332.47 318.87 13.60 4.2% 3.00 0.9% 16% False True
20 333.98 318.87 15.11 4.7% 3.15 1.0% 14% False True
40 333.98 305.03 28.95 9.0% 3.63 1.1% 55% False False
60 333.98 294.51 39.47 12.3% 4.22 1.3% 67% False False
80 333.98 294.51 39.47 12.3% 4.57 1.4% 67% False False
100 341.92 294.51 47.41 14.8% 4.80 1.5% 56% False False
120 369.40 294.51 74.89 23.3% 4.94 1.5% 35% 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 0.34
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 337.14
2.618 331.46
1.618 327.98
1.000 325.83
0.618 324.50
HIGH 322.35
0.618 321.02
0.500 320.61
0.382 320.20
LOW 318.87
0.618 316.72
1.000 315.39
1.618 313.24
2.618 309.76
4.250 304.08
Fisher Pivots for day following 04-Jan-1991
Pivot 1 day 3 day
R1 320.87 324.81
PP 320.74 323.54
S1 320.61 322.27

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

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