S&P500 Cash Index


Trading Metrics calculated at close of trading on 07-Jan-1991
Day Change Summary
Previous Current
04-Jan-1991 07-Jan-1991 Change Change % Previous Week
Open 321.91 320.97 -0.94 -0.3% 328.71
High 322.35 320.97 -1.38 -0.4% 330.75
Low 318.87 315.44 -3.43 -1.1% 318.87
Close 321.00 315.44 -5.56 -1.7% 321.00
Range 3.48 5.53 2.05 58.9% 11.88
ATR 3.39 3.55 0.15 4.6% 0.00
Volume
Daily Pivots for day following 07-Jan-1991
Classic Woodie Camarilla DeMark
R4 333.87 330.19 318.48
R3 328.34 324.66 316.96
R2 322.81 322.81 316.45
R1 319.13 319.13 315.95 318.21
PP 317.28 317.28 317.28 316.82
S1 313.60 313.60 314.93 312.68
S2 311.75 311.75 314.43
S3 306.22 308.07 313.92
S4 300.69 302.54 312.40
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
5 330.75 315.44 15.31 4.9% 4.13 1.3% 0% False True
10 332.47 315.44 17.03 5.4% 3.17 1.0% 0% False True
20 332.47 315.44 17.03 5.4% 3.15 1.0% 0% False True
40 333.98 305.03 28.95 9.2% 3.62 1.1% 36% False False
60 333.98 294.51 39.47 12.5% 4.19 1.3% 53% False False
80 333.98 294.51 39.47 12.5% 4.60 1.5% 53% False False
100 341.92 294.51 47.41 15.0% 4.82 1.5% 44% False False
120 367.52 294.51 73.01 23.1% 4.95 1.6% 29% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 344.47
2.618 335.45
1.618 329.92
1.000 326.50
0.618 324.39
HIGH 320.97
0.618 318.86
0.500 318.21
0.382 317.55
LOW 315.44
0.618 312.02
1.000 309.91
1.618 306.49
2.618 300.96
4.250 291.94
Fisher Pivots for day following 07-Jan-1991
Pivot 1 day 3 day
R1 318.21 320.99
PP 317.28 319.14
S1 316.36 317.29

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

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