S&P500 Cash Index


Trading Metrics calculated at close of trading on 08-Jan-1991
Day Change Summary
Previous Current
07-Jan-1991 08-Jan-1991 Change Change % Previous Week
Open 320.97 315.44 -5.53 -1.7% 328.71
High 320.97 316.97 -4.00 -1.2% 330.75
Low 315.44 313.79 -1.65 -0.5% 318.87
Close 315.44 314.90 -0.54 -0.2% 321.00
Range 5.53 3.18 -2.35 -42.5% 11.88
ATR 3.55 3.52 -0.03 -0.7% 0.00
Volume
Daily Pivots for day following 08-Jan-1991
Classic Woodie Camarilla DeMark
R4 324.76 323.01 316.65
R3 321.58 319.83 315.77
R2 318.40 318.40 315.48
R1 316.65 316.65 315.19 315.94
PP 315.22 315.22 315.22 314.86
S1 313.47 313.47 314.61 312.76
S2 312.04 312.04 314.32
S3 308.86 310.29 314.03
S4 305.68 307.11 313.15
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
5 330.75 313.79 16.96 5.4% 4.22 1.3% 7% False True
10 331.74 313.79 17.95 5.7% 3.25 1.0% 6% False True
20 332.47 313.79 18.68 5.9% 3.15 1.0% 6% False True
40 333.98 307.61 26.37 8.4% 3.59 1.1% 28% False False
60 333.98 295.22 38.76 12.3% 4.13 1.3% 51% False False
80 333.98 294.51 39.47 12.5% 4.59 1.5% 52% False False
100 340.06 294.51 45.55 14.5% 4.83 1.5% 45% False False
120 366.64 294.51 72.13 22.9% 4.94 1.6% 28% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.44
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 330.49
2.618 325.30
1.618 322.12
1.000 320.15
0.618 318.94
HIGH 316.97
0.618 315.76
0.500 315.38
0.382 315.00
LOW 313.79
0.618 311.82
1.000 310.61
1.618 308.64
2.618 305.46
4.250 300.28
Fisher Pivots for day following 08-Jan-1991
Pivot 1 day 3 day
R1 315.38 318.07
PP 315.22 317.01
S1 315.06 315.96

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

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