S&P500 Cash Index


Trading Metrics calculated at close of trading on 10-Jan-1991
Day Change Summary
Previous Current
09-Jan-1991 10-Jan-1991 Change Change % Previous Week
Open 314.90 311.51 -3.39 -1.1% 328.71
High 320.73 314.77 -5.96 -1.9% 330.75
Low 310.93 311.51 0.58 0.2% 318.87
Close 311.48 314.53 3.05 1.0% 321.00
Range 9.80 3.26 -6.54 -66.7% 11.88
ATR 3.97 3.92 -0.05 -1.2% 0.00
Volume
Daily Pivots for day following 10-Jan-1991
Classic Woodie Camarilla DeMark
R4 323.38 322.22 316.32
R3 320.12 318.96 315.43
R2 316.86 316.86 315.13
R1 315.70 315.70 314.83 316.28
PP 313.60 313.60 313.60 313.90
S1 312.44 312.44 314.23 313.02
S2 310.34 310.34 313.93
S3 307.08 309.18 313.63
S4 303.82 305.92 312.74
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
5 322.35 310.93 11.42 3.6% 5.05 1.6% 32% False False
10 331.04 310.93 20.11 6.4% 4.12 1.3% 18% False False
20 332.47 310.93 21.54 6.8% 3.50 1.1% 17% False False
40 333.98 310.93 23.05 7.3% 3.61 1.1% 16% False False
60 333.98 297.79 36.19 11.5% 4.06 1.3% 46% False False
80 333.98 294.51 39.47 12.5% 4.67 1.5% 51% False False
100 333.98 294.51 39.47 12.5% 4.80 1.5% 51% False False
120 361.61 294.51 67.10 21.3% 4.97 1.6% 30% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.84
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 328.63
2.618 323.30
1.618 320.04
1.000 318.03
0.618 316.78
HIGH 314.77
0.618 313.52
0.500 313.14
0.382 312.76
LOW 311.51
0.618 309.50
1.000 308.25
1.618 306.24
2.618 302.98
4.250 297.66
Fisher Pivots for day following 10-Jan-1991
Pivot 1 day 3 day
R1 314.07 315.83
PP 313.60 315.40
S1 313.14 314.96

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

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