S&P500 Cash Index


Trading Metrics calculated at close of trading on 16-Jan-1991
Day Change Summary
Previous Current
15-Jan-1991 16-Jan-1991 Change Change % Previous Week
Open 312.49 313.73 1.24 0.4% 320.97
High 313.73 316.94 3.21 1.0% 320.97
Low 311.84 312.94 1.10 0.4% 310.93
Close 313.72 316.17 2.45 0.8% 315.23
Range 1.89 4.00 2.11 111.6% 10.04
ATR 3.77 3.78 0.02 0.4% 0.00
Volume
Daily Pivots for day following 16-Jan-1991
Classic Woodie Camarilla DeMark
R4 327.35 325.76 318.37
R3 323.35 321.76 317.27
R2 319.35 319.35 316.90
R1 317.76 317.76 316.54 318.56
PP 315.35 315.35 315.35 315.75
S1 313.76 313.76 315.80 314.56
S2 311.35 311.35 315.44
S3 307.35 309.76 315.07
S4 303.35 305.76 313.97
Weekly Pivots for week ending 11-Jan-1991
Classic Woodie Camarilla DeMark
R4 345.83 340.57 320.75
R3 335.79 330.53 317.99
R2 325.75 325.75 317.07
R1 320.49 320.49 316.15 318.10
PP 315.71 315.71 315.71 314.52
S1 310.45 310.45 314.31 308.06
S2 305.67 305.67 313.39
S3 295.63 300.41 312.47
S4 285.59 290.37 309.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 316.94 309.35 7.59 2.4% 3.34 1.1% 90% True False
10 326.53 309.35 17.18 5.4% 4.33 1.4% 40% False False
20 332.47 309.35 23.12 7.3% 3.56 1.1% 29% False False
40 333.98 309.35 24.63 7.8% 3.57 1.1% 28% False False
60 333.98 299.44 34.54 10.9% 3.89 1.2% 48% False False
80 333.98 294.51 39.47 12.5% 4.61 1.5% 55% False False
100 333.98 294.51 39.47 12.5% 4.63 1.5% 55% False False
120 357.35 294.51 62.84 19.9% 4.89 1.5% 34% 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 False
Bear Hook False
Bull Hook False
Stretch 0.82
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 333.94
2.618 327.41
1.618 323.41
1.000 320.94
0.618 319.41
HIGH 316.94
0.618 315.41
0.500 314.94
0.382 314.47
LOW 312.94
0.618 310.47
1.000 308.94
1.618 306.47
2.618 302.47
4.250 295.94
Fisher Pivots for day following 16-Jan-1991
Pivot 1 day 3 day
R1 315.76 315.16
PP 315.35 314.15
S1 314.94 313.15

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

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