S&P500 Cash Index


Trading Metrics calculated at close of trading on 18-Jan-1991
Day Change Summary
Previous Current
17-Jan-1991 18-Jan-1991 Change Change % Previous Week
Open 316.17 327.93 11.76 3.7% 315.23
High 327.97 332.23 4.26 1.3% 332.23
Low 316.17 327.08 10.91 3.5% 309.35
Close 327.97 332.23 4.26 1.3% 332.23
Range 11.80 5.15 -6.65 -56.4% 22.88
ATR 4.36 4.41 0.06 1.3% 0.00
Volume
Daily Pivots for day following 18-Jan-1991
Classic Woodie Camarilla DeMark
R4 345.96 344.25 335.06
R3 340.81 339.10 333.65
R2 335.66 335.66 333.17
R1 333.95 333.95 332.70 334.81
PP 330.51 330.51 330.51 330.94
S1 328.80 328.80 331.76 329.66
S2 325.36 325.36 331.29
S3 320.21 323.65 330.81
S4 315.06 318.50 329.40
Weekly Pivots for week ending 18-Jan-1991
Classic Woodie Camarilla DeMark
R4 393.24 385.62 344.81
R3 370.36 362.74 338.52
R2 347.48 347.48 336.42
R1 339.86 339.86 334.33 343.67
PP 324.60 324.60 324.60 326.51
S1 316.98 316.98 330.13 320.79
S2 301.72 301.72 328.04
S3 278.84 294.10 325.94
S4 255.96 271.22 319.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 332.23 309.35 22.88 6.9% 5.74 1.7% 100% True False
10 332.23 309.35 22.88 6.9% 5.21 1.6% 100% True False
20 332.47 309.35 23.12 7.0% 4.11 1.2% 99% False False
40 333.98 309.35 24.63 7.4% 3.84 1.2% 93% False False
60 333.98 299.44 34.54 10.4% 4.03 1.2% 95% False False
80 333.98 294.51 39.47 11.9% 4.68 1.4% 96% False False
100 333.98 294.51 39.47 11.9% 4.63 1.4% 96% False False
120 357.35 294.51 62.84 18.9% 4.97 1.5% 60% 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 0.85
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 354.12
2.618 345.71
1.618 340.56
1.000 337.38
0.618 335.41
HIGH 332.23
0.618 330.26
0.500 329.66
0.382 329.05
LOW 327.08
0.618 323.90
1.000 321.93
1.618 318.75
2.618 313.60
4.250 305.19
Fisher Pivots for day following 18-Jan-1991
Pivot 1 day 3 day
R1 331.37 329.02
PP 330.51 325.80
S1 329.66 322.59

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

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