S&P500 Cash Index


Trading Metrics calculated at close of trading on 24-Jan-1991
Day Change Summary
Previous Current
23-Jan-1991 24-Jan-1991 Change Change % Previous Week
Open 328.30 330.21 1.91 0.6% 315.23
High 331.04 335.83 4.79 1.4% 332.23
Low 327.93 330.19 2.26 0.7% 309.35
Close 330.21 334.78 4.57 1.4% 332.23
Range 3.11 5.64 2.53 81.4% 22.88
ATR 4.19 4.29 0.10 2.5% 0.00
Volume
Daily Pivots for day following 24-Jan-1991
Classic Woodie Camarilla DeMark
R4 350.52 348.29 337.88
R3 344.88 342.65 336.33
R2 339.24 339.24 335.81
R1 337.01 337.01 335.30 338.13
PP 333.60 333.60 333.60 334.16
S1 331.37 331.37 334.26 332.49
S2 327.96 327.96 333.75
S3 322.32 325.73 333.23
S4 316.68 320.09 331.68
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
5 335.83 327.08 8.75 2.6% 4.14 1.2% 88% True False
10 335.83 309.35 26.48 7.9% 4.59 1.4% 96% True False
20 335.83 309.35 26.48 7.9% 4.36 1.3% 96% True False
40 335.83 309.35 26.48 7.9% 3.88 1.2% 96% True False
60 335.83 299.44 36.39 10.9% 3.98 1.2% 97% True False
80 335.83 294.51 41.32 12.3% 4.46 1.3% 97% True False
100 335.83 294.51 41.32 12.3% 4.59 1.4% 97% True False
120 344.75 294.51 50.24 15.0% 4.88 1.5% 80% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 359.80
2.618 350.60
1.618 344.96
1.000 341.47
0.618 339.32
HIGH 335.83
0.618 333.68
0.500 333.01
0.382 332.34
LOW 330.19
0.618 326.70
1.000 324.55
1.618 321.06
2.618 315.42
4.250 306.22
Fisher Pivots for day following 24-Jan-1991
Pivot 1 day 3 day
R1 334.19 333.80
PP 333.60 332.81
S1 333.01 331.83

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

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