S&P500 Cash Index


Trading Metrics calculated at close of trading on 28-Jan-1991
Day Change Summary
Previous Current
25-Jan-1991 28-Jan-1991 Change Change % Previous Week
Open 334.78 336.06 1.28 0.4% 332.23
High 336.92 337.41 0.49 0.1% 336.92
Low 334.20 335.81 1.61 0.5% 327.83
Close 336.07 336.03 -0.04 0.0% 336.07
Range 2.72 1.60 -1.12 -41.2% 9.09
ATR 4.18 4.00 -0.18 -4.4% 0.00
Volume
Daily Pivots for day following 28-Jan-1991
Classic Woodie Camarilla DeMark
R4 341.22 340.22 336.91
R3 339.62 338.62 336.47
R2 338.02 338.02 336.32
R1 337.02 337.02 336.18 336.72
PP 336.42 336.42 336.42 336.27
S1 335.42 335.42 335.88 335.12
S2 334.82 334.82 335.74
S3 333.22 333.82 335.59
S4 331.62 332.22 335.15
Weekly Pivots for week ending 25-Jan-1991
Classic Woodie Camarilla DeMark
R4 360.88 357.56 341.07
R3 351.79 348.47 338.57
R2 342.70 342.70 337.74
R1 339.38 339.38 336.90 341.04
PP 333.61 333.61 333.61 334.44
S1 330.29 330.29 335.24 331.95
S2 324.52 324.52 334.40
S3 315.43 321.20 333.57
S4 306.34 312.11 331.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 337.41 327.83 9.58 2.9% 3.30 1.0% 86% True False
10 337.41 311.84 25.57 7.6% 4.27 1.3% 95% True False
20 337.41 309.35 28.06 8.4% 4.36 1.3% 95% True False
40 337.41 309.35 28.06 8.4% 3.86 1.1% 95% True False
60 337.41 301.61 35.80 10.7% 3.91 1.2% 96% True False
80 337.41 294.51 42.90 12.8% 4.39 1.3% 97% True False
100 337.41 294.51 42.90 12.8% 4.56 1.4% 97% True False
120 341.92 294.51 47.41 14.1% 4.77 1.4% 88% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.37
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 344.21
2.618 341.60
1.618 340.00
1.000 339.01
0.618 338.40
HIGH 337.41
0.618 336.80
0.500 336.61
0.382 336.42
LOW 335.81
0.618 334.82
1.000 334.21
1.618 333.22
2.618 331.62
4.250 329.01
Fisher Pivots for day following 28-Jan-1991
Pivot 1 day 3 day
R1 336.61 335.29
PP 336.42 334.54
S1 336.22 333.80

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

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