S&P500 Cash Index


Trading Metrics calculated at close of trading on 30-Jan-1991
Day Change Summary
Previous Current
29-Jan-1991 30-Jan-1991 Change Change % Previous Week
Open 336.03 335.80 -0.23 -0.1% 332.23
High 336.03 340.91 4.88 1.5% 336.92
Low 334.26 335.69 1.43 0.4% 327.83
Close 335.84 340.91 5.07 1.5% 336.07
Range 1.77 5.22 3.45 194.9% 9.09
ATR 3.84 3.94 0.10 2.6% 0.00
Volume
Daily Pivots for day following 30-Jan-1991
Classic Woodie Camarilla DeMark
R4 354.83 353.09 343.78
R3 349.61 347.87 342.35
R2 344.39 344.39 341.87
R1 342.65 342.65 341.39 343.52
PP 339.17 339.17 339.17 339.61
S1 337.43 337.43 340.43 338.30
S2 333.95 333.95 339.95
S3 328.73 332.21 339.47
S4 323.51 326.99 338.04
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
5 340.91 330.19 10.72 3.1% 3.39 1.0% 100% True False
10 340.91 316.17 24.74 7.3% 4.38 1.3% 100% True False
20 340.91 309.35 31.56 9.3% 4.36 1.3% 100% True False
40 340.91 309.35 31.56 9.3% 3.78 1.1% 100% True False
60 340.91 305.03 35.88 10.5% 3.85 1.1% 100% True False
80 340.91 294.51 46.40 13.6% 4.30 1.3% 100% True False
100 340.91 294.51 46.40 13.6% 4.54 1.3% 100% True False
120 341.92 294.51 47.41 13.9% 4.76 1.4% 98% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.24
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 363.10
2.618 354.58
1.618 349.36
1.000 346.13
0.618 344.14
HIGH 340.91
0.618 338.92
0.500 338.30
0.382 337.68
LOW 335.69
0.618 332.46
1.000 330.47
1.618 327.24
2.618 322.02
4.250 313.51
Fisher Pivots for day following 30-Jan-1991
Pivot 1 day 3 day
R1 340.04 339.80
PP 339.17 338.69
S1 338.30 337.59

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

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