S&P500 Cash Index


Trading Metrics calculated at close of trading on 31-Jan-1991
Day Change Summary
Previous Current
30-Jan-1991 31-Jan-1991 Change Change % Previous Week
Open 335.80 340.92 5.12 1.5% 332.23
High 340.91 343.93 3.02 0.9% 336.92
Low 335.69 340.47 4.78 1.4% 327.83
Close 340.91 343.93 3.02 0.9% 336.07
Range 5.22 3.46 -1.76 -33.7% 9.09
ATR 3.94 3.90 -0.03 -0.9% 0.00
Volume
Daily Pivots for day following 31-Jan-1991
Classic Woodie Camarilla DeMark
R4 353.16 352.00 345.83
R3 349.70 348.54 344.88
R2 346.24 346.24 344.56
R1 345.08 345.08 344.25 345.66
PP 342.78 342.78 342.78 343.07
S1 341.62 341.62 343.61 342.20
S2 339.32 339.32 343.30
S3 335.86 338.16 342.98
S4 332.40 334.70 342.03
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
5 343.93 334.20 9.73 2.8% 2.95 0.9% 100% True False
10 343.93 327.08 16.85 4.9% 3.55 1.0% 100% True False
20 343.93 309.35 34.58 10.1% 4.30 1.2% 100% True False
40 343.93 309.35 34.58 10.1% 3.74 1.1% 100% True False
60 343.93 305.03 38.90 11.3% 3.85 1.1% 100% True False
80 343.93 294.51 49.42 14.4% 4.30 1.3% 100% True False
100 343.93 294.51 49.42 14.4% 4.51 1.3% 100% True False
120 343.93 294.51 49.42 14.4% 4.75 1.4% 100% True 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 0.28
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 358.64
2.618 352.99
1.618 349.53
1.000 347.39
0.618 346.07
HIGH 343.93
0.618 342.61
0.500 342.20
0.382 341.79
LOW 340.47
0.618 338.33
1.000 337.01
1.618 334.87
2.618 331.41
4.250 325.77
Fisher Pivots for day following 31-Jan-1991
Pivot 1 day 3 day
R1 343.35 342.32
PP 342.78 340.71
S1 342.20 339.10

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

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