S&P500 Cash Index


Trading Metrics calculated at close of trading on 06-Feb-1991
Day Change Summary
Previous Current
05-Feb-1991 06-Feb-1991 Change Change % Previous Week
Open 348.34 351.26 2.92 0.8% 336.06
High 351.84 358.07 6.23 1.8% 344.90
Low 347.21 349.58 2.37 0.7% 334.26
Close 351.26 358.07 6.81 1.9% 343.05
Range 4.63 8.49 3.86 83.4% 10.64
ATR 4.12 4.43 0.31 7.6% 0.00
Volume
Daily Pivots for day following 06-Feb-1991
Classic Woodie Camarilla DeMark
R4 380.71 377.88 362.74
R3 372.22 369.39 360.40
R2 363.73 363.73 359.63
R1 360.90 360.90 358.85 362.32
PP 355.24 355.24 355.24 355.95
S1 352.41 352.41 357.29 353.83
S2 346.75 346.75 356.51
S3 338.26 343.92 355.74
S4 329.77 335.43 353.40
Weekly Pivots for week ending 01-Feb-1991
Classic Woodie Camarilla DeMark
R4 372.66 368.49 348.90
R3 362.02 357.85 345.98
R2 351.38 351.38 345.00
R1 347.21 347.21 344.03 349.30
PP 340.74 340.74 340.74 341.78
S1 336.57 336.57 342.07 338.66
S2 330.10 330.10 341.10
S3 319.46 325.93 340.12
S4 308.82 315.29 337.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 358.07 340.37 17.70 4.9% 5.37 1.5% 100% True False
10 358.07 330.19 27.88 7.8% 4.38 1.2% 100% True False
20 358.07 309.35 48.72 13.6% 4.37 1.2% 100% True False
40 358.07 309.35 48.72 13.6% 3.94 1.1% 100% True False
60 358.07 309.35 48.72 13.6% 3.91 1.1% 100% True False
80 358.07 296.41 61.66 17.2% 4.20 1.2% 100% True False
100 358.07 294.51 63.56 17.8% 4.60 1.3% 100% True False
120 358.07 294.51 63.56 17.8% 4.77 1.3% 100% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.53
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 394.15
2.618 380.30
1.618 371.81
1.000 366.56
0.618 363.32
HIGH 358.07
0.618 354.83
0.500 353.83
0.382 352.82
LOW 349.58
0.618 344.33
1.000 341.09
1.618 335.84
2.618 327.35
4.250 313.50
Fisher Pivots for day following 06-Feb-1991
Pivot 1 day 3 day
R1 356.66 355.55
PP 355.24 353.03
S1 353.83 350.52

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

View Archives - Comment on this page... - Back to Index of Symbols