S&P500 Cash Index


Trading Metrics calculated at close of trading on 07-Feb-1991
Day Change Summary
Previous Current
06-Feb-1991 07-Feb-1991 Change Change % Previous Week
Open 351.26 358.07 6.81 1.9% 336.06
High 358.07 363.43 5.36 1.5% 344.90
Low 349.58 355.53 5.95 1.7% 334.26
Close 358.07 356.52 -1.55 -0.4% 343.05
Range 8.49 7.90 -0.59 -6.9% 10.64
ATR 4.43 4.68 0.25 5.6% 0.00
Volume
Daily Pivots for day following 07-Feb-1991
Classic Woodie Camarilla DeMark
R4 382.19 377.26 360.87
R3 374.29 369.36 358.69
R2 366.39 366.39 357.97
R1 361.46 361.46 357.24 359.98
PP 358.49 358.49 358.49 357.75
S1 353.56 353.56 355.80 352.08
S2 350.59 350.59 355.07
S3 342.69 345.66 354.35
S4 334.79 337.76 352.18
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
5 363.43 340.37 23.06 6.5% 6.26 1.8% 70% True False
10 363.43 334.20 29.23 8.2% 4.61 1.3% 76% True False
20 363.43 309.35 54.08 15.2% 4.60 1.3% 87% True False
40 363.43 309.35 54.08 15.2% 4.05 1.1% 87% True False
60 363.43 309.35 54.08 15.2% 3.94 1.1% 87% True False
80 363.43 297.79 65.64 18.4% 4.19 1.2% 89% True False
100 363.43 294.51 68.92 19.3% 4.65 1.3% 90% True False
120 363.43 294.51 68.92 19.3% 4.77 1.3% 90% 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 0.78
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 397.01
2.618 384.11
1.618 376.21
1.000 371.33
0.618 368.31
HIGH 363.43
0.618 360.41
0.500 359.48
0.382 358.55
LOW 355.53
0.618 350.65
1.000 347.63
1.618 342.75
2.618 334.85
4.250 321.96
Fisher Pivots for day following 07-Feb-1991
Pivot 1 day 3 day
R1 359.48 356.12
PP 358.49 355.72
S1 357.51 355.32

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

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