S&P500 Cash Index


Trading Metrics calculated at close of trading on 11-Feb-1991
Day Change Summary
Previous Current
08-Feb-1991 11-Feb-1991 Change Change % Previous Week
Open 356.52 359.36 2.84 0.8% 343.05
High 359.35 368.58 9.23 2.6% 363.43
Low 356.02 359.32 3.30 0.9% 342.96
Close 359.35 368.58 9.23 2.6% 359.35
Range 3.33 9.26 5.93 178.1% 20.47
ATR 4.58 4.91 0.33 7.3% 0.00
Volume
Daily Pivots for day following 11-Feb-1991
Classic Woodie Camarilla DeMark
R4 393.27 390.19 373.67
R3 384.01 380.93 371.13
R2 374.75 374.75 370.28
R1 371.67 371.67 369.43 373.21
PP 365.49 365.49 365.49 366.27
S1 362.41 362.41 367.73 363.95
S2 356.23 356.23 366.88
S3 346.97 353.15 366.03
S4 337.71 343.89 363.49
Weekly Pivots for week ending 08-Feb-1991
Classic Woodie Camarilla DeMark
R4 416.66 408.47 370.61
R3 396.19 388.00 364.98
R2 375.72 375.72 363.10
R1 367.53 367.53 361.23 371.63
PP 355.25 355.25 355.25 357.29
S1 347.06 347.06 357.47 351.16
S2 334.78 334.78 355.60
S3 314.31 326.59 353.72
S4 293.84 306.12 348.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 368.58 347.21 21.37 5.8% 6.72 1.8% 100% True False
10 368.58 334.26 34.32 9.3% 5.43 1.5% 100% True False
20 368.58 311.84 56.74 15.4% 4.85 1.3% 100% True False
40 368.58 309.35 59.23 16.1% 4.22 1.1% 100% True False
60 368.58 309.35 59.23 16.1% 4.04 1.1% 100% True False
80 368.58 298.75 69.83 18.9% 4.23 1.1% 100% True False
100 368.58 294.51 74.07 20.1% 4.70 1.3% 100% True False
120 368.58 294.51 74.07 20.1% 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 0.75
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 407.94
2.618 392.82
1.618 383.56
1.000 377.84
0.618 374.30
HIGH 368.58
0.618 365.04
0.500 363.95
0.382 362.86
LOW 359.32
0.618 353.60
1.000 350.06
1.618 344.34
2.618 335.08
4.250 319.97
Fisher Pivots for day following 11-Feb-1991
Pivot 1 day 3 day
R1 367.04 366.41
PP 365.49 364.23
S1 363.95 362.06

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

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