S&P500 Cash Index


Trading Metrics calculated at close of trading on 02-Jan-1990
Day Change Summary
Previous Current
29-Dec-1989 02-Jan-1990 Change Change % Previous Week
Open 350.67 353.40 2.73 0.8% 347.42
High 353.41 359.69 6.28 1.8% 353.41
Low 350.67 351.98 1.31 0.4% 346.53
Close 353.40 359.69 6.29 1.8% 353.40
Range 2.74 7.71 4.97 181.4% 6.88
ATR 3.08 3.41 0.33 10.8% 0.00
Volume
Daily Pivots for day following 02-Jan-1990
Classic Woodie Camarilla DeMark
R4 380.25 377.68 363.93
R3 372.54 369.97 361.81
R2 364.83 364.83 361.10
R1 362.26 362.26 360.40 363.55
PP 357.12 357.12 357.12 357.76
S1 354.55 354.55 358.98 355.84
S2 349.41 349.41 358.28
S3 341.70 346.84 357.57
S4 333.99 339.13 355.45
Weekly Pivots for week ending 29-Dec-1989
Classic Woodie Camarilla DeMark
R4 371.75 369.46 357.18
R3 364.87 362.58 355.29
R2 357.99 357.99 354.66
R1 355.70 355.70 354.03 356.85
PP 351.11 351.11 351.11 351.69
S1 348.82 348.82 352.77 349.97
S2 344.23 344.23 352.14
S3 337.35 341.94 351.51
S4 330.47 335.06 349.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 359.69 346.53 13.16 3.7% 3.20 0.9% 100% True False
10 359.69 339.63 20.06 5.6% 3.57 1.0% 100% True False
20 359.69 339.63 20.06 5.6% 3.22 0.9% 100% True False
40 359.69 330.91 28.78 8.0% 3.15 0.9% 100% True False
60 360.44 327.12 33.32 9.3% 4.14 1.2% 98% False False
80 360.44 327.12 33.32 9.3% 3.80 1.1% 98% False False
100 360.44 327.12 33.32 9.3% 3.72 1.0% 98% False False
120 360.44 327.12 33.32 9.3% 3.64 1.0% 98% False 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 0.34
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 392.46
2.618 379.87
1.618 372.16
1.000 367.40
0.618 364.45
HIGH 359.69
0.618 356.74
0.500 355.84
0.382 354.93
LOW 351.98
0.618 347.22
1.000 344.27
1.618 339.51
2.618 331.80
4.250 319.21
Fisher Pivots for day following 02-Jan-1990
Pivot 1 day 3 day
R1 358.41 357.87
PP 357.12 356.05
S1 355.84 354.23

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

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