S&P500 Cash Index


Trading Metrics calculated at close of trading on 05-Nov-1990
Day Change Summary
Previous Current
02-Nov-1990 05-Nov-1990 Change Change % Previous Week
Open 307.02 311.85 4.83 1.6% 304.74
High 311.94 314.61 2.67 0.9% 311.94
Low 306.88 311.41 4.53 1.5% 299.44
Close 311.85 314.59 2.74 0.9% 311.85
Range 5.06 3.20 -1.86 -36.8% 12.50
ATR 5.48 5.31 -0.16 -3.0% 0.00
Volume
Daily Pivots for day following 05-Nov-1990
Classic Woodie Camarilla DeMark
R4 323.14 322.06 316.35
R3 319.94 318.86 315.47
R2 316.74 316.74 315.18
R1 315.66 315.66 314.88 316.20
PP 313.54 313.54 313.54 313.81
S1 312.46 312.46 314.30 313.00
S2 310.34 310.34 314.00
S3 307.14 309.26 313.71
S4 303.94 306.06 312.83
Weekly Pivots for week ending 02-Nov-1990
Classic Woodie Camarilla DeMark
R4 345.24 341.05 318.73
R3 332.74 328.55 315.29
R2 320.24 320.24 314.14
R1 316.05 316.05 313.00 318.15
PP 307.74 307.74 307.74 308.79
S1 303.55 303.55 310.70 305.65
S2 295.24 295.24 309.56
S3 282.74 291.05 308.41
S4 270.24 278.55 304.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 314.61 299.44 15.17 4.8% 4.44 1.4% 100% True False
10 315.06 299.44 15.62 5.0% 4.42 1.4% 97% False False
20 315.83 294.51 21.32 6.8% 5.66 1.8% 94% False False
40 322.55 294.51 28.04 8.9% 5.49 1.7% 72% False False
60 341.92 294.51 47.41 15.1% 5.64 1.8% 42% False False
80 369.78 294.51 75.27 23.9% 5.58 1.8% 27% False False
100 369.78 294.51 75.27 23.9% 5.21 1.7% 27% False False
120 369.78 294.51 75.27 23.9% 4.95 1.6% 27% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1.23
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 328.21
2.618 322.99
1.618 319.79
1.000 317.81
0.618 316.59
HIGH 314.61
0.618 313.39
0.500 313.01
0.382 312.63
LOW 311.41
0.618 309.43
1.000 308.21
1.618 306.23
2.618 303.03
4.250 297.81
Fisher Pivots for day following 05-Nov-1990
Pivot 1 day 3 day
R1 314.06 312.43
PP 313.54 310.27
S1 313.01 308.11

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

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