S&P500 Cash Index


Trading Metrics calculated at close of trading on 12-Nov-1990
Day Change Summary
Previous Current
09-Nov-1990 12-Nov-1990 Change Change % Previous Week
Open 307.61 313.74 6.13 2.0% 311.85
High 313.78 319.77 5.99 1.9% 314.76
Low 307.61 313.73 6.12 2.0% 305.03
Close 313.74 319.48 5.74 1.8% 313.74
Range 6.17 6.04 -0.13 -2.1% 9.73
ATR 5.26 5.31 0.06 1.1% 0.00
Volume
Daily Pivots for day following 12-Nov-1990
Classic Woodie Camarilla DeMark
R4 335.78 333.67 322.80
R3 329.74 327.63 321.14
R2 323.70 323.70 320.59
R1 321.59 321.59 320.03 322.65
PP 317.66 317.66 317.66 318.19
S1 315.55 315.55 318.93 316.61
S2 311.62 311.62 318.37
S3 305.58 309.51 317.82
S4 299.54 303.47 316.16
Weekly Pivots for week ending 09-Nov-1990
Classic Woodie Camarilla DeMark
R4 340.37 336.78 319.09
R3 330.64 327.05 316.42
R2 320.91 320.91 315.52
R1 317.32 317.32 314.63 319.12
PP 311.18 311.18 311.18 312.07
S1 307.59 307.59 312.85 309.39
S2 301.45 301.45 311.96
S3 291.72 297.86 311.06
S4 281.99 288.13 308.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 319.77 305.03 14.74 4.6% 5.22 1.6% 98% True False
10 319.77 299.44 20.33 6.4% 4.83 1.5% 99% True False
20 319.77 297.79 21.98 6.9% 4.96 1.6% 99% True False
40 319.77 294.51 25.26 7.9% 5.73 1.8% 99% True False
60 329.90 294.51 35.39 11.1% 5.60 1.8% 71% False False
80 361.61 294.51 67.10 21.0% 5.65 1.8% 37% False False
100 369.78 294.51 75.27 23.6% 5.30 1.7% 33% False False
120 369.78 294.51 75.27 23.6% 5.02 1.6% 33% False 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 0.82
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 345.44
2.618 335.58
1.618 329.54
1.000 325.81
0.618 323.50
HIGH 319.77
0.618 317.46
0.500 316.75
0.382 316.04
LOW 313.73
0.618 310.00
1.000 307.69
1.618 303.96
2.618 297.92
4.250 288.06
Fisher Pivots for day following 12-Nov-1990
Pivot 1 day 3 day
R1 318.57 317.12
PP 317.66 314.76
S1 316.75 312.40

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

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