S&P500 Cash Index


Trading Metrics calculated at close of trading on 15-Nov-1990
Day Change Summary
Previous Current
14-Nov-1990 15-Nov-1990 Change Change % Previous Week
Open 317.66 320.40 2.74 0.9% 311.85
High 321.70 320.40 -1.30 -0.4% 314.76
Low 317.23 316.13 -1.10 -0.3% 305.03
Close 320.40 317.02 -3.38 -1.1% 313.74
Range 4.47 4.27 -0.20 -4.5% 9.73
ATR 5.05 4.99 -0.06 -1.1% 0.00
Volume
Daily Pivots for day following 15-Nov-1990
Classic Woodie Camarilla DeMark
R4 330.66 328.11 319.37
R3 326.39 323.84 318.19
R2 322.12 322.12 317.80
R1 319.57 319.57 317.41 318.71
PP 317.85 317.85 317.85 317.42
S1 315.30 315.30 316.63 314.44
S2 313.58 313.58 316.24
S3 309.31 311.03 315.85
S4 305.04 306.76 314.67
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
5 321.70 307.61 14.09 4.4% 4.63 1.5% 67% False False
10 321.70 305.03 16.67 5.3% 4.53 1.4% 72% False False
20 321.70 299.44 22.26 7.0% 4.67 1.5% 79% False False
40 321.70 294.51 27.19 8.6% 5.66 1.8% 83% False False
60 326.53 294.51 32.02 10.1% 5.45 1.7% 70% False False
80 357.47 294.51 62.96 19.9% 5.55 1.8% 36% False False
100 369.78 294.51 75.27 23.7% 5.25 1.7% 30% False False
120 369.78 294.51 75.27 23.7% 5.01 1.6% 30% 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 0.22
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 338.55
2.618 331.58
1.618 327.31
1.000 324.67
0.618 323.04
HIGH 320.40
0.618 318.77
0.500 318.27
0.382 317.76
LOW 316.13
0.618 313.49
1.000 311.86
1.618 309.22
2.618 304.95
4.250 297.98
Fisher Pivots for day following 15-Nov-1990
Pivot 1 day 3 day
R1 318.27 318.92
PP 317.85 318.28
S1 317.44 317.65

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

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