S&P500 Cash Index


Trading Metrics calculated at close of trading on 26-Nov-1990
Day Change Summary
Previous Current
23-Nov-1990 26-Nov-1990 Change Change % Previous Week
Open 316.03 315.08 -0.95 -0.3% 317.15
High 317.30 316.51 -0.79 -0.2% 319.39
Low 315.06 311.48 -3.58 -1.1% 312.42
Close 315.10 316.51 1.41 0.4% 315.10
Range 2.24 5.03 2.79 124.6% 6.97
ATR 4.43 4.48 0.04 1.0% 0.00
Volume
Daily Pivots for day following 26-Nov-1990
Classic Woodie Camarilla DeMark
R4 329.92 328.25 319.28
R3 324.89 323.22 317.89
R2 319.86 319.86 317.43
R1 318.19 318.19 316.97 319.03
PP 314.83 314.83 314.83 315.25
S1 313.16 313.16 316.05 314.00
S2 309.80 309.80 315.59
S3 304.77 308.13 315.13
S4 299.74 303.10 313.74
Weekly Pivots for week ending 23-Nov-1990
Classic Woodie Camarilla DeMark
R4 336.55 332.79 318.93
R3 329.58 325.82 317.02
R2 322.61 322.61 316.38
R1 318.85 318.85 315.74 317.25
PP 315.64 315.64 315.64 314.83
S1 311.88 311.88 314.46 310.28
S2 308.67 308.67 313.82
S3 301.70 304.91 313.18
S4 294.73 297.94 311.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 319.39 311.48 7.91 2.5% 3.45 1.1% 64% False True
10 321.70 311.48 10.22 3.2% 3.81 1.2% 49% False True
20 321.70 299.44 22.26 7.0% 4.35 1.4% 77% False False
40 321.70 294.51 27.19 8.6% 5.19 1.6% 81% False False
60 326.53 294.51 32.02 10.1% 5.12 1.6% 69% False False
80 351.48 294.51 56.97 18.0% 5.51 1.7% 39% False False
100 369.78 294.51 75.27 23.8% 5.28 1.7% 29% False False
120 369.78 294.51 75.27 23.8% 5.05 1.6% 29% 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 0.55
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 337.89
2.618 329.68
1.618 324.65
1.000 321.54
0.618 319.62
HIGH 316.51
0.618 314.59
0.500 314.00
0.382 313.40
LOW 311.48
0.618 308.37
1.000 306.45
1.618 303.34
2.618 298.31
4.250 290.10
Fisher Pivots for day following 26-Nov-1990
Pivot 1 day 3 day
R1 315.67 315.80
PP 314.83 315.10
S1 314.00 314.39

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

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