S&P500 Cash Index


Trading Metrics calculated at close of trading on 27-Nov-1990
Day Change Summary
Previous Current
26-Nov-1990 27-Nov-1990 Change Change % Previous Week
Open 315.08 316.51 1.43 0.5% 317.15
High 316.51 318.69 2.18 0.7% 319.39
Low 311.48 315.80 4.32 1.4% 312.42
Close 316.51 318.10 1.59 0.5% 315.10
Range 5.03 2.89 -2.14 -42.5% 6.97
ATR 4.48 4.36 -0.11 -2.5% 0.00
Volume
Daily Pivots for day following 27-Nov-1990
Classic Woodie Camarilla DeMark
R4 326.20 325.04 319.69
R3 323.31 322.15 318.89
R2 320.42 320.42 318.63
R1 319.26 319.26 318.36 319.84
PP 317.53 317.53 317.53 317.82
S1 316.37 316.37 317.84 316.95
S2 314.64 314.64 317.57
S3 311.75 313.48 317.31
S4 308.86 310.59 316.51
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
5 319.34 311.48 7.86 2.5% 3.58 1.1% 84% False False
10 321.70 311.48 10.22 3.2% 3.49 1.1% 65% False False
20 321.70 299.44 22.26 7.0% 4.16 1.3% 84% False False
40 321.70 294.51 27.19 8.5% 5.05 1.6% 87% False False
60 326.53 294.51 32.02 10.1% 5.07 1.6% 74% False False
80 344.75 294.51 50.24 15.8% 5.38 1.7% 47% False False
100 369.78 294.51 75.27 23.7% 5.27 1.7% 31% False False
120 369.78 294.51 75.27 23.7% 5.03 1.6% 31% 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 True
Bear Hook False
Bull Hook False
Stretch 0.62
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 330.97
2.618 326.26
1.618 323.37
1.000 321.58
0.618 320.48
HIGH 318.69
0.618 317.59
0.500 317.25
0.382 316.90
LOW 315.80
0.618 314.01
1.000 312.91
1.618 311.12
2.618 308.23
4.250 303.52
Fisher Pivots for day following 27-Nov-1990
Pivot 1 day 3 day
R1 317.82 317.10
PP 317.53 316.09
S1 317.25 315.09

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

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